| Metric | /tmp/btc.o_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 98.0% | 100.0% |
| Cumulative Return | 241.93% | 120.83% |
| Max Drawdown | -9.76% | -66.89% |
| Sharpe | 2.3 | 0.74 |
| Sortino | 4.32 | 1.11 |
| Payoff Ratio | 1.6 | 1.17 |
| Profit Factor | 1.57 | 1.12 |
| Common Sense Ratio | 2.2 | 1.18 |
| CPC Index | 1.24 | 0.68 |
| Tail Ratio | 1.4 | 1.06 |
| Outlier Win Ratio | 10.5 | 3.23 |
| Outlier Loss Ratio | 12.49 | 2.59 |
| Volatility (ann.) | 18.01% | 54.8% |
| R^2 | 0.23 | 0.23 |
| Calmar | 5.01 | 0.44 |
| Skew | 1.81 | 0.2 |
| Kurtosis | 12.53 | 3.55 |
| Expected Daily % | 0.11% | 0.07% |
| Expected Monthly % | 3.29% | 2.11% |
| Expected Yearly % | 35.98% | 21.9% |
| Kelly Criterion | 17.46% | 10.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -4.61% |
| Expected Shortfall (cVaR) | -1.44% | -4.61% |
| Year | BTCUSD | /tmp/btc.o_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.83 | 4.68 | -0.08 | + |
| 2023 | 154.85 | 79.75 | 0.52 | - |
| 2024 | 119.18 | 87.65 | 0.74 | - |
| 2025 | -6.26 | -3.16 | 0.51 | + |
| Metric | /tmp/btc.o_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.87% | 8.53% |
| 3M | -3.33% | -9.8% |
| 6M | 34.61% | 37.7% |
| YTD | -3.16% | -6.26% |
| 1Y | 61.56% | 34.78% |
| 3Y (ann.) | 49.63% | 26.26% |
| 5Y (ann.) | 48.86% | 29.22% |
| Metric | /tmp/btc.o_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -9.76% | -66.89% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -1.9% | -10.13% |
| Avg. Drawdown Days | 18.0 | 64.0 |
| Recovery Factor | 24.79 | 1.81 |
| Ulcer Index | 1.03 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-14 | 2023-01-14 | -9.76 | 122 |
| 2024-01-09 | 2024-03-04 | -9.25 | 55 |
| 2022-06-01 | 2022-07-29 | -8.62 | 58 |
| 2024-12-17 | 2025-03-25 | -8.52 | 98 |
| 2024-05-22 | 2024-07-16 | -6.40 | 55 |
| 2023-06-26 | 2023-10-23 | -6.07 | 119 |
| 2024-03-13 | 2024-04-20 | -5.42 | 38 |
| 2023-04-29 | 2023-06-21 | -5.05 | 53 |
| 2022-03-03 | 2022-03-28 | -3.56 | 25 |
| 2024-08-25 | 2024-09-20 | -3.18 | 26 |
| Metric | /tmp/btc.o_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.49% | 14.21% |
| Worst Day | -4.63% | -14.67% |
| Best Week | 14.9% | 28.96% |
| Worst Week | -5.04% | -30.92% |
| Best Month | 34.35% | 45.57% |
| Worst Month | -6.29% | -36.86% |
| Best Year | 87.65% | 154.85% |
| Worst Year | -3.16% | -57.83% |
| Avg. Up Day | 0.68% | 2.2% |
| Avg. Down Day | -0.43% | -1.89% |
| Avg. Up Week | 2.56% | 6.19% |
| Avg. Down Week | -1.01% | -4.94% |
| Avg. Up Month | 8.33% | 16.59% |
| Avg. Down Month | -2.54% | -13.57% |
| Win Days % | 49.23% | 51.68% |
| Win Month % | 68.42% | 55.26% |
| Win Week % | 51.52% | 53.33% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |