| Metric | /tmp/btc.o_ | BTCUSD |
|---|---|---|
| Time in Market | 91.0% | 100.0% |
| Cumulative Return | 108.85% | 123.07% |
| Max Drawdown | -42.19% | -67.18% |
| Sharpe | 0.5 | 0.38 |
| Sortino | 0.59 | 0.55 |
| Payoff Ratio | 1.27 | 1.1 |
| Profit Factor | 1.2 | 1.06 |
| Common Sense Ratio | 1.53 | 1.04 |
| CPC Index | 0.75 | 0.6 |
| Tail Ratio | 1.27 | 0.98 |
| Outlier Win Ratio | 13.92 | 3.41 |
| Outlier Loss Ratio | 12.94 | 3.09 |
| Volatility (ann.) | 14.42% | 26.59% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.64 | 0.44 |
| Skew | -30.07 | 0.17 |
| Kurtosis | 1589.3 | 6.34 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.96% | 2.13% |
| Expected Yearly % | 20.21% | 22.21% |
| Kelly Criterion | 8.66% | 6.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -2.26% |
| Expected Shortfall (cVaR) | -1.22% | -2.26% |
| Year | BTCUSD | /tmp/btc.o_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.88 | 4.67 | -0.08 | + |
| 2023 | 155.54 | 79.78 | 0.51 | - |
| 2024 | 121.00 | 87.77 | 0.73 | - |
| 2025 | -6.21 | -40.89 | 6.58 | - |
| Metric | /tmp/btc.o_ | BTCUSD |
|---|---|---|
| MTD | -38.53% | 3.86% |
| 3M | -40.88% | -7.61% |
| 6M | -18.02% | 38.23% |
| YTD | -40.89% | -6.21% |
| 1Y | -3.18% | 25.27% |
| 3Y (ann.) | 26.46% | 25.44% |
| 5Y (ann.) | 26.88% | 29.61% |
| Metric | /tmp/btc.o_ | BTCUSD |
|---|---|---|
| Max Drawdown | -42.19% | -67.18% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -1.7% | -6.96% |
| Avg. Drawdown Days | 9.0 | 34.0 |
| Recovery Factor | 2.58 | 1.83 |
| Ulcer Index | 1.01 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-26 | -42.19 | 99 |
| 2022-09-13 | 2023-01-13 | -10.02 | 122 |
| 2022-05-31 | 2022-07-28 | -9.99 | 57 |
| 2024-01-09 | 2024-03-04 | -9.46 | 55 |
| 2023-06-23 | 2023-10-23 | -7.10 | 121 |
| 2024-05-21 | 2024-07-15 | -6.63 | 55 |
| 2024-03-11 | 2024-04-20 | -6.19 | 39 |
| 2024-03-05 | 2024-03-08 | -5.46 | 3 |
| 2023-03-24 | 2023-06-20 | -5.45 | 88 |
| 2024-11-13 | 2024-11-19 | -4.07 | 5 |
| Metric | /tmp/btc.o_ | BTCUSD |
|---|---|---|
| Best Day | 7.29% | 9.33% |
| Worst Day | -39.01% | -9.32% |
| Best Week | 16.51% | 35.75% |
| Worst Week | -38.02% | -29.64% |
| Best Month | 34.4% | 43.77% |
| Worst Month | -38.53% | -37.12% |
| Best Year | 87.77% | 155.54% |
| Worst Year | -40.89% | -57.88% |
| Avg. Up Day | 0.25% | 0.95% |
| Avg. Down Day | -0.2% | -0.86% |
| Avg. Up Week | 2.81% | 6.77% |
| Avg. Down Week | -1.09% | -4.95% |
| Avg. Up Month | 7.81% | 14.95% |
| Avg. Down Month | -2.84% | -12.95% |
| Win Days % | 48.96% | 51.14% |
| Win Month % | 71.05% | 60.53% |
| Win Week % | 52.12% | 49.09% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |