| Metric | 11404180_ | BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 106.76% | 64.2% |
| Max Drawdown | -23.9% | -29.51% |
| Sharpe | 0.75 | 0.5 |
| Sortino | 1.13 | 0.73 |
| Payoff Ratio | 1.07 | 1.13 |
| Profit Factor | 1.24 | 1.08 |
| Common Sense Ratio | 1.6 | 1.0 |
| CPC Index | 0.7 | 0.64 |
| Tail Ratio | 1.29 | 0.92 |
| Outlier Win Ratio | 14.37 | 4.41 |
| Outlier Loss Ratio | 2.92 | 4.3 |
| Volatility (ann.) | 20.02% | 23.2% |
| R^2 | 0.24 | 0.24 |
| Calmar | 2.88 | 1.46 |
| Skew | 0.55 | 0.19 |
| Kurtosis | 33.54 | 7.73 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.37% | 2.96% |
| Expected Yearly % | 43.79% | 28.14% |
| Kelly Criterion | 7.67% | 9.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.68% | -1.97% |
| Expected Shortfall (cVaR) | -1.68% | -1.97% |
| Year | BTCUSD | 11404180_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 36.11 | 0.95 | - |
| 2025 | 18.97 | 51.91 | 2.74 | + |
| Metric | 11404180_ | BTCUSD |
|---|---|---|
| MTD | 11.13% | -2.64% |
| 3M | 24.85% | -5.81% |
| 6M | 35.02% | 30.54% |
| YTD | 51.91% | 18.97% |
| 1Y | 92.28% | 62.45% |
| 3Y (ann.) | 68.87% | 43.01% |
| 5Y (ann.) | 68.87% | 43.01% |
| Metric | 11404180_ | BTCUSD |
|---|---|---|
| Max Drawdown | -23.9% | -29.51% |
| Longest DD Days | 125.0 | 144.0 |
| Avg. Drawdown | -4.5% | -5.36% |
| Avg. Drawdown Days | 12.0 | 16.0 |
| Recovery Factor | 4.47 | 2.18 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-15 | 2025-03-01 | -23.90 | 44 |
| 2024-12-05 | 2024-12-20 | -19.73 | 14 |
| 2024-06-10 | 2024-10-14 | -18.03 | 125 |
| 2025-03-03 | 2025-06-02 | -16.49 | 91 |
| 2025-06-16 | 2025-07-27 | -9.92 | 40 |
| 2025-07-27 | 2025-08-05 | -9.04 | 8 |
| 2025-01-12 | 2025-01-15 | -8.60 | 2 |
| 2025-06-03 | 2025-06-09 | -7.85 | 6 |
| 2024-12-21 | 2024-12-24 | -6.30 | 3 |
| 2025-08-29 | 2025-09-03 | -4.99 | 5 |
| Metric | 11404180_ | BTCUSD |
|---|---|---|
| Best Day | 12.12% | 9.33% |
| Worst Day | -11.09% | -9.32% |
| Best Week | 13.91% | 18.93% |
| Worst Week | -14.97% | -12.33% |
| Best Month | 17.75% | 37.42% |
| Worst Month | -8.69% | -17.69% |
| Best Year | 51.91% | 38.02% |
| Worst Year | 36.11% | 18.97% |
| Avg. Up Day | 1.48% | 1.03% |
| Avg. Down Day | -1.39% | -0.91% |
| Avg. Up Week | 4.85% | 4.05% |
| Avg. Down Week | -4.6% | -4.44% |
| Avg. Up Month | 4.39% | 10.95% |
| Avg. Down Month | -5.33% | -4.72% |
| Win Days % | 52.31% | 52.08% |
| Win Month % | 88.24% | 58.82% |
| Win Week % | 68.18% | 55.41% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 100.0% |