| Metric | configs_sql/hl_close/c/btcusd/uniq_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 60.0% | 100.0% |
| Cumulative Return | 117.34% | 72.1% |
| Max Drawdown | -18.13% | -66.18% |
| Sharpe | 1.02 | 0.61 |
| Sortino | 1.6 | 0.88 |
| Payoff Ratio | 1.34 | 1.11 |
| Profit Factor | 1.25 | 1.1 |
| Common Sense Ratio | 1.56 | 1.23 |
| CPC Index | 0.78 | 0.59 |
| Tail Ratio | 1.25 | 1.12 |
| Outlier Win Ratio | 12.07 | 3.58 |
| Outlier Loss Ratio | 5.74 | 3.35 |
| Volatility (ann.) | 29.71% | 53.33% |
| R^2 | 0.52 | 0.52 |
| Calmar | 1.62 | 0.3 |
| Skew | 0.81 | -0.1 |
| Kurtosis | 12.46 | 4.07 |
| Expected Daily % | 0.07% | 0.05% |
| Expected Monthly % | 2.06% | 1.44% |
| Expected Yearly % | 21.42% | 14.54% |
| Kelly Criterion | 6.56% | 2.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.48% | -4.5% |
| Expected Shortfall (cVaR) | -2.48% | -4.5% |
| Year | BTCUSD | configs_sql/hl_close/c/btcusd/uniq_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -63.70 | -9.27 | 0.15 | + |
| 2023 | 155.54 | 71.52 | 0.46 | - |
| 2024 | 121.00 | 43.88 | 0.36 | - |
| 2025 | -16.05 | -2.93 | 0.18 | + |
| Metric | configs_sql/hl_close/c/btcusd/uniq_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.01% | -5.04% |
| 3M | -2.93% | -20.14% |
| 6M | 25.49% | 26.22% |
| YTD | -2.93% | -16.05% |
| 1Y | 39.88% | 15.49% |
| 3Y (ann.) | 29.5% | 19.85% |
| 5Y (ann.) | 29.32% | 19.7% |
| Metric | configs_sql/hl_close/c/btcusd/uniq_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -18.13% | -66.18% |
| Longest DD Days | 285.0 | 643.0 |
| Avg. Drawdown | -3.39% | -9.73% |
| Avg. Drawdown Days | 23.0 | 56.0 |
| Recovery Factor | 6.47 | 1.09 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-01-20 | -18.13 | 285 |
| 2024-01-09 | 2024-07-15 | -16.98 | 188 |
| 2025-03-03 | 2025-04-06 | -16.66 | 34 |
| 2024-07-22 | 2024-11-06 | -15.34 | 107 |
| 2023-08-30 | 2023-10-24 | -9.09 | 55 |
| 2023-01-30 | 2023-02-15 | -8.37 | 16 |
| 2024-12-17 | 2025-03-02 | -6.91 | 75 |
| 2024-11-23 | 2024-12-15 | -5.76 | 22 |
| 2023-02-21 | 2023-03-17 | -4.75 | 24 |
| 2023-07-14 | 2023-08-29 | -4.60 | 46 |
| Metric | configs_sql/hl_close/c/btcusd/uniq_daily_ | BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -8.6% | -15.42% |
| Best Week | 15.18% | 35.75% |
| Worst Week | -9.89% | -29.64% |
| Best Month | 21.45% | 43.77% |
| Worst Month | -6.78% | -37.12% |
| Best Year | 71.52% | 155.54% |
| Worst Year | -9.27% | -63.7% |
| Avg. Up Day | 1.5% | 2.27% |
| Avg. Down Day | -1.12% | -2.04% |
| Avg. Up Week | 3.57% | 6.6% |
| Avg. Down Week | -1.92% | -5.23% |
| Avg. Up Month | 7.22% | 14.99% |
| Avg. Down Month | -3.49% | -15.83% |
| Win Days % | 46.46% | 48.86% |
| Win Month % | 70.59% | 54.05% |
| Win Week % | 52.99% | 49.38% |
| Win Quarter % | 76.92% | 46.15% |
| Win Year % | 50.0% | 50.0% |