| Metric | /tmp/btc100_ | BTCUSD |
|---|---|---|
| Time in Market | 74.0% | 100.0% |
| Cumulative Return | 142.39% | 124.31% |
| Max Drawdown | -19.09% | -67.18% |
| Sharpe | 0.58 | 0.38 |
| Sortino | 0.9 | 0.55 |
| Payoff Ratio | 1.15 | 1.09 |
| Profit Factor | 1.14 | 1.06 |
| Common Sense Ratio | 1.23 | 1.05 |
| CPC Index | 0.64 | 0.59 |
| Tail Ratio | 1.08 | 0.98 |
| Outlier Win Ratio | 12.34 | 3.96 |
| Outlier Loss Ratio | 7.63 | 3.63 |
| Volatility (ann.) | 13.97% | 26.39% |
| R^2 | 0.44 | 0.44 |
| Calmar | 1.74 | 0.45 |
| Skew | 0.79 | 0.18 |
| Kurtosis | 19.43 | 6.33 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.36% | 2.15% |
| Expected Yearly % | 24.78% | 22.38% |
| Kelly Criterion | 4.41% | 6.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -2.24% |
| Expected Shortfall (cVaR) | -1.18% | -2.24% |
| Year | BTCUSD | /tmp/btc100_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.65 | -8.20 | 0.14 | + |
| 2023 | 155.54 | 55.39 | 0.36 | - |
| 2024 | 121.00 | 85.09 | 0.70 | - |
| 2025 | -6.21 | -8.19 | 1.32 | - |
| Metric | /tmp/btc100_ | BTCUSD |
|---|---|---|
| MTD | -0.11% | 3.86% |
| 3M | -8.19% | -7.61% |
| 6M | 17.15% | 38.23% |
| YTD | -8.19% | -6.21% |
| 1Y | 28.77% | 25.27% |
| 3Y (ann.) | 35.87% | 25.44% |
| 5Y (ann.) | 33.31% | 30.0% |
| Metric | /tmp/btc100_ | BTCUSD |
|---|---|---|
| Max Drawdown | -19.09% | -67.18% |
| Longest DD Days | 224.0 | 683.0 |
| Avg. Drawdown | -3.57% | -6.61% |
| Avg. Drawdown Days | 20.0 | 34.0 |
| Recovery Factor | 7.46 | 1.85 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-29 | 2022-09-13 | -19.09 | 167 |
| 2024-12-17 | 2025-03-26 | -17.97 | 98 |
| 2022-09-13 | 2023-01-13 | -17.29 | 122 |
| 2023-03-22 | 2023-11-01 | -16.33 | 224 |
| 2023-12-09 | 2024-02-11 | -11.96 | 63 |
| 2022-03-02 | 2022-03-27 | -11.46 | 25 |
| 2024-05-21 | 2024-07-19 | -10.57 | 59 |
| 2024-03-11 | 2024-05-20 | -10.37 | 69 |
| 2024-08-26 | 2024-09-24 | -9.49 | 29 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| Metric | /tmp/btc100_ | BTCUSD |
|---|---|---|
| Best Day | 6.77% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -8.19% | -29.64% |
| Best Month | 35.01% | 43.77% |
| Worst Month | -12.86% | -37.12% |
| Best Year | 85.09% | 155.54% |
| Worst Year | -8.2% | -57.65% |
| Avg. Up Day | 0.5% | 0.89% |
| Avg. Down Day | -0.43% | -0.82% |
| Avg. Up Week | 4.13% | 7.14% |
| Avg. Down Week | -2.1% | -4.45% |
| Avg. Up Month | 12.06% | 18.57% |
| Avg. Down Month | -5.1% | -12.11% |
| Win Days % | 48.94% | 51.1% |
| Win Month % | 47.37% | 60.53% |
| Win Week % | 45.03% | 50.0% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 50.0% | 50.0% |