| Metric | btc.max_ | BTCUSD |
|---|---|---|
| Time in Market | 92.0% | 100.0% |
| Cumulative Return | 55.65% | 36.84% |
| Max Drawdown | -8.56% | -26.0% |
| Sharpe | 2.61 | 0.95 |
| Sortino | 5.35 | 1.49 |
| Payoff Ratio | 1.62 | 1.22 |
| Profit Factor | 1.7 | 1.15 |
| Common Sense Ratio | 2.23 | 1.28 |
| CPC Index | 1.41 | 0.7 |
| Tail Ratio | 1.31 | 1.12 |
| Outlier Win Ratio | 10.38 | 3.15 |
| Outlier Loss Ratio | 8.64 | 2.22 |
| Volatility (ann.) | 19.76% | 50.61% |
| R^2 | 0.45 | 0.45 |
| Calmar | 7.55 | 1.63 |
| Skew | 2.4 | 0.59 |
| Kurtosis | 14.66 | 2.45 |
| Expected Daily % | 0.14% | 0.1% |
| Expected Monthly % | 4.1% | 2.89% |
| Expected Yearly % | 24.76% | 16.98% |
| Kelly Criterion | 21.39% | 8.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.56% | -4.23% |
| Expected Shortfall (cVaR) | -1.56% | -4.23% |
| Year | BTCUSD | btc.max_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 61.54 | 1.27 | + |
| 2025 | -7.78 | -3.64 | 0.47 | + |
| Metric | btc.max_ | BTCUSD |
|---|---|---|
| MTD | -0.12% | 2.13% |
| 3M | -4.55% | -11.94% |
| 6M | 34.7% | 36.2% |
| YTD | -3.64% | -7.78% |
| 1Y | 55.65% | 36.84% |
| 3Y (ann.) | 64.62% | 42.38% |
| 5Y (ann.) | 64.62% | 42.38% |
| Metric | btc.max_ | BTCUSD |
|---|---|---|
| Max Drawdown | -8.56% | -26.0% |
| Longest DD Days | 96.0 | 161.0 |
| Avg. Drawdown | -1.71% | -6.87% |
| Avg. Drawdown Days | 15.0 | 21.0 |
| Recovery Factor | 6.5 | 1.42 |
| Ulcer Index | 1.0 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-23 | -8.56 | 96 |
| 2024-05-22 | 2024-07-15 | -6.50 | 54 |
| 2024-08-10 | 2024-08-24 | -2.68 | 14 |
| 2024-08-25 | 2024-09-19 | -2.66 | 25 |
| 2024-07-23 | 2024-08-08 | -2.59 | 16 |
| 2024-10-22 | 2024-11-06 | -2.17 | 15 |
| 2024-11-23 | 2024-12-13 | -2.15 | 20 |
| 2024-11-17 | 2024-11-19 | -0.81 | 2 |
| 2024-07-18 | 2024-07-19 | -0.66 | 1 |
| 2024-09-21 | 2024-09-25 | -0.60 | 4 |
| Metric | btc.max_ | BTCUSD |
|---|---|---|
| Best Day | 7.6% | 11.89% |
| Worst Day | -3.94% | -8.6% |
| Best Week | 15.36% | 18.93% |
| Worst Week | -2.71% | -12.33% |
| Best Month | 34.26% | 37.42% |
| Worst Month | -2.47% | -17.69% |
| Best Year | 61.54% | 48.38% |
| Worst Year | -3.64% | -7.78% |
| Avg. Up Day | 0.85% | 2.37% |
| Avg. Down Day | -0.52% | -1.94% |
| Avg. Up Week | 3.32% | 6.95% |
| Avg. Down Week | -1.07% | -4.7% |
| Avg. Up Month | 10.15% | 13.2% |
| Avg. Down Month | -1.27% | -12.4% |
| Win Days % | 51.34% | 49.69% |
| Win Month % | 63.64% | 63.64% |
| Win Week % | 50.0% | 52.08% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |