| Metric | configs/t_btcusd.21600_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 82.0% | 100.0% |
| Cumulative Return | 283.61% | 93.18% |
| Max Drawdown | -16.4% | -66.89% |
| Sharpe | 1.81 | 0.66 |
| Sortino | 3.27 | 0.98 |
| Payoff Ratio | 1.5 | 1.25 |
| Profit Factor | 1.47 | 1.11 |
| Common Sense Ratio | 2.18 | 1.16 |
| CPC Index | 1.05 | 0.71 |
| Tail Ratio | 1.48 | 1.05 |
| Outlier Win Ratio | 10.08 | 3.49 |
| Outlier Loss Ratio | 8.2 | 2.75 |
| Volatility (ann.) | 25.8% | 54.85% |
| R^2 | 0.45 | 0.45 |
| Calmar | 3.31 | 0.35 |
| Skew | 1.63 | 0.2 |
| Kurtosis | 15.09 | 3.54 |
| Expected Daily % | 0.12% | 0.06% |
| Expected Monthly % | 3.6% | 1.75% |
| Expected Yearly % | 39.95% | 17.89% |
| Kelly Criterion | 13.04% | 12.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.09% | -4.62% |
| Expected Shortfall (cVaR) | -2.09% | -4.62% |
| Year | BTCUSD | configs/t_btcusd.21600_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.04 | 12.86 | -0.21 | + |
| 2023 | 154.85 | 77.39 | 0.50 | - |
| 2024 | 119.18 | 103.77 | 0.87 | - |
| 2025 | -8.90 | -5.97 | 0.67 | + |
| Metric | configs/t_btcusd.21600_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.31% | 5.47% |
| 3M | -6.54% | -12.85% |
| 6M | 29.16% | 31.99% |
| YTD | -5.97% | -8.9% |
| 1Y | 50.18% | 26.8% |
| 3Y (ann.) | 55.91% | 25.25% |
| 5Y (ann.) | 54.26% | 23.65% |
| Metric | configs/t_btcusd.21600_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -16.4% | -66.89% |
| Longest DD Days | 121.0 | 683.0 |
| Avg. Drawdown | -2.83% | -10.7% |
| Avg. Drawdown Days | 19.0 | 64.0 |
| Recovery Factor | 17.29 | 1.39 |
| Ulcer Index | 1.02 | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-14 | 2023-01-13 | -16.40 | 121 |
| 2022-03-30 | 2022-07-20 | -13.12 | 112 |
| 2023-06-26 | 2023-10-24 | -10.47 | 120 |
| 2023-12-10 | 2024-02-10 | -9.35 | 62 |
| 2023-03-25 | 2023-06-21 | -9.34 | 88 |
| 2024-11-23 | 2025-03-23 | -8.34 | 120 |
| 2024-08-26 | 2024-09-20 | -7.14 | 25 |
| 2024-05-20 | 2024-07-17 | -6.35 | 58 |
| 2022-07-25 | 2022-07-28 | -5.17 | 3 |
| 2024-04-25 | 2024-05-16 | -4.35 | 21 |
| Metric | configs/t_btcusd.21600_daily_ | BTCUSD |
|---|---|---|
| Best Day | 10.93% | 14.21% |
| Worst Day | -9.17% | -14.67% |
| Best Week | 15.36% | 28.96% |
| Worst Week | -7.03% | -30.92% |
| Best Month | 36.5% | 45.57% |
| Worst Month | -9.83% | -36.86% |
| Best Year | 103.77% | 154.85% |
| Worst Year | -5.97% | -62.04% |
| Avg. Up Day | 1.07% | 2.23% |
| Avg. Down Day | -0.72% | -1.78% |
| Avg. Up Week | 3.69% | 6.85% |
| Avg. Down Week | -1.44% | -5.24% |
| Avg. Up Month | 11.12% | 17.22% |
| Avg. Down Month | -3.76% | -12.19% |
| Win Days % | 47.88% | 51.5% |
| Win Month % | 60.53% | 55.26% |
| Win Week % | 47.88% | 52.41% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |