| Metric | /tmp/btc100_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 77.0% | 100.0% |
| Cumulative Return | 139.96% | 122.06% |
| Max Drawdown | -17.97% | -66.89% |
| Sharpe | 1.14 | 0.75 |
| Sortino | 1.92 | 1.12 |
| Payoff Ratio | 1.27 | 1.18 |
| Profit Factor | 1.27 | 1.12 |
| Common Sense Ratio | 1.72 | 1.19 |
| CPC Index | 0.77 | 0.68 |
| Tail Ratio | 1.35 | 1.06 |
| Outlier Win Ratio | 10.45 | 3.64 |
| Outlier Loss Ratio | 7.12 | 3.09 |
| Volatility (ann.) | 28.42% | 54.18% |
| R^2 | 0.42 | 0.42 |
| Calmar | 1.83 | 0.44 |
| Skew | 1.22 | 0.2 |
| Kurtosis | 11.45 | 3.59 |
| Expected Daily % | 0.08% | 0.07% |
| Expected Monthly % | 2.33% | 2.12% |
| Expected Yearly % | 24.46% | 22.07% |
| Kelly Criterion | 6.96% | 10.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.36% | -4.55% |
| Expected Shortfall (cVaR) | -2.36% | -4.55% |
| Year | BTCUSD | /tmp/btc100_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.59 | -8.17 | 0.14 | + |
| 2023 | 154.85 | 55.28 | 0.36 | - |
| 2024 | 119.18 | 85.15 | 0.71 | - |
| 2025 | -6.26 | -9.11 | 1.46 | - |
| Metric | /tmp/btc100_daily_ | BTCUSD |
|---|---|---|
| MTD | -1.12% | 8.53% |
| 3M | -9.11% | -9.8% |
| 6M | 16.7% | 37.7% |
| YTD | -9.11% | -6.26% |
| 1Y | 27.48% | 34.78% |
| 3Y (ann.) | 36.76% | 26.26% |
| 5Y (ann.) | 32.91% | 29.6% |
| Metric | /tmp/btc100_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -17.97% | -66.89% |
| Longest DD Days | 222.0 | 683.0 |
| Avg. Drawdown | -4.35% | -9.62% |
| Avg. Drawdown Days | 29.0 | 64.0 |
| Recovery Factor | 7.79 | 1.82 |
| Ulcer Index | 4.72 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-30 | 2022-09-13 | -17.97 | 167 |
| 2024-12-18 | 2025-03-25 | -16.98 | 97 |
| 2022-09-14 | 2023-01-14 | -16.64 | 122 |
| 2023-03-25 | 2023-11-02 | -15.29 | 222 |
| 2023-12-10 | 2024-02-11 | -11.85 | 63 |
| 2022-03-03 | 2022-03-28 | -11.39 | 25 |
| 2024-05-22 | 2024-07-20 | -10.26 | 59 |
| 2024-03-15 | 2024-05-21 | -9.74 | 67 |
| 2024-08-26 | 2024-09-27 | -8.65 | 32 |
| 2023-01-25 | 2023-03-18 | -5.50 | 52 |
| Metric | /tmp/btc100_daily_ | BTCUSD |
|---|---|---|
| Best Day | 10.93% | 14.21% |
| Worst Day | -9.3% | -14.67% |
| Best Week | 15.41% | 28.96% |
| Worst Week | -7.76% | -30.92% |
| Best Month | 34.95% | 45.57% |
| Worst Month | -12.6% | -36.86% |
| Best Year | 85.15% | 154.85% |
| Worst Year | -9.11% | -57.59% |
| Avg. Up Day | 1.17% | 2.12% |
| Avg. Down Day | -0.92% | -1.79% |
| Avg. Up Week | 4.0% | 6.74% |
| Avg. Down Week | -2.41% | -5.22% |
| Avg. Up Month | 11.36% | 18.76% |
| Avg. Down Month | -4.43% | -11.19% |
| Win Days % | 47.91% | 51.65% |
| Win Month % | 50.0% | 55.26% |
| Win Week % | 46.67% | 53.66% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |