| Metric | btc.a_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 94.0% | 100.0% |
| Cumulative Return | 52.92% | 24.53% |
| Max Drawdown | -5.12% | -26.06% |
| Sharpe | 3.36 | 0.78 |
| Sortino | 7.61 | 1.13 |
| Payoff Ratio | 1.68 | 1.0 |
| Profit Factor | 1.9 | 1.12 |
| Common Sense Ratio | 3.19 | 1.14 |
| CPC Index | 1.77 | 0.59 |
| Tail Ratio | 1.68 | 1.01 |
| Outlier Win Ratio | 9.91 | 2.71 |
| Outlier Loss Ratio | 10.79 | 2.2 |
| Volatility (ann.) | 15.96% | 51.79% |
| R^2 | 0.28 | 0.28 |
| Calmar | 13.5 | 1.2 |
| Skew | 2.71 | -0.2 |
| Kurtosis | 16.11 | 2.92 |
| Expected Daily % | 0.14% | 0.07% |
| Expected Monthly % | 4.34% | 2.22% |
| Expected Yearly % | 23.66% | 11.59% |
| Kelly Criterion | 28.9% | 4.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -4.35% |
| Expected Shortfall (cVaR) | -1.23% | -4.35% |
| Year | BTCUSD | btc.a_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 53.54 | 1.46 | + |
| 2025 | -8.90 | -0.40 | 0.04 | + |
| Metric | btc.a_daily_ | BTCUSD |
|---|---|---|
| MTD | 1.36% | 5.47% |
| 3M | -1.28% | -12.85% |
| 6M | 34.67% | 31.99% |
| YTD | -0.4% | -8.9% |
| 1Y | 52.92% | 24.53% |
| 3Y (ann.) | 69.14% | 31.19% |
| 5Y (ann.) | 69.14% | 31.19% |
| Metric | btc.a_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -5.12% | -26.06% |
| Longest DD Days | 74.0 | 144.0 |
| Avg. Drawdown | -1.43% | -8.25% |
| Avg. Drawdown Days | 13.0 | 30.0 |
| Recovery Factor | 10.33 | 0.94 |
| Ulcer Index | 1.01 | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-03-23 | -5.12 | 20 |
| 2024-06-08 | 2024-07-15 | -4.55 | 37 |
| 2024-12-18 | 2025-03-02 | -3.91 | 74 |
| 2024-08-26 | 2024-09-15 | -2.43 | 20 |
| 2024-08-10 | 2024-08-24 | -1.99 | 14 |
| 2024-07-23 | 2024-08-08 | -1.98 | 16 |
| 2024-11-23 | 2024-12-05 | -1.37 | 12 |
| 2024-10-22 | 2024-11-06 | -1.20 | 15 |
| 2024-12-06 | 2024-12-11 | -0.91 | 5 |
| 2024-09-29 | 2024-10-12 | -0.76 | 13 |
| Metric | btc.a_daily_ | BTCUSD |
|---|---|---|
| Best Day | 6.69% | 9.49% |
| Worst Day | -2.25% | -13.23% |
| Best Week | 11.99% | 15.41% |
| Worst Week | -1.97% | -18.81% |
| Best Month | 27.09% | 34.43% |
| Worst Month | -2.05% | -23.44% |
| Best Year | 53.54% | 36.7% |
| Worst Year | -0.4% | -8.9% |
| Avg. Up Day | 0.67% | 2.14% |
| Avg. Down Day | -0.4% | -2.14% |
| Avg. Up Week | 2.89% | 6.74% |
| Avg. Down Week | -0.94% | -4.81% |
| Avg. Up Month | 7.47% | 13.78% |
| Avg. Down Month | -1.55% | -16.85% |
| Win Days % | 55.4% | 52.2% |
| Win Month % | 80.0% | 60.0% |
| Win Week % | 56.82% | 47.73% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |