| Metric | /tmp/btc50_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 64.0% | 100.0% |
| Cumulative Return | 231.09% | 149.97% |
| Max Drawdown | -17.59% | -66.89% |
| Sharpe | 1.55 | 0.82 |
| Sortino | 2.74 | 1.23 |
| Payoff Ratio | 1.42 | 1.21 |
| Profit Factor | 1.45 | 1.13 |
| Common Sense Ratio | 2.35 | 1.21 |
| CPC Index | 0.99 | 0.71 |
| Tail Ratio | 1.62 | 1.07 |
| Outlier Win Ratio | 12.73 | 3.6 |
| Outlier Loss Ratio | 7.12 | 2.96 |
| Volatility (ann.) | 27.44% | 54.49% |
| R^2 | 0.34 | 0.34 |
| Calmar | 2.7 | 0.52 |
| Skew | 1.47 | 0.23 |
| Kurtosis | 14.24 | 3.61 |
| Expected Daily % | 0.11% | 0.08% |
| Expected Monthly % | 3.2% | 2.44% |
| Expected Yearly % | 34.89% | 25.74% |
| Kelly Criterion | 11.57% | 11.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.25% | -4.57% |
| Expected Shortfall (cVaR) | -2.25% | -4.57% |
| Year | BTCUSD | /tmp/btc50_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -52.26 | 8.60 | -0.16 | + |
| 2023 | 154.85 | 56.21 | 0.36 | - |
| 2024 | 119.18 | 104.47 | 0.88 | - |
| 2025 | -6.26 | -4.55 | 0.73 | + |
| Metric | /tmp/btc50_daily_ | BTCUSD |
|---|---|---|
| MTD | 1.81% | 8.53% |
| 3M | -4.55% | -9.8% |
| 6M | 31.88% | 37.7% |
| YTD | -4.55% | -6.26% |
| 1Y | 53.68% | 34.78% |
| 3Y (ann.) | 50.9% | 26.26% |
| 5Y (ann.) | 47.47% | 34.61% |
| Metric | /tmp/btc50_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -17.59% | -66.89% |
| Longest DD Days | 121.0 | 683.0 |
| Avg. Drawdown | -3.46% | -9.62% |
| Avg. Drawdown Days | 22.0 | 64.0 |
| Recovery Factor | 13.14 | 2.24 |
| Ulcer Index | 3.97 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-14 | 2023-01-13 | -17.59 | 121 |
| 2022-06-01 | 2022-07-28 | -16.12 | 57 |
| 2023-03-25 | 2023-06-25 | -14.97 | 92 |
| 2023-12-10 | 2024-02-13 | -11.63 | 65 |
| 2023-06-26 | 2023-10-24 | -11.59 | 120 |
| 2024-12-18 | 2025-03-25 | -9.31 | 97 |
| 2024-08-26 | 2024-09-25 | -8.45 | 30 |
| 2022-03-03 | 2022-03-28 | -8.40 | 25 |
| 2024-05-22 | 2024-07-20 | -7.33 | 59 |
| 2022-03-30 | 2022-05-31 | -6.32 | 62 |
| Metric | /tmp/btc50_daily_ | BTCUSD |
|---|---|---|
| Best Day | 10.93% | 14.21% |
| Worst Day | -9.3% | -14.67% |
| Best Week | 15.41% | 28.96% |
| Worst Week | -7.63% | -30.92% |
| Best Month | 37.05% | 45.57% |
| Worst Month | -11.72% | -36.86% |
| Best Year | 104.47% | 154.85% |
| Worst Year | -4.55% | -52.26% |
| Avg. Up Day | 1.28% | 2.1% |
| Avg. Down Day | -0.9% | -1.74% |
| Avg. Up Week | 4.08% | 6.74% |
| Avg. Down Week | -1.93% | -4.79% |
| Avg. Up Month | 12.01% | 18.54% |
| Avg. Down Month | -3.53% | -11.82% |
| Win Days % | 48.06% | 51.73% |
| Win Month % | 51.35% | 57.89% |
| Win Week % | 45.59% | 53.94% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |