| Metric | /tmp/g_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 79.0% | 100.0% |
| Cumulative Return | 158.02% | 108.3% |
| Max Drawdown | -21.22% | -66.89% |
| Sharpe | 1.37 | 0.7 |
| Sortino | 2.41 | 1.04 |
| Payoff Ratio | 1.32 | 1.09 |
| Profit Factor | 1.37 | 1.11 |
| Common Sense Ratio | 1.55 | 1.18 |
| CPC Index | 0.89 | 0.62 |
| Tail Ratio | 1.14 | 1.06 |
| Outlier Win Ratio | 12.15 | 3.4 |
| Outlier Loss Ratio | 8.73 | 2.8 |
| Volatility (ann.) | 24.26% | 54.81% |
| R^2 | 0.49 | 0.49 |
| Calmar | 1.67 | 0.39 |
| Skew | 2.06 | 0.2 |
| Kurtosis | 21.41 | 3.51 |
| Expected Daily % | 0.08% | 0.06% |
| Expected Monthly % | 2.53% | 1.95% |
| Expected Yearly % | 26.74% | 20.14% |
| Kelly Criterion | 10.46% | 6.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.0% | -4.61% |
| Expected Shortfall (cVaR) | -2.0% | -4.61% |
| Year | BTCUSD | /tmp/g_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.22 | 0.67 | -0.01 | + |
| 2023 | 154.85 | 57.54 | 0.37 | - |
| 2024 | 119.18 | 53.67 | 0.45 | - |
| 2025 | -6.26 | 5.87 | -0.94 | + |
| Metric | /tmp/g_daily_ | BTCUSD |
|---|---|---|
| MTD | 3.69% | 8.53% |
| 3M | 3.32% | -9.8% |
| 6M | 24.09% | 37.7% |
| YTD | 5.87% | -6.26% |
| 1Y | 49.99% | 34.78% |
| 3Y (ann.) | 31.06% | 26.26% |
| 5Y (ann.) | 35.35% | 26.41% |
| Metric | /tmp/g_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -21.22% | -66.89% |
| Longest DD Days | 376.0 | 683.0 |
| Avg. Drawdown | -2.85% | -10.57% |
| Avg. Drawdown Days | 26.0 | 69.0 |
| Recovery Factor | 7.45 | 1.62 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-03 | 2023-03-14 | -21.22 | 376 |
| 2024-06-08 | 2024-10-14 | -14.18 | 128 |
| 2023-04-29 | 2023-06-21 | -7.61 | 53 |
| 2025-03-07 | 2025-03-25 | -7.17 | 18 |
| 2023-07-15 | 2023-11-09 | -6.77 | 117 |
| 2024-01-03 | 2024-02-27 | -6.51 | 55 |
| 2025-01-08 | 2025-03-03 | -5.92 | 54 |
| 2024-12-18 | 2025-01-07 | -5.46 | 20 |
| 2024-12-06 | 2024-12-16 | -4.77 | 10 |
| 2022-02-09 | 2022-02-25 | -4.21 | 16 |
| Metric | /tmp/g_daily_ | BTCUSD |
|---|---|---|
| Best Day | 12.23% | 14.21% |
| Worst Day | -9.42% | -14.67% |
| Best Week | 21.48% | 28.96% |
| Worst Week | -8.47% | -30.92% |
| Best Month | 20.35% | 45.57% |
| Worst Month | -9.81% | -36.86% |
| Best Year | 57.54% | 154.85% |
| Worst Year | 0.67% | -60.22% |
| Avg. Up Day | 0.91% | 2.19% |
| Avg. Down Day | -0.69% | -2.01% |
| Avg. Up Week | 2.49% | 5.76% |
| Avg. Down Week | -1.7% | -5.18% |
| Avg. Up Month | 6.06% | 15.71% |
| Avg. Down Month | -4.29% | -13.63% |
| Win Days % | 49.0% | 51.44% |
| Win Month % | 73.68% | 55.26% |
| Win Week % | 56.69% | 53.29% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 100.0% | 50.0% |