| Metric | /tmp/l.2_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 60.0% | 100.0% |
| Cumulative Return | 173.71% | 85.63% |
| Max Drawdown | -6.61% | -66.79% |
| Sharpe | 2.61 | 0.66 |
| Sortino | 6.09 | 0.96 |
| Payoff Ratio | 2.0 | 1.27 |
| Profit Factor | 1.9 | 1.11 |
| Common Sense Ratio | 3.86 | 1.25 |
| CPC Index | 1.77 | 0.69 |
| Tail Ratio | 2.03 | 1.13 |
| Outlier Win Ratio | 20.99 | 3.03 |
| Outlier Loss Ratio | 13.16 | 2.45 |
| Volatility (ann.) | 13.28% | 53.37% |
| R^2 | 0.41 | 0.41 |
| Calmar | 6.06 | 0.34 |
| Skew | 3.27 | -0.1 |
| Kurtosis | 20.99 | 4.09 |
| Expected Daily % | 0.09% | 0.06% |
| Expected Monthly % | 2.76% | 1.69% |
| Expected Yearly % | 28.62% | 16.72% |
| Kelly Criterion | 19.75% | 8.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.05% | -4.5% |
| Expected Shortfall (cVaR) | -1.05% | -4.5% |
| Year | BTCUSD | /tmp/l.2_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -64.94 | 9.30 | -0.14 | + |
| 2023 | 155.54 | 42.34 | 0.27 | - |
| 2024 | 121.00 | 64.03 | 0.53 | - |
| 2025 | -6.25 | 7.25 | -1.16 | + |
| Metric | /tmp/l.2_daily_ | BTCUSD |
|---|---|---|
| MTD | 1.55% | 3.83% |
| 3M | 6.75% | -9.98% |
| 6M | 26.06% | 38.13% |
| YTD | 7.25% | -6.25% |
| 1Y | 46.35% | 36.76% |
| 3Y (ann.) | 40.01% | 22.97% |
| 5Y (ann.) | 40.01% | 22.97% |
| Metric | /tmp/l.2_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -6.61% | -66.79% |
| Longest DD Days | 72.0 | 682.0 |
| Avg. Drawdown | -1.21% | -9.91% |
| Avg. Drawdown Days | 14.0 | 62.0 |
| Recovery Factor | 26.3 | 1.28 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-15 | 2023-06-21 | -6.61 | 67 |
| 2022-07-08 | 2022-07-18 | -4.85 | 10 |
| 2024-07-22 | 2024-09-18 | -4.63 | 58 |
| 2024-05-21 | 2024-07-15 | -4.00 | 55 |
| 2023-06-24 | 2023-08-29 | -3.84 | 66 |
| 2025-01-07 | 2025-01-15 | -3.50 | 8 |
| 2022-11-11 | 2023-01-12 | -3.42 | 62 |
| 2022-04-26 | 2022-07-07 | -3.23 | 72 |
| 2023-08-30 | 2023-10-16 | -2.89 | 47 |
| 2025-03-03 | 2025-03-24 | -2.64 | 21 |
| Metric | /tmp/l.2_daily_ | BTCUSD |
|---|---|---|
| Best Day | 6.57% | 11.89% |
| Worst Day | -2.49% | -15.42% |
| Best Week | 11.02% | 35.75% |
| Worst Week | -3.24% | -29.64% |
| Best Month | 18.14% | 43.77% |
| Worst Month | -1.24% | -37.12% |
| Best Year | 64.03% | 155.54% |
| Worst Year | 7.25% | -64.94% |
| Avg. Up Day | 0.72% | 2.31% |
| Avg. Down Day | -0.36% | -1.81% |
| Avg. Up Week | 2.31% | 7.29% |
| Avg. Down Week | -0.63% | -5.05% |
| Avg. Up Month | 5.73% | 15.44% |
| Avg. Down Month | -0.73% | -12.41% |
| Win Days % | 46.53% | 48.94% |
| Win Month % | 63.89% | 56.76% |
| Win Week % | 52.76% | 49.38% |
| Win Quarter % | 91.67% | 46.15% |
| Win Year % | 100.0% | 50.0% |