| Metric | btc.a_ | BTCUSD |
|---|---|---|
| Time in Market | 87.0% | 100.0% |
| Cumulative Return | 125.4% | 137.18% |
| Max Drawdown | -34.36% | -67.18% |
| Sharpe | 0.62 | 0.39 |
| Sortino | 0.73 | 0.56 |
| Payoff Ratio | 1.29 | 1.12 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | 1.51 | 1.04 |
| CPC Index | 0.77 | 0.61 |
| Tail Ratio | 1.23 | 0.98 |
| Outlier Win Ratio | 15.0 | 3.19 |
| Outlier Loss Ratio | 13.1 | 2.91 |
| Volatility (ann.) | 11.71% | 26.7% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.85 | 0.47 |
| Skew | -29.17 | 0.18 |
| Kurtosis | 1546.05 | 6.22 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.11% | 2.24% |
| Expected Yearly % | 22.53% | 24.1% |
| Kelly Criterion | 9.38% | 7.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.27% |
| Expected Shortfall (cVaR) | -0.99% | -2.27% |
| Year | BTCUSD | btc.a_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 6.19 | -0.11 | + |
| 2023 | 155.54 | 65.29 | 0.42 | - |
| 2024 | 121.00 | 86.36 | 0.71 | - |
| 2025 | -6.05 | -31.09 | 5.14 | - |
| Metric | btc.a_ | BTCUSD |
|---|---|---|
| MTD | -29.88% | 4.05% |
| 3M | -31.1% | -7.76% |
| 6M | -6.85% | 38.43% |
| YTD | -31.09% | -6.05% |
| 1Y | 17.21% | 37.05% |
| 3Y (ann.) | 28.98% | 26.89% |
| 5Y (ann.) | 29.34% | 31.44% |
| Metric | btc.a_ | BTCUSD |
|---|---|---|
| Max Drawdown | -34.36% | -67.18% |
| Longest DD Days | 158.0 | 683.0 |
| Avg. Drawdown | -1.29% | -6.47% |
| Avg. Drawdown Days | 7.0 | 31.0 |
| Recovery Factor | 3.65 | 2.04 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-03-24 | -34.36 | 21 |
| 2022-05-31 | 2022-07-30 | -10.42 | 59 |
| 2022-08-08 | 2023-01-14 | -9.05 | 158 |
| 2024-01-09 | 2024-03-01 | -8.33 | 52 |
| 2024-05-21 | 2024-07-15 | -6.00 | 55 |
| 2023-06-23 | 2023-10-23 | -5.88 | 121 |
| 2023-04-26 | 2023-06-20 | -5.21 | 54 |
| 2024-03-11 | 2024-03-28 | -4.91 | 16 |
| 2025-01-21 | 2025-03-02 | -4.71 | 39 |
| 2024-03-05 | 2024-03-08 | -4.15 | 3 |
| Metric | btc.a_ | BTCUSD |
|---|---|---|
| Best Day | 6.51% | 9.33% |
| Worst Day | -31.61% | -9.32% |
| Best Week | 14.78% | 35.75% |
| Worst Week | -30.35% | -29.64% |
| Best Month | 27.14% | 43.77% |
| Worst Month | -29.88% | -37.12% |
| Best Year | 86.36% | 155.54% |
| Worst Year | -31.09% | -55.3% |
| Avg. Up Day | 0.24% | 0.95% |
| Avg. Down Day | -0.19% | -0.85% |
| Avg. Up Week | 2.37% | 6.79% |
| Avg. Down Week | -0.98% | -4.66% |
| Avg. Up Month | 6.99% | 15.07% |
| Avg. Down Month | -2.51% | -13.06% |
| Win Days % | 49.01% | 51.07% |
| Win Month % | 66.67% | 61.54% |
| Win Week % | 55.95% | 49.7% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |