| Metric | btc_eth_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 66.0% | 100.0% |
| Cumulative Return | 476.58% | 176.98% |
| Max Drawdown | -14.65% | -66.89% |
| Sharpe | 2.12 | 0.81 |
| Sortino | 3.71 | 1.21 |
| Payoff Ratio | 1.29 | 1.21 |
| Profit Factor | 1.52 | 1.13 |
| Common Sense Ratio | 2.23 | 1.21 |
| CPC Index | 1.04 | 0.72 |
| Tail Ratio | 1.47 | 1.07 |
| Outlier Win Ratio | 11.13 | 3.52 |
| Outlier Loss Ratio | 6.01 | 3.0 |
| Volatility (ann.) | 25.02% | 53.05% |
| R^2 | 0.38 | 0.38 |
| Calmar | 4.42 | 0.5 |
| Skew | 1.12 | 0.19 |
| Kurtosis | 7.6 | 3.75 |
| Expected Daily % | 0.14% | 0.08% |
| Expected Monthly % | 4.16% | 2.4% |
| Expected Yearly % | 54.96% | 29.01% |
| Kelly Criterion | 17.3% | 12.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.01% | -4.45% |
| Expected Shortfall (cVaR) | -2.01% | -4.45% |
| Year | BTCUSD | btc_eth_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.39 | 8.90 | -0.15 | + |
| 2023 | 154.85 | 69.81 | 0.45 | - |
| 2024 | 119.18 | 135.94 | 1.14 | + |
| 2025 | 25.19 | 32.14 | 1.28 | + |
| Metric | btc_eth_daily_ | BTCUSD |
|---|---|---|
| MTD | 13.21% | -2.2% |
| 3M | 24.84% | 11.97% |
| 6M | 26.54% | 18.57% |
| YTD | 32.14% | 25.19% |
| 1Y | 116.73% | 95.62% |
| 3Y (ann.) | 75.84% | 68.5% |
| 5Y (ann.) | 64.74% | 33.68% |
| Metric | btc_eth_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -14.65% | -66.89% |
| Longest DD Days | 120.0 | 683.0 |
| Avg. Drawdown | -2.66% | -10.02% |
| Avg. Drawdown Days | 16.0 | 62.0 |
| Recovery Factor | 32.53 | 2.65 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-01 | 2022-08-13 | -14.65 | 73 |
| 2023-06-26 | 2023-10-24 | -9.79 | 120 |
| 2022-09-14 | 2022-10-27 | -9.60 | 43 |
| 2023-05-07 | 2023-06-22 | -9.57 | 46 |
| 2025-01-25 | 2025-05-02 | -9.52 | 97 |
| 2022-11-06 | 2023-01-13 | -8.65 | 68 |
| 2022-08-14 | 2022-09-10 | -7.31 | 27 |
| 2023-12-29 | 2024-02-09 | -7.19 | 42 |
| 2025-06-20 | 2025-07-03 | -6.35 | 13 |
| 2024-03-13 | 2024-03-26 | -6.28 | 13 |
| Metric | btc_eth_daily_ | BTCUSD |
|---|---|---|
| Best Day | 8.56% | 14.21% |
| Worst Day | -5.82% | -14.67% |
| Best Week | 16.87% | 28.96% |
| Worst Week | -7.35% | -30.92% |
| Best Month | 39.88% | 45.57% |
| Worst Month | -8.89% | -36.86% |
| Best Year | 135.94% | 154.85% |
| Worst Year | 8.9% | -60.39% |
| Avg. Up Day | 1.33% | 2.05% |
| Avg. Down Day | -1.04% | -1.69% |
| Avg. Up Week | 3.54% | 5.88% |
| Avg. Down Week | -1.99% | -4.45% |
| Avg. Up Month | 9.28% | 15.86% |
| Avg. Down Month | -2.41% | -10.73% |
| Win Days % | 53.48% | 52.07% |
| Win Month % | 62.79% | 58.14% |
| Win Week % | 59.87% | 54.55% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |