| Metric | configs/good_btc.id_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 10.75% | 30.75% |
| Max Drawdown | -23.74% | -26.06% |
| Sharpe | 0.52 | 0.81 |
| Sortino | 0.81 | 1.18 |
| Payoff Ratio | 1.01 | 1.05 |
| Profit Factor | 1.12 | 1.12 |
| Common Sense Ratio | 1.4 | 1.17 |
| CPC Index | 0.58 | 0.62 |
| Tail Ratio | 1.25 | 1.04 |
| Outlier Win Ratio | 12.01 | 3.07 |
| Outlier Loss Ratio | 3.69 | 2.87 |
| Volatility (ann.) | 28.53% | 51.52% |
| R^2 | 0.32 | 0.32 |
| Calmar | 0.48 | 1.27 |
| Skew | 0.9 | -0.13 |
| Kurtosis | 8.58 | 2.6 |
| Expected Daily % | 0.03% | 0.08% |
| Expected Monthly % | 0.85% | 2.26% |
| Expected Yearly % | 5.24% | 14.34% |
| Kelly Criterion | 3.34% | 7.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.42% | -4.32% |
| Expected Shortfall (cVaR) | -2.42% | -4.32% |
| Year | BTCUSD | configs/good_btc.id_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 43.52 | 25.13 | 0.58 | - |
| 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 | 10.75% | 30.75% |
| 3Y (ann.) | 11.48% | 33.01% |
| 5Y (ann.) | 11.48% | 33.01% |
| Metric | configs/good_btc.id_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -23.74% | -26.06% |
| Longest DD Days | 112.0 | 144.0 |
| Avg. Drawdown | -6.65% | -9.09% |
| Avg. Drawdown Days | 28.0 | 29.0 |
| Recovery Factor | 0.45 | 1.18 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-30 | 2024-11-19 | -23.74 | 112 |
| 2024-12-18 | 2025-03-23 | -21.33 | 95 |
| 2024-06-08 | 2024-07-20 | -7.64 | 42 |
| 2024-05-22 | 2024-06-07 | -5.50 | 16 |
| 2024-07-23 | 2024-07-27 | -5.01 | 4 |
| 2024-12-06 | 2024-12-12 | -1.25 | 6 |
| 2024-12-01 | 2024-12-05 | -1.01 | 4 |
| 2024-07-28 | 2024-07-29 | -0.72 | 1 |
| 2024-12-13 | 2024-12-14 | -0.26 | 1 |
| 2024-05-19 | 2024-05-21 | -0.09 | 2 |
| Metric | configs/good_btc.id_daily_ | BTCUSD |
|---|---|---|
| Best Day | 9.49% | 9.49% |
| Worst Day | -6.12% | -13.23% |
| Best Week | 15.41% | 15.41% |
| Worst Week | -8.94% | -18.81% |
| Best Month | 35.56% | 34.43% |
| Worst Month | -15.27% | -23.44% |
| Best Year | 25.13% | 43.52% |
| Worst Year | -11.49% | -8.9% |
| Avg. Up Day | 1.63% | 1.93% |
| Avg. Down Day | -1.62% | -1.84% |
| Avg. Up Week | 3.75% | 6.45% |
| Avg. Down Week | -4.09% | -3.6% |
| Avg. Up Month | 9.55% | 14.49% |
| Avg. Down Month | -6.86% | -12.51% |
| Win Days % | 51.53% | 52.48% |
| Win Month % | 50.0% | 58.33% |
| Win Week % | 58.06% | 50.98% |
| Win Quarter % | 25.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |