| Metric | volume_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 96.0% | 100.0% |
| Cumulative Return | 32.81% | 12.1% |
| Max Drawdown | -16.44% | -28.06% |
| Sharpe | 2.75 | 0.8 |
| Sortino | 3.33 | 1.2 |
| Payoff Ratio | 0.27 | 0.97 |
| Profit Factor | 1.75 | 1.13 |
| Common Sense Ratio | 2.41 | 1.27 |
| CPC Index | 0.41 | 0.56 |
| Tail Ratio | 1.37 | 1.13 |
| Outlier Win Ratio | 9.54 | 2.72 |
| Outlier Loss Ratio | 3.28 | 3.47 |
| Volatility (ann.) | 26.04% | 49.75% |
| R^2 | 0.06 | 0.06 |
| Calmar | 6.0 | 1.13 |
| Skew | -2.99 | 0.27 |
| Kurtosis | 13.65 | 2.09 |
| Expected Daily % | 0.19% | 0.08% |
| Expected Monthly % | 4.84% | 1.92% |
| Expected Yearly % | 32.81% | 12.1% |
| Kelly Criterion | 32.25% | 1.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.05% | -4.17% |
| Expected Shortfall (cVaR) | -2.05% | -4.17% |
| Year | BTCUSD | volume_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 12.10 | 32.81 | 2.71 | + |
| Metric | volume_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.0% | 0.54% |
| 3M | 27.75% | 23.67% |
| 6M | 32.81% | 12.1% |
| YTD | 32.81% | 12.1% |
| 1Y | 32.81% | 12.1% |
| 3Y (ann.) | 98.55% | 31.79% |
| 5Y (ann.) | 98.55% | 31.79% |
| Metric | volume_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -16.44% | -28.06% |
| Longest DD Days | 100.0 | 116.0 |
| Avg. Drawdown | -4.3% | -9.71% |
| Avg. Drawdown Days | 23.0 | 27.0 |
| Recovery Factor | 2.0 | 0.43 |
| Ulcer Index | 1.02 | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-29 | 2025-05-09 | -16.44 | 100 |
| 2025-01-09 | 2025-01-19 | -4.94 | 10 |
| 2025-05-18 | 2025-05-19 | -0.07 | 1 |
| 2025-05-30 | 2025-06-01 | -0.03 | 2 |
| 2025-05-26 | 2025-05-27 | -0.01 | 1 |
| Metric | volume_daily_ | BTCUSD |
|---|---|---|
| Best Day | 3.25% | 9.73% |
| Worst Day | -7.54% | -8.76% |
| Best Week | 8.95% | 10.56% |
| Worst Week | -6.9% | -13.98% |
| Best Month | 14.85% | 14.33% |
| Worst Month | -9.15% | -19.19% |
| Best Year | 32.81% | 12.1% |
| Worst Year | 32.81% | 12.1% |
| Avg. Up Day | 0.59% | 1.94% |
| Avg. Down Day | -2.18% | -2.0% |
| Avg. Up Week | 3.92% | 5.14% |
| Avg. Down Week | -5.54% | -9.04% |
| Avg. Up Month | 14.64% | 12.33% |
| Avg. Down Month | -6.07% | -10.91% |
| Win Days % | 85.52% | 51.66% |
| Win Month % | 60.0% | 66.67% |
| Win Week % | 68.18% | 65.22% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |