| Metric | all.f_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 467.11% | 756.78% |
| Max Drawdown | -28.88% | -76.67% |
| Sharpe | 1.53 | 1.05 |
| Sortino | 2.42 | 1.57 |
| Payoff Ratio | 1.2 | 1.1 |
| Profit Factor | 1.33 | 1.17 |
| Common Sense Ratio | 1.61 | 1.21 |
| CPC Index | 0.84 | 0.66 |
| Tail Ratio | 1.2 | 1.03 |
| Outlier Win Ratio | 8.72 | 3.11 |
| Outlier Loss Ratio | 9.09 | 3.02 |
| Volatility (ann.) | 26.37% | 61.34% |
| R^2 | 0.52 | 0.52 |
| Calmar | 1.53 | 0.75 |
| Skew | 0.57 | 0.11 |
| Kurtosis | 10.33 | 3.48 |
| Expected Daily % | 0.1% | 0.12% |
| Expected Monthly % | 3.04% | 3.77% |
| Expected Yearly % | 33.54% | 43.05% |
| Kelly Criterion | 12.43% | 6.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.16% | -5.1% |
| Expected Shortfall (cVaR) | -2.16% | -5.1% |
| Year | BTCUSD | all.f_ | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 213.85 | 31.78 | 0.15 | - |
| 2021 | 59.34 | 16.49 | 0.28 | - |
| 2022 | -64.22 | -15.17 | 0.24 | + |
| 2023 | 155.54 | 119.56 | 0.77 | - |
| 2024 | 121.00 | 115.76 | 0.96 | - |
| 2025 | -15.23 | -8.07 | 0.53 | + |
| Metric | all.f_ | BTCUSD |
|---|---|---|
| MTD | -1.51% | -4.11% |
| 3M | -8.59% | -19.42% |
| 6M | 50.37% | 27.54% |
| YTD | -8.07% | -15.23% |
| 1Y | 68.07% | 14.83% |
| 3Y (ann.) | 52.27% | 22.36% |
| 5Y (ann.) | 44.25% | 57.37% |
| Metric | all.f_ | BTCUSD |
|---|---|---|
| Max Drawdown | -28.88% | -76.67% |
| Longest DD Days | 377.0 | 846.0 |
| Avg. Drawdown | -3.68% | -8.92% |
| Avg. Drawdown Days | 28.0 | 38.0 |
| Recovery Factor | 16.18 | 9.87 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-03-14 | -28.88 | 377 |
| 2021-05-07 | 2022-02-28 | -23.06 | 297 |
| 2024-12-09 | 2025-04-07 | -16.19 | 119 |
| 2024-03-15 | 2024-07-15 | -13.15 | 122 |
| 2021-01-10 | 2021-05-03 | -10.77 | 113 |
| 2024-01-12 | 2024-03-04 | -8.83 | 52 |
| 2024-07-22 | 2024-08-08 | -7.21 | 17 |
| 2023-04-15 | 2023-06-20 | -6.20 | 66 |
| 2023-11-16 | 2023-12-10 | -6.15 | 24 |
| 2023-08-30 | 2023-10-23 | -5.67 | 54 |
| Metric | all.f_ | BTCUSD |
|---|---|---|
| Best Day | 10.11% | 19.48% |
| Worst Day | -9.22% | -15.42% |
| Best Week | 14.7% | 38.59% |
| Worst Week | -14.75% | -29.64% |
| Best Month | 55.1% | 47.19% |
| Worst Month | -12.66% | -37.12% |
| Best Year | 119.56% | 213.85% |
| Worst Year | -15.17% | -64.22% |
| Avg. Up Day | 0.94% | 2.57% |
| Avg. Down Day | -0.78% | -2.33% |
| Avg. Up Week | 2.79% | 8.0% |
| Avg. Down Week | -1.68% | -6.1% |
| Avg. Up Month | 8.72% | 19.7% |
| Avg. Down Month | -3.05% | -13.0% |
| Win Days % | 52.24% | 50.87% |
| Win Month % | 60.34% | 56.9% |
| Win Week % | 54.76% | 52.38% |
| Win Quarter % | 70.0% | 55.0% |
| Win Year % | 66.67% | 66.67% |