| Metric | btc.a_ | BTCUSD |
|---|---|---|
| Time in Market | 88.0% | 100.0% |
| Cumulative Return | 7.35% | 30.82% |
| Max Drawdown | -34.02% | -28.38% |
| Sharpe | 0.23 | 0.45 |
| Sortino | 0.25 | 0.64 |
| Payoff Ratio | 1.46 | 1.1 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.49 | 0.99 |
| CPC Index | 0.8 | 0.6 |
| Tail Ratio | 1.34 | 0.92 |
| Outlier Win Ratio | 12.42 | 2.93 |
| Outlier Loss Ratio | 9.57 | 2.59 |
| Volatility (ann.) | 19.47% | 26.23% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.27 | 1.38 |
| Skew | -24.29 | 0.13 |
| Kurtosis | 761.7 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.71% | 2.72% |
| Expected Yearly % | 3.61% | 14.38% |
| Kelly Criterion | 14.3% | 7.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.66% | -2.23% |
| Expected Shortfall (cVaR) | -1.66% | -2.23% |
| Year | BTCUSD | btc.a_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 53.80 | 1.41 | + |
| 2025 | -5.22 | -30.20 | 5.79 | - |
| Metric | btc.a_ | BTCUSD |
|---|---|---|
| MTD | -29.21% | 4.96% |
| 3M | -30.17% | -6.95% |
| 6M | -5.3% | 39.17% |
| YTD | -30.2% | -5.22% |
| 1Y | 7.35% | 30.82% |
| 3Y (ann.) | 9.14% | 39.27% |
| 5Y (ann.) | 9.14% | 39.27% |
| Metric | btc.a_ | BTCUSD |
|---|---|---|
| Max Drawdown | -34.02% | -28.38% |
| Longest DD Days | 39.0 | 144.0 |
| Avg. Drawdown | -1.57% | -4.56% |
| Avg. Drawdown Days | 5.0 | 12.0 |
| Recovery Factor | 0.22 | 1.09 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-03-24 | -34.02 | 21 |
| 2024-06-05 | 2024-07-15 | -5.09 | 39 |
| 2025-01-21 | 2025-03-02 | -4.57 | 39 |
| 2024-12-17 | 2025-01-20 | -3.59 | 34 |
| 2024-08-09 | 2024-09-17 | -3.36 | 39 |
| 2024-11-13 | 2024-11-19 | -3.26 | 5 |
| 2024-07-22 | 2024-08-08 | -2.51 | 17 |
| 2025-01-20 | 2025-01-21 | -1.98 | 1 |
| 2024-10-21 | 2024-10-29 | -1.60 | 8 |
| 2024-10-30 | 2024-11-06 | -1.53 | 7 |
| Metric | btc.a_ | BTCUSD |
|---|---|---|
| Best Day | 6.5% | 9.33% |
| Worst Day | -31.37% | -9.32% |
| Best Week | 13.18% | 18.93% |
| Worst Week | -29.78% | -12.33% |
| Best Month | 27.21% | 37.42% |
| Worst Month | -29.21% | -17.69% |
| Best Year | 53.8% | 38.02% |
| Worst Year | -30.2% | -5.22% |
| Avg. Up Day | 0.27% | 0.99% |
| Avg. Down Day | -0.19% | -0.9% |
| Avg. Up Week | 2.65% | 6.07% |
| Avg. Down Week | -0.94% | -4.12% |
| Avg. Up Month | 8.58% | 13.69% |
| Avg. Down Month | -1.04% | -12.52% |
| Win Days % | 49.13% | 51.35% |
| Win Month % | 70.0% | 60.0% |
| Win Week % | 56.82% | 52.27% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |