| Metric | configs/t_btcusd.21600_ | BTCUSD |
|---|---|---|
| Time in Market | 76.0% | 100.0% |
| Cumulative Return | 303.14% | 107.96% |
| Max Drawdown | -16.91% | -67.18% |
| Sharpe | 0.94 | 0.35 |
| Sortino | 1.53 | 0.51 |
| Payoff Ratio | 1.23 | 1.11 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 1.47 | 1.03 |
| CPC Index | 0.75 | 0.6 |
| Tail Ratio | 1.18 | 0.98 |
| Outlier Win Ratio | 12.68 | 3.83 |
| Outlier Loss Ratio | 8.69 | 3.43 |
| Volatility (ann.) | 12.76% | 26.61% |
| R^2 | 0.45 | 0.45 |
| Calmar | 3.35 | 0.4 |
| Skew | 1.24 | 0.16 |
| Kurtosis | 24.77 | 6.29 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.74% | 1.95% |
| Expected Yearly % | 41.7% | 20.09% |
| Kelly Criterion | 7.83% | 6.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.07% | -2.27% |
| Expected Shortfall (cVaR) | -1.07% | -2.27% |
| Year | BTCUSD | configs/t_btcusd.21600_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 13.90 | -0.23 | + |
| 2023 | 155.54 | 77.39 | 0.50 | - |
| 2024 | 121.00 | 103.77 | 0.86 | - |
| 2025 | -5.22 | -2.08 | 0.40 | + |
| Metric | configs/t_btcusd.21600_ | BTCUSD |
|---|---|---|
| MTD | 4.46% | 4.96% |
| 3M | -2.67% | -6.95% |
| 6M | 35.32% | 39.17% |
| YTD | -2.08% | -5.22% |
| 1Y | 57.05% | 38.26% |
| 3Y (ann.) | 57.89% | 27.26% |
| 5Y (ann.) | 56.69% | 26.6% |
| Metric | configs/t_btcusd.21600_ | BTCUSD |
|---|---|---|
| Max Drawdown | -16.91% | -67.18% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -2.61% | -7.1% |
| Avg. Drawdown Days | 12.0 | 37.0 |
| Recovery Factor | 17.93 | 1.61 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-12 | -16.91 | 121 |
| 2022-05-31 | 2022-07-19 | -14.53 | 48 |
| 2023-06-23 | 2023-10-23 | -12.00 | 122 |
| 2024-12-17 | 2025-01-20 | -11.38 | 33 |
| 2023-03-22 | 2023-06-21 | -10.22 | 90 |
| 2024-01-11 | 2024-02-09 | -10.13 | 28 |
| 2022-03-29 | 2022-05-31 | -9.48 | 63 |
| 2025-01-20 | 2025-03-24 | -8.71 | 63 |
| 2024-08-26 | 2024-09-19 | -7.16 | 24 |
| 2024-05-19 | 2024-07-17 | -6.63 | 58 |
| Metric | configs/t_btcusd.21600_ | BTCUSD |
|---|---|---|
| Best Day | 6.91% | 9.33% |
| Worst Day | -7.88% | -9.32% |
| Best Week | 17.54% | 35.75% |
| Worst Week | -6.69% | -29.64% |
| Best Month | 37.28% | 43.77% |
| Worst Month | -9.6% | -37.12% |
| Best Year | 103.77% | 155.54% |
| Worst Year | -2.08% | -61.15% |
| Avg. Up Day | 0.45% | 0.91% |
| Avg. Down Day | -0.37% | -0.82% |
| Avg. Up Week | 3.97% | 7.18% |
| Avg. Down Week | -1.42% | -4.87% |
| Avg. Up Month | 10.99% | 15.7% |
| Avg. Down Month | -3.52% | -11.42% |
| Win Days % | 49.11% | 51.08% |
| Win Month % | 57.89% | 60.53% |
| Win Week % | 46.67% | 48.8% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |