| Metric | configs/good_btc.id_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 215.12% | 133.4% |
| Max Drawdown | -23.74% | -66.89% |
| Sharpe | 1.26 | 0.76 |
| Sortino | 2.08 | 1.14 |
| Payoff Ratio | 1.19 | 1.19 |
| Profit Factor | 1.33 | 1.12 |
| Common Sense Ratio | 1.78 | 1.19 |
| CPC Index | 0.82 | 0.69 |
| Tail Ratio | 1.34 | 1.06 |
| Outlier Win Ratio | 12.93 | 3.82 |
| Outlier Loss Ratio | 4.22 | 3.36 |
| Volatility (ann.) | 33.21% | 55.12% |
| R^2 | 0.37 | 0.37 |
| Calmar | 1.85 | 0.46 |
| Skew | 1.04 | 0.22 |
| Kurtosis | 9.51 | 3.47 |
| Expected Daily % | 0.1% | 0.07% |
| Expected Monthly % | 2.99% | 2.2% |
| Expected Yearly % | 33.24% | 23.6% |
| Kelly Criterion | 11.26% | 11.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.75% | -4.63% |
| Expected Shortfall (cVaR) | -2.75% | -4.63% |
| Year | BTCUSD | configs/good_btc.id_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.13 | 22.78 | -0.42 | + |
| 2023 | 154.85 | 97.36 | 0.63 | - |
| 2024 | 119.18 | 46.92 | 0.39 | - |
| 2025 | -8.90 | -11.49 | 1.29 | - |
| Metric | configs/good_btc.id_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.0% | 5.47% |
| 3M | -12.41% | -12.85% |
| 6M | 22.39% | 31.99% |
| YTD | -11.49% | -8.9% |
| 1Y | 10.38% | 26.8% |
| 3Y (ann.) | 41.27% | 25.25% |
| 5Y (ann.) | 43.81% | 30.78% |
| Metric | configs/good_btc.id_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -23.74% | -66.89% |
| Longest DD Days | 190.0 | 683.0 |
| Avg. Drawdown | -6.51% | -9.49% |
| Avg. Drawdown Days | 33.0 | 58.0 |
| Recovery Factor | 9.06 | 1.99 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-30 | 2024-11-19 | -23.74 | 112 |
| 2022-09-14 | 2023-01-21 | -22.80 | 129 |
| 2024-12-18 | 2025-03-23 | -21.33 | 95 |
| 2022-03-30 | 2022-07-20 | -16.67 | 112 |
| 2023-04-15 | 2023-10-22 | -11.88 | 190 |
| 2024-01-10 | 2024-02-15 | -11.82 | 36 |
| 2022-02-09 | 2022-03-28 | -11.56 | 47 |
| 2024-03-17 | 2024-05-21 | -10.79 | 65 |
| 2023-02-22 | 2023-03-21 | -10.41 | 27 |
| 2022-07-23 | 2022-07-28 | -8.66 | 5 |
| Metric | configs/good_btc.id_daily_ | BTCUSD |
|---|---|---|
| Best Day | 10.93% | 14.21% |
| Worst Day | -9.3% | -14.67% |
| Best Week | 15.49% | 28.96% |
| Worst Week | -10.77% | -30.92% |
| Best Month | 35.56% | 45.57% |
| Worst Month | -15.27% | -36.86% |
| Best Year | 97.36% | 154.85% |
| Worst Year | -11.49% | -54.13% |
| Avg. Up Day | 1.96% | 2.12% |
| Avg. Down Day | -1.64% | -1.78% |
| Avg. Up Week | 4.96% | 6.9% |
| Avg. Down Week | -3.58% | -4.57% |
| Avg. Up Month | 13.13% | 18.54% |
| Avg. Down Month | -4.3% | -12.43% |
| Win Days % | 51.75% | 51.6% |
| Win Month % | 50.0% | 58.97% |
| Win Week % | 56.88% | 53.25% |
| Win Quarter % | 46.15% | 53.85% |
| Win Year % | 75.0% | 50.0% |