| Metric | /tmp/btc1.175_ | BTCUSD |
|---|---|---|
| Time in Market | 72.0% | 100.0% |
| Cumulative Return | 238.51% | 102.71% |
| Max Drawdown | -17.9% | -67.18% |
| Sharpe | 0.81 | 0.35 |
| Sortino | 1.3 | 0.5 |
| Payoff Ratio | 1.26 | 1.11 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.52 | 1.03 |
| CPC Index | 0.75 | 0.6 |
| Tail Ratio | 1.23 | 0.97 |
| Outlier Win Ratio | 14.73 | 3.97 |
| Outlier Loss Ratio | 9.43 | 3.51 |
| Volatility (ann.) | 13.14% | 26.6% |
| R^2 | 0.34 | 0.34 |
| Calmar | 2.69 | 0.38 |
| Skew | 1.11 | 0.16 |
| Kurtosis | 24.85 | 6.3 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.26% | 1.88% |
| Expected Yearly % | 35.64% | 19.32% |
| Kelly Criterion | 7.23% | 7.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.1% | -2.27% |
| Expected Shortfall (cVaR) | -1.1% | -2.27% |
| Year | BTCUSD | /tmp/btc1.175_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 10.04 | -0.16 | + |
| 2023 | 155.54 | 59.22 | 0.38 | - |
| 2024 | 121.00 | 97.64 | 0.81 | - |
| 2025 | -6.21 | -2.25 | 0.36 | + |
| Metric | /tmp/btc1.175_ | BTCUSD |
|---|---|---|
| MTD | 2.65% | 3.86% |
| 3M | -2.36% | -7.61% |
| 6M | 34.11% | 38.23% |
| YTD | -2.25% | -6.21% |
| 1Y | 53.23% | 25.27% |
| 3Y (ann.) | 50.35% | 25.44% |
| 5Y (ann.) | 48.17% | 25.59% |
| Metric | /tmp/btc1.175_ | BTCUSD |
|---|---|---|
| Max Drawdown | -17.9% | -67.18% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -2.86% | -7.49% |
| Avg. Drawdown Days | 14.0 | 37.0 |
| Recovery Factor | 13.33 | 1.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-12 | -17.90 | 121 |
| 2022-05-31 | 2022-07-28 | -17.26 | 57 |
| 2023-03-22 | 2023-06-23 | -15.40 | 92 |
| 2023-06-23 | 2023-10-24 | -12.17 | 122 |
| 2023-12-09 | 2024-02-12 | -11.87 | 65 |
| 2025-01-20 | 2025-03-26 | -8.90 | 64 |
| 2024-08-26 | 2024-09-20 | -8.72 | 25 |
| 2022-03-02 | 2022-03-27 | -8.40 | 25 |
| 2022-03-29 | 2022-05-30 | -7.49 | 62 |
| 2024-11-22 | 2025-01-20 | -7.43 | 58 |
| Metric | /tmp/btc1.175_ | BTCUSD |
|---|---|---|
| Best Day | 6.77% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -8.02% | -29.64% |
| Best Month | 37.9% | 43.77% |
| Worst Month | -11.14% | -37.12% |
| Best Year | 97.64% | 155.54% |
| Worst Year | -2.25% | -61.73% |
| Avg. Up Day | 0.44% | 0.89% |
| Avg. Down Day | -0.35% | -0.8% |
| Avg. Up Week | 4.04% | 7.64% |
| Avg. Down Week | -1.46% | -4.31% |
| Avg. Up Month | 11.77% | 16.64% |
| Avg. Down Month | -4.6% | -12.25% |
| Win Days % | 48.34% | 51.08% |
| Win Month % | 57.89% | 60.53% |
| Win Week % | 44.87% | 48.8% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |