| Metric | /tmp/g_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 64.0% | 100.0% |
| Cumulative Return | 67.82% | 120.83% |
| Max Drawdown | -17.07% | -66.89% |
| Sharpe | 1.04 | 0.74 |
| Sortino | 1.68 | 1.11 |
| Payoff Ratio | 1.4 | 1.26 |
| Profit Factor | 1.33 | 1.12 |
| Common Sense Ratio | 2.2 | 1.18 |
| CPC Index | 0.85 | 0.73 |
| Tail Ratio | 1.65 | 1.06 |
| Outlier Win Ratio | 20.95 | 3.2 |
| Outlier Loss Ratio | 11.69 | 2.69 |
| Volatility (ann.) | 17.52% | 54.8% |
| R^2 | 0.38 | 0.38 |
| Calmar | 1.07 | 0.44 |
| Skew | 0.91 | 0.2 |
| Kurtosis | 26.65 | 3.55 |
| Expected Daily % | 0.05% | 0.07% |
| Expected Monthly % | 1.37% | 2.11% |
| Expected Yearly % | 13.82% | 21.9% |
| Kelly Criterion | 6.8% | 13.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.46% | -4.61% |
| Expected Shortfall (cVaR) | -1.46% | -4.61% |
| Year | BTCUSD | /tmp/g_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.83 | 16.49 | -0.29 | + |
| 2023 | 154.85 | 30.49 | 0.20 | - |
| 2024 | 119.18 | 11.57 | 0.10 | - |
| 2025 | -6.26 | -1.05 | 0.17 | + |
| Metric | /tmp/g_daily_ | BTCUSD |
|---|---|---|
| MTD | 1.72% | 8.53% |
| 3M | -2.3% | -9.8% |
| 6M | 5.63% | 37.7% |
| YTD | -1.05% | -6.26% |
| 1Y | 0.54% | 34.78% |
| 3Y (ann.) | 16.52% | 26.26% |
| 5Y (ann.) | 18.24% | 29.22% |
| Metric | /tmp/g_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -17.07% | -66.89% |
| Longest DD Days | 290.0 | 683.0 |
| Avg. Drawdown | -2.95% | -10.13% |
| Avg. Drawdown Days | 33.0 | 64.0 |
| Recovery Factor | 3.97 | 1.81 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-08 | 2025-03-25 | -17.07 | 290 |
| 2022-03-27 | 2022-08-11 | -15.22 | 137 |
| 2022-02-22 | 2022-02-25 | -7.64 | 3 |
| 2023-04-29 | 2023-06-21 | -6.07 | 53 |
| 2024-03-06 | 2024-03-26 | -6.01 | 20 |
| 2022-08-12 | 2022-09-27 | -5.49 | 46 |
| 2022-11-17 | 2023-04-11 | -4.42 | 145 |
| 2022-09-28 | 2022-10-18 | -4.25 | 20 |
| 2023-07-15 | 2023-10-07 | -3.67 | 84 |
| 2023-11-13 | 2023-12-19 | -3.25 | 36 |
| Metric | /tmp/g_daily_ | BTCUSD |
|---|---|---|
| Best Day | 8.28% | 14.21% |
| Worst Day | -8.65% | -14.67% |
| Best Week | 9.26% | 28.96% |
| Worst Week | -9.13% | -30.92% |
| Best Month | 11.14% | 45.57% |
| Worst Month | -8.47% | -36.86% |
| Best Year | 30.49% | 154.85% |
| Worst Year | -1.05% | -57.83% |
| Avg. Up Day | 0.74% | 2.36% |
| Avg. Down Day | -0.53% | -1.87% |
| Avg. Up Week | 1.99% | 6.55% |
| Avg. Down Week | -1.35% | -4.6% |
| Avg. Up Month | 5.1% | 14.87% |
| Avg. Down Month | -3.07% | -13.26% |
| Win Days % | 45.65% | 51.68% |
| Win Month % | 60.53% | 55.26% |
| Win Week % | 53.06% | 53.33% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |