| Metric | ds.20_ | BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 167.01% | 116.37% |
| Max Drawdown | -20.28% | -67.18% |
| Sharpe | 0.76 | 0.37 |
| Sortino | 1.23 | 0.53 |
| Payoff Ratio | 1.28 | 1.21 |
| Profit Factor | 1.27 | 1.06 |
| Common Sense Ratio | 1.61 | 1.04 |
| CPC Index | 0.76 | 0.66 |
| Tail Ratio | 1.27 | 0.98 |
| Outlier Win Ratio | 22.71 | 3.64 |
| Outlier Loss Ratio | 7.17 | 3.35 |
| Volatility (ann.) | 11.28% | 26.33% |
| R^2 | 0.24 | 0.24 |
| Calmar | 1.84 | 0.42 |
| Skew | 1.45 | 0.18 |
| Kurtosis | 36.11 | 6.35 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.55% | 2.0% |
| Expected Yearly % | 27.83% | 21.28% |
| Kelly Criterion | 5.37% | 10.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.24% |
| Expected Shortfall (cVaR) | -0.95% | -2.24% |
| Year | BTCUSD | ds.20_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.90 | -3.57 | 0.06 | + |
| 2023 | 155.54 | 47.02 | 0.30 | - |
| 2024 | 121.00 | 89.34 | 0.74 | - |
| 2025 | -11.10 | -0.53 | 0.05 | + |
| Metric | ds.20_ | BTCUSD |
|---|---|---|
| MTD | 0.0% | 0.55% |
| 3M | -0.53% | -11.3% |
| 6M | 18.41% | 26.51% |
| YTD | -0.53% | -11.1% |
| 1Y | 30.03% | 16.41% |
| 3Y (ann.) | 34.88% | 22.12% |
| 5Y (ann.) | 37.29% | 28.28% |
| Metric | ds.20_ | BTCUSD |
|---|---|---|
| Max Drawdown | -20.28% | -67.18% |
| Longest DD Days | 234.0 | 683.0 |
| Avg. Drawdown | -3.08% | -6.62% |
| Avg. Drawdown Days | 27.0 | 34.0 |
| Recovery Factor | 8.24 | 1.73 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2023-01-20 | -20.28 | 234 |
| 2023-03-22 | 2023-06-23 | -10.97 | 92 |
| 2024-05-21 | 2024-11-10 | -10.21 | 173 |
| 2025-01-20 | 2025-04-01 | -9.58 | 70 |
| 2023-06-23 | 2023-10-23 | -8.49 | 121 |
| 2023-10-25 | 2024-02-09 | -6.97 | 106 |
| 2022-03-29 | 2022-05-30 | -6.37 | 62 |
| 2024-03-05 | 2024-03-08 | -6.01 | 3 |
| 2024-11-13 | 2025-01-17 | -5.48 | 64 |
| 2025-01-19 | 2025-01-20 | -3.61 | 1 |
| Metric | ds.20_ | BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -6.42% | -9.32% |
| Best Week | 18.48% | 35.75% |
| Worst Week | -8.25% | -29.64% |
| Best Month | 31.68% | 43.77% |
| Worst Month | -12.48% | -37.12% |
| Best Year | 89.34% | 155.54% |
| Worst Year | -3.57% | -56.9% |
| Avg. Up Day | 0.59% | 0.9% |
| Avg. Down Day | -0.46% | -0.74% |
| Avg. Up Week | 4.3% | 8.41% |
| Avg. Down Week | -1.48% | -4.16% |
| Avg. Up Month | 9.38% | 16.62% |
| Avg. Down Month | -2.81% | -11.2% |
| Win Days % | 46.92% | 51.13% |
| Win Month % | 51.35% | 58.97% |
| Win Week % | 43.12% | 49.4% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 50.0% | 50.0% |