| Metric | btc.o_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 94.0% | 100.0% |
| Cumulative Return | 54.18% | 24.53% |
| Max Drawdown | -5.81% | -26.06% |
| Sharpe | 3.14 | 0.78 |
| Sortino | 6.95 | 1.13 |
| Payoff Ratio | 1.83 | 1.01 |
| Profit Factor | 1.84 | 1.12 |
| Common Sense Ratio | 2.67 | 1.14 |
| CPC Index | 1.73 | 0.59 |
| Tail Ratio | 1.45 | 1.01 |
| Outlier Win Ratio | 9.02 | 2.8 |
| Outlier Loss Ratio | 10.91 | 2.25 |
| Volatility (ann.) | 17.52% | 51.79% |
| R^2 | 0.24 | 0.24 |
| Calmar | 12.19 | 1.2 |
| Skew | 2.67 | -0.2 |
| Kurtosis | 15.68 | 2.92 |
| Expected Daily % | 0.15% | 0.07% |
| Expected Monthly % | 4.42% | 2.22% |
| Expected Yearly % | 24.17% | 11.59% |
| Kelly Criterion | 24.97% | 4.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -4.35% |
| Expected Shortfall (cVaR) | -1.36% | -4.35% |
| Year | BTCUSD | btc.o_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 56.79 | 1.55 | + |
| 2025 | -8.90 | -1.67 | 0.19 | + |
| Metric | btc.o_daily_ | BTCUSD |
|---|---|---|
| MTD | 1.0% | 5.47% |
| 3M | -2.47% | -12.85% |
| 6M | 35.86% | 31.99% |
| YTD | -1.67% | -8.9% |
| 1Y | 54.18% | 24.53% |
| 3Y (ann.) | 70.86% | 31.19% |
| 5Y (ann.) | 70.86% | 31.19% |
| Metric | btc.o_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -5.81% | -26.06% |
| Longest DD Days | 74.0 | 144.0 |
| Avg. Drawdown | -1.7% | -8.25% |
| Avg. Drawdown Days | 14.0 | 30.0 |
| Recovery Factor | 9.32 | 0.94 |
| Ulcer Index | 1.02 | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-03-23 | -5.81 | 20 |
| 2024-12-18 | 2025-03-02 | -4.68 | 74 |
| 2024-06-06 | 2024-07-15 | -4.55 | 39 |
| 2024-08-25 | 2024-09-19 | -2.73 | 25 |
| 2024-07-23 | 2024-07-28 | -2.39 | 5 |
| 2024-08-10 | 2024-08-24 | -2.12 | 14 |
| 2024-07-29 | 2024-08-08 | -1.74 | 10 |
| 2024-10-22 | 2024-11-06 | -1.70 | 15 |
| 2024-11-23 | 2024-12-11 | -1.51 | 18 |
| 2024-11-17 | 2024-11-19 | -0.72 | 2 |
| Metric | btc.o_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.17% | 9.49% |
| Worst Day | -2.66% | -13.23% |
| Best Week | 13.34% | 15.41% |
| Worst Week | -2.02% | -18.81% |
| Best Month | 30.57% | 34.43% |
| Worst Month | -2.06% | -23.44% |
| Best Year | 56.79% | 36.7% |
| Worst Year | -1.67% | -8.9% |
| Avg. Up Day | 0.76% | 2.09% |
| Avg. Down Day | -0.41% | -2.08% |
| Avg. Up Week | 3.08% | 6.74% |
| Avg. Down Week | -0.91% | -4.81% |
| Avg. Up Month | 9.5% | 13.97% |
| Avg. Down Month | -1.46% | -16.85% |
| Win Days % | 51.44% | 52.2% |
| Win Month % | 70.0% | 60.0% |
| Win Week % | 52.27% | 47.73% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |