| Metric | o.all_ | BTCUSD |
|---|---|---|
| Time in Market | 92.0% | 100.0% |
| Cumulative Return | -16.0% | 107.21% |
| Max Drawdown | -69.29% | -67.18% |
| Sharpe | 0.13 | 0.35 |
| Sortino | 0.14 | 0.51 |
| Payoff Ratio | 1.22 | 1.1 |
| Profit Factor | 1.07 | 1.06 |
| Common Sense Ratio | 1.42 | 1.04 |
| CPC Index | 0.64 | 0.6 |
| Tail Ratio | 1.32 | 0.98 |
| Outlier Win Ratio | 14.84 | 3.56 |
| Outlier Loss Ratio | 13.0 | 3.36 |
| Volatility (ann.) | 22.52% | 26.54% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.08 | 0.39 |
| Skew | -39.81 | 0.17 |
| Kurtosis | 2270.58 | 6.34 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.45% | 1.89% |
| Expected Yearly % | -4.27% | 19.98% |
| Kelly Criterion | 6.86% | 6.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.93% | -2.26% |
| Expected Shortfall (cVaR) | -1.93% | -2.26% |
| Year | BTCUSD | o.all_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | -26.05 | 0.44 | + |
| 2023 | 155.54 | 94.78 | 0.61 | - |
| 2024 | 121.00 | 84.42 | 0.70 | - |
| 2025 | -11.10 | -68.38 | 6.16 | - |
| Metric | o.all_ | BTCUSD |
|---|---|---|
| MTD | -0.0% | 0.55% |
| 3M | -68.38% | -11.3% |
| 6M | -56.41% | 26.51% |
| YTD | -68.38% | -11.1% |
| 1Y | -48.45% | 16.41% |
| 3Y (ann.) | -6.96% | 22.12% |
| 5Y (ann.) | -5.44% | 26.35% |
| Metric | o.all_ | BTCUSD |
|---|---|---|
| Max Drawdown | -69.29% | -67.18% |
| Longest DD Days | 475.0 | 683.0 |
| Avg. Drawdown | -2.63% | -7.07% |
| Avg. Drawdown Days | 14.0 | 36.0 |
| Recovery Factor | -0.23 | 1.6 |
| Ulcer Index | 1.03 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-04-01 | -69.29 | 29 |
| 2022-03-02 | 2023-06-20 | -36.40 | 475 |
| 2024-01-09 | 2024-03-04 | -9.72 | 55 |
| 2024-03-11 | 2024-04-22 | -9.00 | 41 |
| 2024-05-21 | 2024-07-15 | -7.28 | 55 |
| 2024-12-17 | 2025-03-02 | -6.50 | 75 |
| 2024-03-05 | 2024-03-08 | -5.69 | 3 |
| 2023-06-23 | 2023-10-23 | -5.66 | 121 |
| 2024-07-22 | 2024-08-08 | -4.97 | 17 |
| 2024-08-09 | 2024-10-11 | -4.27 | 63 |
| Metric | o.all_ | BTCUSD |
|---|---|---|
| Best Day | 9.43% | 9.33% |
| Worst Day | -66.76% | -9.32% |
| Best Week | 17.32% | 35.75% |
| Worst Week | -66.94% | -29.64% |
| Best Month | 33.3% | 43.77% |
| Worst Month | -67.21% | -37.12% |
| Best Year | 94.78% | 155.54% |
| Worst Year | -68.38% | -58.73% |
| Avg. Up Day | 0.22% | 0.95% |
| Avg. Down Day | -0.18% | -0.86% |
| Avg. Up Week | 2.86% | 6.92% |
| Avg. Down Week | -2.27% | -4.72% |
| Avg. Up Month | 8.25% | 15.34% |
| Avg. Down Month | -10.26% | -13.15% |
| Win Days % | 48.91% | 51.11% |
| Win Month % | 61.54% | 58.97% |
| Win Week % | 48.19% | 48.5% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 50.0% |