| Metric | configs/t_btcusd.21600_ | BTCUSD |
|---|---|---|
| Time in Market | 74.0% | 100.0% |
| Cumulative Return | 57.86% | 41.68% |
| Max Drawdown | -11.15% | -28.38% |
| Sharpe | 1.13 | 0.52 |
| Sortino | 1.92 | 0.75 |
| Payoff Ratio | 1.3 | 1.15 |
| Profit Factor | 1.3 | 1.08 |
| Common Sense Ratio | 1.69 | 1.04 |
| CPC Index | 0.83 | 0.64 |
| Tail Ratio | 1.3 | 0.96 |
| Outlier Win Ratio | 11.82 | 3.41 |
| Outlier Loss Ratio | 7.95 | 3.01 |
| Volatility (ann.) | 12.48% | 26.13% |
| R^2 | 0.43 | 0.43 |
| Calmar | 6.3 | 1.77 |
| Skew | 2.17 | 0.16 |
| Kurtosis | 26.31 | 6.34 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 4.24% | 3.22% |
| Expected Yearly % | 25.64% | 19.03% |
| Kelly Criterion | 9.59% | 9.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -2.21% |
| Expected Shortfall (cVaR) | -1.04% | -2.21% |
| Year | BTCUSD | configs/t_btcusd.21600_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 60.10 | 1.21 | + |
| 2025 | -5.22 | -1.40 | 0.27 | + |
| Metric | configs/t_btcusd.21600_ | BTCUSD |
|---|---|---|
| MTD | 4.57% | 4.96% |
| 3M | -2.01% | -6.95% |
| 6M | 36.6% | 39.17% |
| YTD | -1.4% | -5.22% |
| 1Y | 57.86% | 41.68% |
| 3Y (ann.) | 70.29% | 50.12% |
| 5Y (ann.) | 70.29% | 50.12% |
| Metric | configs/t_btcusd.21600_ | BTCUSD |
|---|---|---|
| Max Drawdown | -11.15% | -28.38% |
| Longest DD Days | 63.0 | 144.0 |
| Avg. Drawdown | -2.06% | -4.96% |
| Avg. Drawdown Days | 8.0 | 12.0 |
| Recovery Factor | 5.19 | 1.47 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-01-20 | -11.15 | 13 |
| 2025-01-20 | 2025-03-24 | -8.71 | 63 |
| 2024-08-26 | 2024-09-19 | -7.02 | 24 |
| 2024-05-19 | 2024-07-17 | -6.47 | 58 |
| 2024-11-13 | 2024-11-20 | -5.47 | 6 |
| 2024-07-22 | 2024-08-08 | -5.11 | 17 |
| 2024-10-21 | 2024-11-06 | -3.68 | 16 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| Metric | configs/t_btcusd.21600_ | BTCUSD |
|---|---|---|
| Best Day | 6.85% | 9.33% |
| Worst Day | -4.2% | -9.32% |
| Best Week | 17.46% | 18.93% |
| Worst Week | -6.44% | -12.33% |
| Best Month | 37.14% | 37.42% |
| Worst Month | -3.53% | -17.69% |
| Best Year | 60.1% | 49.48% |
| Worst Year | -1.4% | -5.22% |
| Avg. Up Day | 0.46% | 0.92% |
| Avg. Down Day | -0.36% | -0.8% |
| Avg. Up Week | 3.95% | 6.81% |
| Avg. Down Week | -1.4% | -4.9% |
| Avg. Up Month | 9.81% | 11.96% |
| Avg. Down Month | -1.38% | -9.34% |
| Win Days % | 48.97% | 51.48% |
| Win Month % | 63.64% | 63.64% |
| Win Week % | 48.94% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |