| Metric | configs/good_btc.id_ | BTCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 10.89% | 37.35% |
| Max Drawdown | -25.35% | -28.38% |
| Sharpe | 0.25 | 0.45 |
| Sortino | 0.37 | 0.66 |
| Payoff Ratio | 1.11 | 1.11 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 0.99 | 1.03 |
| CPC Index | 0.57 | 0.61 |
| Tail Ratio | 0.93 | 0.96 |
| Outlier Win Ratio | 14.71 | 3.83 |
| Outlier Loss Ratio | 4.03 | 3.36 |
| Volatility (ann.) | 15.42% | 26.09% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.46 | 1.41 |
| Skew | 0.52 | 0.16 |
| Kurtosis | 12.44 | 5.99 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.87% | 2.68% |
| Expected Yearly % | 5.3% | 17.2% |
| Kelly Criterion | 1.38% | 6.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -2.21% |
| Expected Shortfall (cVaR) | -1.32% | -2.21% |
| Year | BTCUSD | configs/good_btc.id_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 44.91 | 25.13 | 0.56 | - |
| 2025 | -5.22 | -11.38 | 2.18 | - |
| Metric | configs/good_btc.id_ | BTCUSD |
|---|---|---|
| MTD | 0.12% | 4.96% |
| 3M | -10.86% | -6.95% |
| 6M | 23.0% | 39.17% |
| YTD | -11.38% | -5.22% |
| 1Y | 10.89% | 37.35% |
| 3Y (ann.) | 11.59% | 40.03% |
| 5Y (ann.) | 11.59% | 40.03% |
| Metric | configs/good_btc.id_ | BTCUSD |
|---|---|---|
| Max Drawdown | -25.35% | -28.38% |
| Longest DD Days | 107.0 | 144.0 |
| Avg. Drawdown | -3.71% | -5.16% |
| Avg. Drawdown Days | 11.0 | 12.0 |
| Recovery Factor | 0.43 | 1.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2024-11-13 | -25.35 | 107 |
| 2024-12-17 | 2025-03-24 | -21.86 | 96 |
| 2024-06-07 | 2024-07-19 | -8.14 | 42 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-05-21 | 2024-06-05 | -5.83 | 15 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-11-30 | 2024-12-04 | -2.94 | 4 |
| 2024-12-09 | 2024-12-11 | -2.29 | 2 |
| 2024-11-26 | 2024-11-27 | -1.76 | 0 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| Metric | configs/good_btc.id_ | BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -9.57% | -12.33% |
| Best Month | 34.61% | 37.42% |
| Worst Month | -13.6% | -17.69% |
| Best Year | 25.13% | 44.91% |
| Worst Year | -11.38% | -5.22% |
| Avg. Up Day | 0.87% | 0.95% |
| Avg. Down Day | -0.78% | -0.86% |
| Avg. Up Week | 4.13% | 5.91% |
| Avg. Down Week | -3.99% | -4.77% |
| Avg. Up Month | 8.68% | 13.54% |
| Avg. Down Month | -7.51% | -11.18% |
| Win Days % | 48.13% | 51.16% |
| Win Month % | 54.55% | 58.33% |
| Win Week % | 53.12% | 49.02% |
| Win Quarter % | 25.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |