| Metric | btc_ | BTCUSD |
|---|---|---|
| Time in Market | 85.0% | 100.0% |
| Cumulative Return | 27.29% | 38.07% |
| Max Drawdown | -29.17% | -26.0% |
| Sharpe | 0.94 | 0.97 |
| Sortino | 1.22 | 1.54 |
| Payoff Ratio | 1.53 | 1.26 |
| Profit Factor | 1.28 | 1.15 |
| Common Sense Ratio | 1.92 | 1.29 |
| CPC Index | 1.0 | 0.73 |
| Tail Ratio | 1.49 | 1.12 |
| Outlier Win Ratio | 10.78 | 3.89 |
| Outlier Loss Ratio | 5.88 | 2.71 |
| Volatility (ann.) | 37.06% | 50.73% |
| R^2 | 0.24 | 0.24 |
| Calmar | 1.09 | 1.71 |
| Skew | -4.4 | 0.59 |
| Kurtosis | 66.04 | 2.45 |
| Expected Daily % | 0.08% | 0.1% |
| Expected Monthly % | 2.22% | 2.98% |
| Expected Yearly % | 12.82% | 17.5% |
| Kelly Criterion | 19.43% | 10.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.1% | -4.23% |
| Expected Shortfall (cVaR) | -3.1% | -4.23% |
| Year | BTCUSD | btc_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 67.48 | 1.39 | + |
| 2025 | -6.95 | -23.99 | 3.45 | - |
| Metric | btc_ | BTCUSD |
|---|---|---|
| MTD | -21.94% | 3.05% |
| 3M | -27.05% | -18.13% |
| 6M | 9.75% | 49.24% |
| YTD | -23.99% | -6.95% |
| 1Y | 27.29% | 38.07% |
| 3Y (ann.) | 31.69% | 44.48% |
| 5Y (ann.) | 31.69% | 44.48% |
| Metric | btc_ | BTCUSD |
|---|---|---|
| Max Drawdown | -29.17% | -26.0% |
| Longest DD Days | 74.0 | 161.0 |
| Avg. Drawdown | -3.15% | -6.87% |
| Avg. Drawdown Days | 12.0 | 21.0 |
| Recovery Factor | 0.94 | 1.46 |
| Ulcer Index | 1.03 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-03-19 | -29.17 | 16 |
| 2024-07-02 | 2024-07-15 | -8.59 | 13 |
| 2024-12-18 | 2025-03-02 | -6.75 | 74 |
| 2024-07-22 | 2024-08-08 | -4.80 | 17 |
| 2024-08-10 | 2024-09-14 | -4.42 | 35 |
| 2024-11-23 | 2024-12-11 | -3.23 | 18 |
| 2024-10-30 | 2024-11-06 | -3.21 | 7 |
| 2024-11-14 | 2024-11-15 | -2.57 | 1 |
| 2024-06-06 | 2024-06-30 | -2.18 | 24 |
| 2024-07-17 | 2024-07-19 | -1.22 | 2 |
| Metric | btc_ | BTCUSD |
|---|---|---|
| Best Day | 9.2% | 11.89% |
| Worst Day | -22.99% | -8.6% |
| Best Week | 15.61% | 18.93% |
| Worst Week | -23.09% | -12.33% |
| Best Month | 30.71% | 37.42% |
| Worst Month | -21.94% | -17.69% |
| Best Year | 67.48% | 48.38% |
| Worst Year | -23.99% | -6.95% |
| Avg. Up Day | 1.19% | 2.37% |
| Avg. Down Day | -0.78% | -1.88% |
| Avg. Up Week | 3.11% | 6.18% |
| Avg. Down Week | -1.39% | -4.64% |
| Avg. Up Month | 8.04% | 12.62% |
| Avg. Down Month | -3.42% | -17.69% |
| Win Days % | 51.29% | 50.0% |
| Win Month % | 81.82% | 63.64% |
| Win Week % | 60.87% | 51.06% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |