| Metric | btc.a_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 96.0% | 100.0% |
| Cumulative Return | 235.78% | 94.01% |
| Max Drawdown | -9.38% | -66.79% |
| Sharpe | 2.72 | 0.67 |
| Sortino | 5.41 | 0.99 |
| Payoff Ratio | 1.79 | 1.26 |
| Profit Factor | 1.68 | 1.11 |
| Common Sense Ratio | 2.63 | 1.25 |
| CPC Index | 1.56 | 0.68 |
| Tail Ratio | 1.56 | 1.13 |
| Outlier Win Ratio | 11.84 | 2.94 |
| Outlier Loss Ratio | 12.73 | 2.55 |
| Volatility (ann.) | 15.04% | 53.66% |
| R^2 | 0.21 | 0.21 |
| Calmar | 5.17 | 0.36 |
| Skew | 2.03 | -0.09 |
| Kurtosis | 12.39 | 3.95 |
| Expected Daily % | 0.11% | 0.06% |
| Expected Monthly % | 3.24% | 1.76% |
| Expected Yearly % | 35.37% | 18.02% |
| Kelly Criterion | 24.87% | 8.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -4.52% |
| Expected Shortfall (cVaR) | -1.18% | -4.52% |
| Year | BTCUSD | btc.a_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 6.19 | -0.10 | + |
| 2023 | 155.54 | 67.83 | 0.44 | - |
| 2024 | 121.00 | 89.11 | 0.74 | - |
| 2025 | -10.23 | -0.37 | 0.04 | + |
| Metric | btc.a_daily_ | BTCUSD |
|---|---|---|
| MTD | 1.39% | -0.59% |
| 3M | -1.28% | -13.94% |
| 6M | 36.25% | 33.1% |
| YTD | -0.37% | -10.23% |
| 1Y | 70.34% | 27.97% |
| 3Y (ann.) | 48.5% | 26.86% |
| 5Y (ann.) | 48.51% | 24.15% |
| Metric | btc.a_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -9.38% | -66.79% |
| Longest DD Days | 157.0 | 682.0 |
| Avg. Drawdown | -1.47% | -10.19% |
| Avg. Drawdown Days | 15.0 | 60.0 |
| Recovery Factor | 25.14 | 1.41 |
| Ulcer Index | 0.99 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-02 | 2022-07-29 | -9.38 | 57 |
| 2022-08-10 | 2023-01-14 | -8.30 | 157 |
| 2024-01-09 | 2024-03-03 | -7.73 | 54 |
| 2024-05-22 | 2024-07-16 | -5.40 | 55 |
| 2025-03-03 | 2025-03-22 | -5.12 | 19 |
| 2023-04-29 | 2023-06-21 | -4.63 | 53 |
| 2023-07-15 | 2023-10-23 | -4.57 | 100 |
| 2024-03-14 | 2024-03-26 | -4.23 | 12 |
| 2024-12-18 | 2025-03-02 | -3.91 | 74 |
| 2022-03-03 | 2022-03-28 | -3.65 | 25 |
| Metric | btc.a_daily_ | BTCUSD |
|---|---|---|
| Best Day | 6.69% | 11.89% |
| Worst Day | -3.24% | -15.42% |
| Best Week | 12.75% | 35.75% |
| Worst Week | -5.07% | -29.64% |
| Best Month | 27.09% | 43.77% |
| Worst Month | -5.3% | -37.12% |
| Best Year | 89.11% | 155.54% |
| Worst Year | -0.37% | -61.73% |
| Avg. Up Day | 0.66% | 2.41% |
| Avg. Down Day | -0.37% | -1.92% |
| Avg. Up Week | 2.5% | 6.87% |
| Avg. Down Week | -1.05% | -4.78% |
| Avg. Up Month | 7.53% | 15.51% |
| Avg. Down Month | -2.38% | -13.49% |
| Win Days % | 51.79% | 49.05% |
| Win Month % | 67.57% | 56.76% |
| Win Week % | 57.32% | 49.39% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |