| Metric | /tmp/btc_ | BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 302.06% | 105.77% |
| Max Drawdown | -18.6% | -67.18% |
| Sharpe | 0.9 | 0.35 |
| Sortino | 1.45 | 0.51 |
| Payoff Ratio | 1.26 | 1.2 |
| Profit Factor | 1.29 | 1.06 |
| Common Sense Ratio | 1.68 | 1.03 |
| CPC Index | 0.81 | 0.65 |
| Tail Ratio | 1.3 | 0.98 |
| Outlier Win Ratio | 19.73 | 4.02 |
| Outlier Loss Ratio | 5.28 | 3.58 |
| Volatility (ann.) | 13.5% | 26.6% |
| R^2 | 0.29 | 0.29 |
| Calmar | 3.03 | 0.39 |
| Skew | 1.29 | 0.16 |
| Kurtosis | 26.1 | 6.29 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.73% | 1.92% |
| Expected Yearly % | 41.6% | 19.77% |
| Kelly Criterion | 9.89% | 10.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.13% | -2.26% |
| Expected Shortfall (cVaR) | -1.13% | -2.26% |
| Year | BTCUSD | /tmp/btc_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 21.14 | -0.35 | + |
| 2023 | 155.54 | 68.02 | 0.44 | - |
| 2024 | 121.00 | 107.91 | 0.89 | - |
| 2025 | -6.21 | -5.00 | 0.80 | + |
| Metric | /tmp/btc_ | BTCUSD |
|---|---|---|
| MTD | 2.72% | 3.86% |
| 3M | -5.0% | -7.61% |
| 6M | 36.74% | 38.23% |
| YTD | -5.0% | -6.21% |
| 1Y | 57.78% | 25.27% |
| 3Y (ann.) | 56.56% | 25.44% |
| 5Y (ann.) | 56.43% | 26.12% |
| Metric | /tmp/btc_ | BTCUSD |
|---|---|---|
| Max Drawdown | -18.6% | -67.18% |
| Longest DD Days | 123.0 | 683.0 |
| Avg. Drawdown | -2.92% | -7.1% |
| Avg. Drawdown Days | 15.0 | 37.0 |
| Recovery Factor | 16.24 | 1.57 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2022-07-28 | -18.60 | 57 |
| 2022-09-13 | 2023-01-12 | -18.07 | 120 |
| 2023-03-22 | 2023-06-21 | -13.90 | 90 |
| 2023-12-09 | 2024-02-12 | -12.54 | 65 |
| 2023-06-23 | 2023-10-24 | -12.48 | 122 |
| 2024-11-22 | 2025-03-26 | -10.58 | 123 |
| 2024-08-24 | 2024-09-19 | -8.32 | 26 |
| 2022-03-29 | 2022-05-30 | -7.09 | 61 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-07-22 | 2024-08-20 | -6.01 | 29 |
| Metric | /tmp/btc_ | BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -7.84% | -29.64% |
| Best Month | 42.69% | 43.77% |
| Worst Month | -10.71% | -37.12% |
| Best Year | 107.91% | 155.54% |
| Worst Year | -5.0% | -61.15% |
| Avg. Up Day | 0.78% | 0.93% |
| Avg. Down Day | -0.62% | -0.77% |
| Avg. Up Week | 5.11% | 7.75% |
| Avg. Down Week | -2.51% | -5.43% |
| Avg. Up Month | 11.73% | 16.27% |
| Avg. Down Month | -4.6% | -12.01% |
| Win Days % | 49.83% | 51.08% |
| Win Month % | 62.86% | 60.53% |
| Win Week % | 56.12% | 48.8% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |