| Metric | configs_sql/hl_close/c/btcusd/all_id_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 61.0% | 100.0% |
| Cumulative Return | 53.39% | 33.28% |
| Max Drawdown | -16.33% | -26.0% |
| Sharpe | 1.57 | 0.87 |
| Sortino | 2.84 | 1.36 |
| Payoff Ratio | 1.48 | 1.23 |
| Profit Factor | 1.45 | 1.13 |
| Common Sense Ratio | 2.0 | 1.27 |
| CPC Index | 1.02 | 0.69 |
| Tail Ratio | 1.38 | 1.12 |
| Outlier Win Ratio | 12.0 | 3.99 |
| Outlier Loss Ratio | 4.9 | 2.76 |
| Volatility (ann.) | 32.95% | 50.14% |
| R^2 | 0.55 | 0.55 |
| Calmar | 3.62 | 1.41 |
| Skew | 1.94 | 0.59 |
| Kurtosis | 15.17 | 2.49 |
| Expected Daily % | 0.13% | 0.09% |
| Expected Monthly % | 3.63% | 2.42% |
| Expected Yearly % | 23.85% | 15.45% |
| Kelly Criterion | 12.51% | 8.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.7% | -4.2% |
| Expected Shortfall (cVaR) | -2.7% | -4.2% |
| Year | BTCUSD | configs_sql/hl_close/c/btcusd/all_id_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 63.48 | 1.31 | + |
| 2025 | -10.18 | -6.17 | 0.61 | + |
| Metric | configs_sql/hl_close/c/btcusd/all_id_fwd_ | BTCUSD |
|---|---|---|
| MTD | 0.0% | 1.6% |
| 3M | -6.17% | -11.16% |
| 6M | 31.64% | 38.29% |
| YTD | -6.17% | -10.18% |
| 1Y | 53.39% | 33.28% |
| 3Y (ann.) | 59.17% | 36.62% |
| 5Y (ann.) | 59.17% | 36.62% |
| Metric | configs_sql/hl_close/c/btcusd/all_id_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -16.33% | -26.0% |
| Longest DD Days | 75.0 | 161.0 |
| Avg. Drawdown | -4.11% | -6.87% |
| Avg. Drawdown Days | 16.0 | 22.0 |
| Recovery Factor | 3.27 | 1.28 |
| Ulcer Index | 1.25 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-04-04 | -16.33 | 32 |
| 2024-07-02 | 2024-07-15 | -11.01 | 13 |
| 2024-12-17 | 2025-03-02 | -8.62 | 75 |
| 2024-08-09 | 2024-10-15 | -6.74 | 67 |
| 2024-11-23 | 2024-12-16 | -4.48 | 23 |
| 2024-07-22 | 2024-08-08 | -4.22 | 17 |
| 2024-10-30 | 2024-11-06 | -3.78 | 7 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2024-06-26 | 2024-06-30 | -2.10 | 4 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| Metric | configs_sql/hl_close/c/btcusd/all_id_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -8.24% | -8.6% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -6.47% | -12.33% |
| Best Month | 35.04% | 37.42% |
| Worst Month | -4.27% | -17.69% |
| Best Year | 63.48% | 48.38% |
| Worst Year | -6.17% | -10.18% |
| Avg. Up Day | 1.57% | 2.39% |
| Avg. Down Day | -1.06% | -1.94% |
| Avg. Up Week | 3.93% | 6.31% |
| Avg. Down Week | -1.95% | -5.46% |
| Avg. Up Month | 9.12% | 12.05% |
| Avg. Down Month | -1.86% | -7.67% |
| Win Days % | 47.8% | 49.7% |
| Win Month % | 58.33% | 58.33% |
| Win Week % | 56.76% | 51.02% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |