| Metric | configs/btc_3600_only_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 73.0% | 100.0% |
| Cumulative Return | 140.49% | 202.03% |
| Max Drawdown | -21.93% | -26.85% |
| Sharpe | 1.8 | 1.73 |
| Sortino | 3.18 | 2.76 |
| Payoff Ratio | 1.43 | 1.38 |
| Profit Factor | 1.43 | 1.29 |
| Common Sense Ratio | 2.41 | 1.49 |
| CPC Index | 0.97 | 0.93 |
| Tail Ratio | 1.69 | 1.16 |
| Outlier Win Ratio | 7.56 | 3.58 |
| Outlier Loss Ratio | 5.17 | 3.25 |
| Volatility (ann.) | 36.96% | 50.87% |
| R^2 | 0.57 | 0.57 |
| Calmar | 3.74 | 4.19 |
| Skew | 1.17 | 0.37 |
| Kurtosis | 7.12 | 1.65 |
| Expected Daily % | 0.16% | 0.21% |
| Expected Monthly % | 5.0% | 6.33% |
| Expected Yearly % | 33.98% | 44.55% |
| Kelly Criterion | 10.67% | 18.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.0% | -4.14% |
| Expected Shortfall (cVaR) | -3.0% | -4.14% |
| Year | BTCUSD | configs/btc_3600_only_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 52.25 | 29.33 | 0.56 | - |
| 2024 | 117.93 | 120.71 | 1.02 | + |
| 2025 | -8.97 | -15.75 | 1.76 | - |
| Metric | configs/btc_3600_only_daily_ | BTCUSD |
|---|---|---|
| MTD | -11.23% | -0.19% |
| 3M | -17.72% | -13.53% |
| 6M | 16.17% | 33.84% |
| YTD | -15.75% | -8.97% |
| 1Y | 24.07% | 27.71% |
| 3Y (ann.) | 81.97% | 112.57% |
| 5Y (ann.) | 81.97% | 112.57% |
| Metric | configs/btc_3600_only_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -21.93% | -26.85% |
| Longest DD Days | 196.0 | 237.0 |
| Avg. Drawdown | -4.54% | -5.21% |
| Avg. Drawdown Days | 19.0 | 19.0 |
| Recovery Factor | 6.41 | 7.52 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-08 | 2025-03-23 | -21.93 | 74 |
| 2024-03-15 | 2024-09-27 | -17.11 | 196 |
| 2024-01-10 | 2024-02-10 | -9.96 | 31 |
| 2024-12-19 | 2025-01-07 | -7.21 | 19 |
| 2023-12-07 | 2024-01-02 | -7.19 | 26 |
| 2024-03-06 | 2024-03-12 | -6.80 | 6 |
| 2023-10-27 | 2023-12-05 | -6.50 | 39 |
| 2024-01-04 | 2024-01-09 | -6.17 | 5 |
| 2024-10-22 | 2024-10-30 | -4.45 | 8 |
| 2024-12-01 | 2024-12-16 | -4.24 | 15 |
| Metric | configs/btc_3600_only_daily_ | BTCUSD |
|---|---|---|
| Best Day | 11.25% | 11.25% |
| Worst Day | -7.85% | -7.85% |
| Best Week | 18.97% | 19.61% |
| Worst Week | -7.91% | -14.34% |
| Best Month | 36.26% | 43.01% |
| Worst Month | -11.23% | -19.77% |
| Best Year | 120.71% | 117.93% |
| Worst Year | -15.75% | -8.97% |
| Avg. Up Day | 1.87% | 2.31% |
| Avg. Down Day | -1.31% | -1.67% |
| Avg. Up Week | 4.84% | 7.23% |
| Avg. Down Week | -2.38% | -4.28% |
| Avg. Up Month | 13.32% | 16.93% |
| Avg. Down Month | -6.88% | -8.69% |
| Win Days % | 47.41% | 52.52% |
| Win Month % | 61.11% | 66.67% |
| Win Week % | 53.16% | 57.5% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 66.67% | 66.67% |