| Metric | 11404180_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 98.76% | 58.07% |
| Max Drawdown | -23.9% | -28.21% |
| Sharpe | 1.45 | 0.95 |
| Sortino | 2.25 | 1.39 |
| Payoff Ratio | 1.05 | 1.22 |
| Profit Factor | 1.49 | 1.15 |
| Common Sense Ratio | 2.14 | 1.22 |
| CPC Index | 0.88 | 0.74 |
| Tail Ratio | 1.43 | 1.06 |
| Outlier Win Ratio | 12.44 | 4.11 |
| Outlier Loss Ratio | 2.87 | 3.83 |
| Volatility (ann.) | 39.73% | 45.57% |
| R^2 | 0.16 | 0.16 |
| Calmar | 2.69 | 1.39 |
| Skew | 0.45 | -0.19 |
| Kurtosis | 30.48 | 3.69 |
| Expected Daily % | 0.14% | 0.09% |
| Expected Monthly % | 4.12% | 2.73% |
| Expected Yearly % | 40.98% | 25.73% |
| Kelly Criterion | 14.37% | 13.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.26% | -3.8% |
| Expected Shortfall (cVaR) | -3.26% | -3.8% |
| Year | BTCUSD | 11404180_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 33.58 | 0.91 | - |
| 2025 | 15.63 | 48.80 | 3.12 | + |
| Metric | 11404180_daily_ | BTCUSD |
|---|---|---|
| MTD | 8.0% | -6.18% |
| 3M | 20.02% | -11.41% |
| 6M | 29.8% | 26.16% |
| YTD | 48.8% | 15.63% |
| 1Y | 84.84% | 57.27% |
| 3Y (ann.) | 64.3% | 39.23% |
| 5Y (ann.) | 64.3% | 39.23% |
| Metric | 11404180_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -23.9% | -28.21% |
| Longest DD Days | 124.0 | 154.0 |
| Avg. Drawdown | -6.93% | -8.62% |
| Avg. Drawdown Days | 24.0 | 36.0 |
| Recovery Factor | 4.13 | 2.06 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-03-01 | -23.90 | 44 |
| 2024-06-11 | 2024-10-13 | -15.05 | 124 |
| 2024-12-09 | 2024-12-21 | -13.33 | 12 |
| 2025-03-04 | 2025-05-23 | -12.01 | 80 |
| 2025-08-01 | 2025-08-08 | -7.15 | 7 |
| 2025-06-18 | 2025-07-27 | -7.06 | 39 |
| 2025-06-04 | 2025-06-10 | -6.39 | 6 |
| 2024-12-22 | 2024-12-25 | -6.11 | 3 |
| 2025-08-29 | 2025-10-02 | -4.86 | 34 |
| 2024-12-30 | 2025-01-02 | -2.89 | 3 |
| Metric | 11404180_daily_ | BTCUSD |
|---|---|---|
| Best Day | 19.49% | 9.49% |
| Worst Day | -18.36% | -13.23% |
| Best Week | 20.46% | 15.41% |
| Worst Week | -14.97% | -18.81% |
| Best Month | 15.56% | 34.43% |
| Worst Month | -10.56% | -23.44% |
| Best Year | 48.8% | 36.7% |
| Worst Year | 33.58% | 15.63% |
| Avg. Up Day | 2.77% | 1.92% |
| Avg. Down Day | -2.65% | -1.58% |
| Avg. Up Week | 5.52% | 5.03% |
| Avg. Down Week | -3.85% | -4.1% |
| Avg. Up Month | 5.17% | 11.21% |
| Avg. Down Month | -8.47% | -16.85% |
| Win Days % | 56.21% | 52.67% |
| Win Month % | 88.24% | 64.71% |
| Win Week % | 59.52% | 55.41% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 100.0% |