| Metric | g_ | BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 100.72% | 137.74% |
| Max Drawdown | -8.85% | -67.18% |
| Sharpe | 0.91 | 0.39 |
| Sortino | 1.68 | 0.57 |
| Payoff Ratio | 1.35 | 1.2 |
| Profit Factor | 1.4 | 1.07 |
| Common Sense Ratio | 1.85 | 1.04 |
| CPC Index | 0.9 | 0.65 |
| Tail Ratio | 1.32 | 0.98 |
| Outlier Win Ratio | 39.08 | 2.98 |
| Outlier Loss Ratio | 12.55 | 2.81 |
| Volatility (ann.) | 6.28% | 26.67% |
| R^2 | 0.21 | 0.21 |
| Calmar | 2.79 | 0.47 |
| Skew | 5.87 | 0.18 |
| Kurtosis | 126.24 | 6.26 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.8% | 2.25% |
| Expected Yearly % | 19.03% | 24.17% |
| Kelly Criterion | 8.72% | 10.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -2.27% |
| Expected Shortfall (cVaR) | -0.53% | -2.27% |
| Year | BTCUSD | g_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 22.27 | -0.41 | + |
| 2023 | 155.54 | 25.15 | 0.16 | - |
| 2024 | 121.00 | 27.85 | 0.23 | - |
| 2025 | -7.16 | 2.60 | -0.36 | + |
| Metric | g_ | BTCUSD |
|---|---|---|
| MTD | 0.8% | 2.82% |
| 3M | -0.2% | -8.85% |
| 6M | 8.2% | 36.33% |
| YTD | 2.6% | -7.16% |
| 1Y | 27.61% | 28.97% |
| 3Y (ann.) | 21.7% | 25.31% |
| 5Y (ann.) | 24.73% | 31.6% |
| Metric | g_ | BTCUSD |
|---|---|---|
| Max Drawdown | -8.85% | -67.18% |
| Longest DD Days | 181.0 | 683.0 |
| Avg. Drawdown | -1.12% | -6.16% |
| Avg. Drawdown Days | 14.0 | 30.0 |
| Recovery Factor | 11.38 | 2.05 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-02-16 | 2023-03-13 | -8.85 | 24 |
| 2024-01-14 | 2024-01-28 | -5.85 | 13 |
| 2023-04-30 | 2023-06-21 | -5.45 | 51 |
| 2022-03-02 | 2022-07-19 | -5.03 | 139 |
| 2022-11-11 | 2023-02-15 | -4.78 | 96 |
| 2024-03-26 | 2024-04-19 | -3.67 | 23 |
| 2024-12-19 | 2025-01-27 | -3.45 | 39 |
| 2022-02-27 | 2022-02-28 | -2.79 | 1 |
| 2024-08-09 | 2024-09-12 | -2.68 | 34 |
| 2022-07-30 | 2022-09-19 | -2.34 | 51 |
| Metric | g_ | BTCUSD |
|---|---|---|
| Best Day | 7.97% | 9.33% |
| Worst Day | -3.52% | -9.32% |
| Best Week | 17.3% | 35.75% |
| Worst Week | -6.58% | -29.64% |
| Best Month | 12.45% | 43.77% |
| Worst Month | -3.56% | -37.12% |
| Best Year | 27.85% | 155.54% |
| Worst Year | 2.6% | -54.66% |
| Avg. Up Day | 0.31% | 0.97% |
| Avg. Down Day | -0.23% | -0.81% |
| Avg. Up Week | 1.46% | 6.53% |
| Avg. Down Week | -0.58% | -4.81% |
| Avg. Up Month | 3.32% | 13.0% |
| Avg. Down Month | -1.55% | -12.7% |
| Win Days % | 47.51% | 51.07% |
| Win Month % | 71.79% | 61.54% |
| Win Week % | 50.99% | 49.7% |
| Win Quarter % | 84.62% | 53.85% |
| Win Year % | 100.0% | 50.0% |