| Metric | btc.a_ | BTCUSD |
|---|---|---|
| Time in Market | 91.0% | 100.0% |
| Cumulative Return | 53.26% | 36.84% |
| Max Drawdown | -5.35% | -26.0% |
| Sharpe | 3.17 | 0.95 |
| Sortino | 7.09 | 1.49 |
| Payoff Ratio | 1.73 | 1.22 |
| Profit Factor | 1.84 | 1.15 |
| Common Sense Ratio | 3.06 | 1.28 |
| CPC Index | 1.7 | 0.7 |
| Tail Ratio | 1.66 | 1.12 |
| Outlier Win Ratio | 11.87 | 2.95 |
| Outlier Loss Ratio | 9.77 | 2.09 |
| Volatility (ann.) | 15.53% | 50.61% |
| R^2 | 0.35 | 0.35 |
| Calmar | 11.54 | 1.63 |
| Skew | 2.75 | 0.59 |
| Kurtosis | 16.78 | 2.45 |
| Expected Daily % | 0.13% | 0.1% |
| Expected Monthly % | 3.96% | 2.89% |
| Expected Yearly % | 23.8% | 16.98% |
| Kelly Criterion | 26.2% | 8.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -4.23% |
| Expected Shortfall (cVaR) | -1.2% | -4.23% |
| Year | BTCUSD | btc.a_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 54.62 | 1.13 | + |
| 2025 | -7.78 | -0.88 | 0.11 | + |
| Metric | btc.a_ | BTCUSD |
|---|---|---|
| MTD | 1.21% | 2.13% |
| 3M | -1.84% | -11.94% |
| 6M | 33.36% | 36.2% |
| YTD | -0.88% | -7.78% |
| 1Y | 53.26% | 36.84% |
| 3Y (ann.) | 61.77% | 42.38% |
| 5Y (ann.) | 61.77% | 42.38% |
| Metric | btc.a_ | BTCUSD |
|---|---|---|
| Max Drawdown | -5.35% | -26.0% |
| Longest DD Days | 74.0 | 161.0 |
| Avg. Drawdown | -1.46% | -6.87% |
| Avg. Drawdown Days | 15.0 | 21.0 |
| Recovery Factor | 9.95 | 1.42 |
| Ulcer Index | 0.97 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-22 | 2024-07-16 | -5.35 | 55 |
| 2025-03-03 | 2025-03-23 | -5.19 | 20 |
| 2024-12-18 | 2025-03-02 | -4.31 | 74 |
| 2024-08-10 | 2024-09-18 | -2.55 | 39 |
| 2024-07-23 | 2024-08-08 | -1.99 | 16 |
| 2024-11-23 | 2024-12-05 | -1.41 | 12 |
| 2024-10-22 | 2024-11-06 | -1.31 | 15 |
| 2024-12-06 | 2024-12-11 | -0.95 | 5 |
| 2024-09-29 | 2024-10-12 | -0.78 | 13 |
| 2024-11-17 | 2024-11-19 | -0.63 | 2 |
| Metric | btc.a_ | BTCUSD |
|---|---|---|
| Best Day | 6.69% | 11.89% |
| Worst Day | -2.28% | -8.6% |
| Best Week | 12.03% | 18.93% |
| Worst Week | -2.04% | -12.33% |
| Best Month | 27.02% | 37.42% |
| Worst Month | -2.19% | -17.69% |
| Best Year | 54.62% | 48.38% |
| Worst Year | -0.88% | -7.78% |
| Avg. Up Day | 0.72% | 2.37% |
| Avg. Down Day | -0.42% | -1.94% |
| Avg. Up Week | 2.81% | 6.65% |
| Avg. Down Week | -1.06% | -4.85% |
| Avg. Up Month | 6.52% | 11.12% |
| Avg. Down Month | -1.67% | -12.4% |
| Win Days % | 53.24% | 49.69% |
| Win Month % | 81.82% | 63.64% |
| Win Week % | 57.45% | 52.08% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |