| Metric | /tmp/btc1.175_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 77.0% | 100.0% |
| Cumulative Return | 235.11% | 113.16% |
| Max Drawdown | -17.4% | -66.89% |
| Sharpe | 1.59 | 0.72 |
| Sortino | 2.82 | 1.07 |
| Payoff Ratio | 1.47 | 1.22 |
| Profit Factor | 1.47 | 1.12 |
| Common Sense Ratio | 2.31 | 1.18 |
| CPC Index | 1.03 | 0.7 |
| Tail Ratio | 1.57 | 1.05 |
| Outlier Win Ratio | 11.77 | 3.56 |
| Outlier Loss Ratio | 9.02 | 2.92 |
| Volatility (ann.) | 26.82% | 54.75% |
| R^2 | 0.33 | 0.33 |
| Calmar | 2.74 | 0.41 |
| Skew | 1.53 | 0.2 |
| Kurtosis | 15.1 | 3.56 |
| Expected Daily % | 0.11% | 0.07% |
| Expected Monthly % | 3.23% | 2.01% |
| Expected Yearly % | 35.3% | 20.83% |
| Kelly Criterion | 11.8% | 11.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.19% | -4.61% |
| Expected Shortfall (cVaR) | -2.19% | -4.61% |
| Year | BTCUSD | /tmp/btc1.175_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.29 | 10.05 | -0.17 | + |
| 2023 | 154.85 | 59.20 | 0.38 | - |
| 2024 | 119.18 | 97.68 | 0.82 | - |
| 2025 | -6.26 | -3.25 | 0.52 | + |
| Metric | /tmp/btc1.175_daily_ | BTCUSD |
|---|---|---|
| MTD | 1.62% | 8.53% |
| 3M | -3.34% | -9.8% |
| 6M | 33.56% | 37.7% |
| YTD | -3.25% | -6.26% |
| 1Y | 51.84% | 34.78% |
| 3Y (ann.) | 51.33% | 26.26% |
| 5Y (ann.) | 47.74% | 27.67% |
| Metric | /tmp/btc1.175_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -17.4% | -66.89% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -3.52% | -10.31% |
| Avg. Drawdown Days | 24.0 | 64.0 |
| Recovery Factor | 13.51 | 1.69 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-14 | 2023-01-13 | -17.40 | 121 |
| 2022-06-01 | 2022-07-28 | -15.51 | 57 |
| 2023-03-25 | 2023-06-24 | -14.37 | 91 |
| 2023-12-10 | 2024-02-13 | -11.35 | 65 |
| 2023-06-26 | 2023-10-24 | -10.57 | 120 |
| 2022-03-03 | 2022-03-28 | -8.39 | 25 |
| 2024-08-26 | 2024-09-20 | -8.12 | 25 |
| 2024-11-23 | 2025-03-25 | -7.73 | 122 |
| 2024-05-22 | 2024-07-20 | -6.68 | 59 |
| 2022-03-30 | 2022-05-31 | -6.15 | 62 |
| Metric | /tmp/btc1.175_daily_ | BTCUSD |
|---|---|---|
| Best Day | 10.93% | 14.21% |
| Worst Day | -9.3% | -14.67% |
| Best Week | 15.61% | 28.96% |
| Worst Week | -7.82% | -30.92% |
| Best Month | 37.8% | 45.57% |
| Worst Month | -10.98% | -36.86% |
| Best Year | 97.68% | 154.85% |
| Worst Year | -3.25% | -59.29% |
| Avg. Up Day | 1.03% | 2.15% |
| Avg. Down Day | -0.7% | -1.77% |
| Avg. Up Week | 3.6% | 6.74% |
| Avg. Down Week | -1.44% | -4.92% |
| Avg. Up Month | 12.67% | 19.08% |
| Avg. Down Month | -3.42% | -11.26% |
| Win Days % | 47.45% | 51.55% |
| Win Month % | 50.0% | 55.26% |
| Win Week % | 43.95% | 53.33% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |