| Metric | /tmp/btc1.9_ | BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 261.55% | 123.07% |
| Max Drawdown | -18.07% | -67.18% |
| Sharpe | 0.84 | 0.38 |
| Sortino | 1.35 | 0.55 |
| Payoff Ratio | 1.26 | 1.21 |
| Profit Factor | 1.27 | 1.06 |
| Common Sense Ratio | 1.6 | 1.04 |
| CPC Index | 0.79 | 0.66 |
| Tail Ratio | 1.26 | 0.98 |
| Outlier Win Ratio | 19.5 | 3.96 |
| Outlier Loss Ratio | 5.3 | 3.5 |
| Volatility (ann.) | 13.38% | 26.59% |
| R^2 | 0.3 | 0.3 |
| Calmar | 2.85 | 0.44 |
| Skew | 1.21 | 0.17 |
| Kurtosis | 27.24 | 6.34 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.44% | 2.13% |
| Expected Yearly % | 37.89% | 22.21% |
| Kelly Criterion | 8.95% | 10.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -2.26% |
| Expected Shortfall (cVaR) | -1.12% | -2.26% |
| Year | BTCUSD | /tmp/btc1.9_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.88 | 14.09 | -0.24 | + |
| 2023 | 155.54 | 62.79 | 0.40 | - |
| 2024 | 121.00 | 100.32 | 0.83 | - |
| 2025 | -6.21 | -2.82 | 0.45 | + |
| Metric | /tmp/btc1.9_ | BTCUSD |
|---|---|---|
| MTD | 1.78% | 3.86% |
| 3M | -2.82% | -7.61% |
| 6M | 39.44% | 38.23% |
| YTD | -2.82% | -6.21% |
| 1Y | 56.59% | 25.27% |
| 3Y (ann.) | 54.59% | 25.44% |
| 5Y (ann.) | 51.51% | 29.61% |
| Metric | /tmp/btc1.9_ | BTCUSD |
|---|---|---|
| Max Drawdown | -18.07% | -67.18% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -3.09% | -6.96% |
| Avg. Drawdown Days | 16.0 | 34.0 |
| Recovery Factor | 14.47 | 1.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-12 | -18.07 | 121 |
| 2022-05-31 | 2022-07-28 | -17.97 | 57 |
| 2023-03-22 | 2023-06-22 | -14.57 | 91 |
| 2023-12-09 | 2024-02-12 | -11.91 | 65 |
| 2023-06-23 | 2023-10-24 | -11.73 | 122 |
| 2022-03-03 | 2022-03-27 | -9.66 | 24 |
| 2025-01-20 | 2025-03-26 | -9.54 | 64 |
| 2024-08-24 | 2024-09-19 | -8.65 | 26 |
| 2022-03-29 | 2022-05-30 | -6.81 | 61 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| Metric | /tmp/btc1.9_ | BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -8.19% | -29.64% |
| Best Month | 42.83% | 43.77% |
| Worst Month | -11.24% | -37.12% |
| Best Year | 100.32% | 155.54% |
| Worst Year | -2.82% | -57.88% |
| Avg. Up Day | 0.76% | 0.93% |
| Avg. Down Day | -0.6% | -0.77% |
| Avg. Up Week | 4.98% | 7.9% |
| Avg. Down Week | -2.48% | -5.23% |
| Avg. Up Month | 12.64% | 17.75% |
| Avg. Down Month | -5.15% | -12.01% |
| Win Days % | 49.32% | 51.14% |
| Win Month % | 58.82% | 60.53% |
| Win Week % | 53.61% | 49.09% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |