| Metric | /tmp/g_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 72.26% | 128.1% |
| Max Drawdown | -22.29% | -66.89% |
| Sharpe | 0.92 | 0.76 |
| Sortino | 1.44 | 1.14 |
| Payoff Ratio | 1.36 | 1.28 |
| Profit Factor | 1.4 | 1.12 |
| Common Sense Ratio | 2.23 | 1.19 |
| CPC Index | 0.91 | 0.74 |
| Tail Ratio | 1.6 | 1.06 |
| Outlier Win Ratio | 29.41 | 3.34 |
| Outlier Loss Ratio | 5.96 | 2.83 |
| Volatility (ann.) | 21.76% | 54.69% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.86 | 0.46 |
| Skew | 0.41 | 0.21 |
| Kurtosis | 39.75 | 3.59 |
| Expected Daily % | 0.05% | 0.07% |
| Expected Monthly % | 1.44% | 2.19% |
| Expected Yearly % | 14.56% | 22.89% |
| Kelly Criterion | 9.88% | 13.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.82% | -4.59% |
| Expected Shortfall (cVaR) | -1.82% | -4.59% |
| Year | BTCUSD | /tmp/g_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.44 | 17.13 | -0.30 | + |
| 2023 | 154.85 | 39.79 | 0.26 | - |
| 2024 | 119.18 | 8.24 | 0.07 | - |
| 2025 | -6.26 | -2.80 | 0.45 | + |
| Metric | /tmp/g_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.32% | 8.53% |
| 3M | -2.8% | -9.8% |
| 6M | 9.7% | 37.7% |
| YTD | -2.8% | -6.26% |
| 1Y | -3.9% | 34.78% |
| 3Y (ann.) | 17.99% | 26.26% |
| 5Y (ann.) | 19.28% | 30.64% |
| Metric | /tmp/g_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -22.29% | -66.89% |
| Longest DD Days | 290.0 | 683.0 |
| Avg. Drawdown | -3.53% | -9.57% |
| Avg. Drawdown Days | 39.0 | 60.0 |
| Recovery Factor | 3.24 | 1.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-08 | 2025-03-25 | -22.29 | 290 |
| 2022-04-09 | 2022-10-26 | -20.49 | 200 |
| 2023-02-03 | 2023-06-21 | -10.24 | 138 |
| 2024-03-06 | 2024-05-16 | -8.97 | 71 |
| 2022-02-24 | 2022-02-25 | -8.10 | 1 |
| 2023-11-13 | 2023-12-19 | -4.02 | 36 |
| 2023-10-09 | 2023-10-22 | -2.20 | 13 |
| 2022-10-28 | 2022-11-10 | -2.15 | 13 |
| 2023-07-15 | 2023-09-19 | -1.64 | 66 |
| 2022-03-23 | 2022-03-24 | -1.52 | 1 |
| Metric | /tmp/g_daily_ | BTCUSD |
|---|---|---|
| Best Day | 10.05% | 14.21% |
| Worst Day | -13.23% | -14.67% |
| Best Week | 14.04% | 28.96% |
| Worst Week | -14.33% | -30.92% |
| Best Month | 16.37% | 45.57% |
| Worst Month | -16.46% | -36.86% |
| Best Year | 39.79% | 154.85% |
| Worst Year | -2.8% | -56.44% |
| Avg. Up Day | 1.45% | 2.36% |
| Avg. Down Day | -1.06% | -1.85% |
| Avg. Up Week | 3.5% | 6.09% |
| Avg. Down Week | -2.63% | -4.52% |
| Avg. Up Month | 8.09% | 20.85% |
| Avg. Down Month | -5.56% | -12.91% |
| Win Days % | 48.04% | 51.69% |
| Win Month % | 57.58% | 55.26% |
| Win Week % | 54.43% | 53.94% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |