| Metric | /tmp/g_ | BTCUSD |
|---|---|---|
| Time in Market | 75.0% | 100.0% |
| Cumulative Return | 158.09% | 110.41% |
| Max Drawdown | -22.81% | -67.18% |
| Sharpe | 0.69 | 0.36 |
| Sortino | 1.13 | 0.51 |
| Payoff Ratio | 1.17 | 1.05 |
| Profit Factor | 1.18 | 1.06 |
| Common Sense Ratio | 1.38 | 1.03 |
| CPC Index | 0.68 | 0.57 |
| Tail Ratio | 1.17 | 0.98 |
| Outlier Win Ratio | 13.53 | 3.56 |
| Outlier Loss Ratio | 9.33 | 3.42 |
| Volatility (ann.) | 11.92% | 26.61% |
| R^2 | 0.49 | 0.49 |
| Calmar | 1.55 | 0.4 |
| Skew | 2.09 | 0.16 |
| Kurtosis | 30.12 | 6.23 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.53% | 1.98% |
| Expected Yearly % | 26.75% | 20.44% |
| Kelly Criterion | 5.56% | 4.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -2.27% |
| Expected Shortfall (cVaR) | -1.0% | -2.27% |
| Year | BTCUSD | /tmp/g_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 0.56 | -0.01 | + |
| 2023 | 155.54 | 57.86 | 0.37 | - |
| 2024 | 121.00 | 54.82 | 0.45 | - |
| 2025 | -6.21 | 5.01 | -0.81 | + |
| Metric | /tmp/g_ | BTCUSD |
|---|---|---|
| MTD | 1.15% | 3.86% |
| 3M | 4.38% | -7.61% |
| 6M | 24.11% | 38.23% |
| YTD | 5.01% | -6.21% |
| 1Y | 39.69% | 25.27% |
| 3Y (ann.) | 30.68% | 25.44% |
| 5Y (ann.) | 35.33% | 26.79% |
| Metric | /tmp/g_ | BTCUSD |
|---|---|---|
| Max Drawdown | -22.81% | -67.18% |
| Longest DD Days | 301.0 | 683.0 |
| Avg. Drawdown | -2.05% | -7.04% |
| Avg. Drawdown Days | 14.0 | 36.0 |
| Recovery Factor | 6.93 | 1.64 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-13 | -22.81 | 301 |
| 2024-06-05 | 2024-10-14 | -14.99 | 130 |
| 2024-01-02 | 2024-02-27 | -8.78 | 55 |
| 2025-03-06 | 2025-03-26 | -8.25 | 19 |
| 2023-04-26 | 2023-06-20 | -8.17 | 55 |
| 2022-03-02 | 2022-05-15 | -7.46 | 74 |
| 2023-07-14 | 2023-11-09 | -7.20 | 118 |
| 2024-12-05 | 2024-12-15 | -6.91 | 10 |
| 2025-01-07 | 2025-03-02 | -6.14 | 54 |
| 2024-12-17 | 2025-01-06 | -5.69 | 19 |
| Metric | /tmp/g_ | BTCUSD |
|---|---|---|
| Best Day | 7.62% | 9.33% |
| Worst Day | -4.81% | -9.32% |
| Best Week | 22.07% | 35.75% |
| Worst Week | -9.73% | -29.64% |
| Best Month | 20.36% | 43.77% |
| Worst Month | -8.67% | -37.12% |
| Best Year | 57.86% | 155.54% |
| Worst Year | 0.56% | -60.27% |
| Avg. Up Day | 0.4% | 0.95% |
| Avg. Down Day | -0.34% | -0.9% |
| Avg. Up Week | 2.36% | 6.78% |
| Avg. Down Week | -1.41% | -4.54% |
| Avg. Up Month | 5.8% | 13.82% |
| Avg. Down Month | -4.71% | -13.32% |
| Win Days % | 49.17% | 51.11% |
| Win Month % | 76.32% | 60.53% |
| Win Week % | 54.43% | 49.1% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 100.0% | 50.0% |