| Metric | btc.max.nohl_ | BTCUSD |
|---|---|---|
| Time in Market | 87.0% | 100.0% |
| Cumulative Return | 182.19% | 139.27% |
| Max Drawdown | -28.09% | -67.18% |
| Sharpe | 0.78 | 0.39 |
| Sortino | 1.02 | 0.57 |
| Payoff Ratio | 1.29 | 1.12 |
| Profit Factor | 1.25 | 1.07 |
| Common Sense Ratio | 1.51 | 1.04 |
| CPC Index | 0.79 | 0.61 |
| Tail Ratio | 1.2 | 0.98 |
| Outlier Win Ratio | 14.09 | 3.39 |
| Outlier Loss Ratio | 12.42 | 3.07 |
| Volatility (ann.) | 11.36% | 26.7% |
| R^2 | 0.24 | 0.24 |
| Calmar | 1.38 | 0.47 |
| Skew | -14.96 | 0.18 |
| Kurtosis | 677.52 | 6.22 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.7% | 2.26% |
| Expected Yearly % | 29.61% | 24.37% |
| Kelly Criterion | 9.64% | 7.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.27% |
| Expected Shortfall (cVaR) | -0.95% | -2.27% |
| Year | BTCUSD | btc.max.nohl_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 9.74 | -0.18 | + |
| 2023 | 155.54 | 71.92 | 0.46 | - |
| 2024 | 121.00 | 97.89 | 0.81 | - |
| 2025 | -5.22 | -24.41 | 4.68 | - |
| Metric | btc.max.nohl_ | BTCUSD |
|---|---|---|
| MTD | -22.18% | 4.96% |
| 3M | -24.38% | -6.95% |
| 6M | 5.46% | 39.17% |
| YTD | -24.41% | -5.22% |
| 1Y | 30.46% | 38.26% |
| 3Y (ann.) | 40.01% | 27.26% |
| 5Y (ann.) | 38.88% | 31.81% |
| Metric | btc.max.nohl_ | BTCUSD |
|---|---|---|
| Max Drawdown | -28.09% | -67.18% |
| Longest DD Days | 157.0 | 683.0 |
| Avg. Drawdown | -1.61% | -6.47% |
| Avg. Drawdown Days | 9.0 | 31.0 |
| Recovery Factor | 6.49 | 2.07 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-03-24 | -28.09 | 63 |
| 2022-08-08 | 2023-01-13 | -11.17 | 157 |
| 2022-05-31 | 2022-07-28 | -10.60 | 57 |
| 2024-01-11 | 2024-02-14 | -8.93 | 33 |
| 2023-06-23 | 2023-10-23 | -8.27 | 122 |
| 2023-03-24 | 2023-06-20 | -6.70 | 88 |
| 2024-05-21 | 2024-07-15 | -6.19 | 55 |
| 2024-12-17 | 2025-01-20 | -5.42 | 34 |
| 2024-03-05 | 2024-03-08 | -5.22 | 3 |
| 2023-12-09 | 2024-01-08 | -4.53 | 29 |
| Metric | btc.max.nohl_ | BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -24.88% | -9.32% |
| Best Week | 15.91% | 35.75% |
| Worst Week | -22.25% | -29.64% |
| Best Month | 33.6% | 43.77% |
| Worst Month | -22.18% | -37.12% |
| Best Year | 97.89% | 155.54% |
| Worst Year | -24.41% | -55.3% |
| Avg. Up Day | 0.28% | 0.95% |
| Avg. Down Day | -0.22% | -0.85% |
| Avg. Up Week | 2.83% | 6.85% |
| Avg. Down Week | -1.07% | -4.61% |
| Avg. Up Month | 8.12% | 15.07% |
| Avg. Down Month | -2.74% | -13.06% |
| Win Days % | 49.13% | 51.09% |
| Win Month % | 66.67% | 61.54% |
| Win Week % | 53.57% | 49.7% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |