| Metric | /tmp/btc50_ | BTCUSD |
|---|---|---|
| Time in Market | 61.0% | 100.0% |
| Cumulative Return | 234.45% | 129.78% |
| Max Drawdown | -18.08% | -67.18% |
| Sharpe | 0.79 | 0.39 |
| Sortino | 1.26 | 0.56 |
| Payoff Ratio | 1.22 | 1.12 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | 1.44 | 1.04 |
| CPC Index | 0.73 | 0.61 |
| Tail Ratio | 1.17 | 0.98 |
| Outlier Win Ratio | 15.72 | 4.05 |
| Outlier Loss Ratio | 7.51 | 3.56 |
| Volatility (ann.) | 13.48% | 26.53% |
| R^2 | 0.35 | 0.35 |
| Calmar | 2.65 | 0.46 |
| Skew | 1.07 | 0.17 |
| Kurtosis | 23.37 | 6.4 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.23% | 2.21% |
| Expected Yearly % | 35.23% | 23.12% |
| Kelly Criterion | 7.12% | 7.46% |
| 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/btc50_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.62 | 8.58 | -0.15 | + |
| 2023 | 155.54 | 56.26 | 0.36 | - |
| 2024 | 121.00 | 104.43 | 0.86 | - |
| 2025 | -6.21 | -3.58 | 0.58 | + |
| Metric | /tmp/btc50_ | BTCUSD |
|---|---|---|
| MTD | 2.84% | 3.86% |
| 3M | -3.58% | -7.61% |
| 6M | 32.39% | 38.23% |
| YTD | -3.58% | -6.21% |
| 1Y | 55.24% | 25.27% |
| 3Y (ann.) | 49.93% | 25.44% |
| 5Y (ann.) | 47.9% | 30.95% |
| Metric | /tmp/btc50_ | BTCUSD |
|---|---|---|
| Max Drawdown | -18.08% | -67.18% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -2.91% | -6.69% |
| Avg. Drawdown Days | 15.0 | 33.0 |
| Recovery Factor | 12.97 | 1.93 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-13 | -18.08 | 121 |
| 2022-05-31 | 2022-07-28 | -17.98 | 57 |
| 2023-03-22 | 2023-06-23 | -16.03 | 92 |
| 2023-06-23 | 2023-10-24 | -13.15 | 122 |
| 2023-12-09 | 2024-02-12 | -12.01 | 65 |
| 2024-12-17 | 2025-03-26 | -9.89 | 98 |
| 2024-08-26 | 2024-09-24 | -9.11 | 29 |
| 2022-03-02 | 2022-03-27 | -8.41 | 25 |
| 2022-03-29 | 2022-05-30 | -8.19 | 62 |
| 2024-05-21 | 2024-07-19 | -7.59 | 59 |
| Metric | /tmp/btc50_ | BTCUSD |
|---|---|---|
| Best Day | 6.77% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -7.92% | -29.64% |
| Best Month | 37.05% | 43.77% |
| Worst Month | -11.87% | -37.12% |
| Best Year | 104.43% | 155.54% |
| Worst Year | -3.58% | -56.62% |
| Avg. Up Day | 0.53% | 0.89% |
| Avg. Down Day | -0.44% | -0.8% |
| Avg. Up Week | 3.93% | 7.27% |
| Avg. Down Week | -1.82% | -4.54% |
| Avg. Up Month | 12.71% | 17.75% |
| Avg. Down Month | -4.28% | -12.76% |
| Win Days % | 48.98% | 51.14% |
| Win Month % | 54.05% | 60.53% |
| Win Week % | 49.64% | 49.7% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |