| Metric | /tmp/l.3_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 120.88% | 113.16% |
| Max Drawdown | -25.13% | -66.89% |
| Sharpe | 1.25 | 0.72 |
| Sortino | 2.31 | 1.07 |
| Payoff Ratio | 1.59 | 1.31 |
| Profit Factor | 1.65 | 1.12 |
| Common Sense Ratio | 2.83 | 1.18 |
| CPC Index | 1.28 | 0.75 |
| Tail Ratio | 1.71 | 1.05 |
| Outlier Win Ratio | 32.19 | 3.54 |
| Outlier Loss Ratio | 5.2 | 2.77 |
| Volatility (ann.) | 22.33% | 54.75% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.16 | 0.41 |
| Skew | 2.91 | 0.2 |
| Kurtosis | 45.03 | 3.56 |
| Expected Daily % | 0.07% | 0.07% |
| Expected Monthly % | 2.11% | 2.01% |
| Expected Yearly % | 21.91% | 20.83% |
| Kelly Criterion | 16.69% | 14.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.85% | -4.61% |
| Expected Shortfall (cVaR) | -1.85% | -4.61% |
| Year | BTCUSD | /tmp/l.3_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.29 | 3.54 | -0.06 | + |
| 2023 | 154.85 | 20.82 | 0.13 | - |
| 2024 | 119.18 | 84.70 | 0.71 | - |
| 2025 | -6.26 | -4.40 | 0.70 | + |
| Metric | /tmp/l.3_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.0% | 8.53% |
| 3M | -4.4% | -9.8% |
| 6M | 28.26% | 37.7% |
| YTD | -4.4% | -6.26% |
| 1Y | 64.21% | 34.78% |
| 3Y (ann.) | 26.99% | 26.26% |
| 5Y (ann.) | 29.14% | 27.67% |
| Metric | /tmp/l.3_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -25.13% | -66.89% |
| Longest DD Days | 476.0 | 683.0 |
| Avg. Drawdown | -3.41% | -10.31% |
| Avg. Drawdown Days | 45.0 | 64.0 |
| Recovery Factor | 4.81 | 1.69 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-03 | 2023-06-22 | -25.13 | 476 |
| 2024-12-06 | 2025-03-25 | -11.16 | 109 |
| 2023-07-15 | 2023-10-18 | -5.68 | 95 |
| 2023-11-17 | 2024-02-28 | -4.54 | 103 |
| 2024-06-06 | 2024-08-09 | -4.30 | 64 |
| 2024-09-21 | 2024-10-13 | -3.58 | 22 |
| 2022-02-27 | 2022-03-01 | -3.15 | 2 |
| 2023-10-19 | 2023-11-16 | -3.00 | 28 |
| 2022-02-24 | 2022-02-25 | -2.58 | 1 |
| 2024-09-16 | 2024-09-19 | -2.24 | 3 |
| Metric | /tmp/l.3_daily_ | BTCUSD |
|---|---|---|
| Best Day | 14.21% | 14.21% |
| Worst Day | -11.2% | -14.67% |
| Best Week | 17.93% | 28.96% |
| Worst Week | -10.23% | -30.92% |
| Best Month | 20.51% | 45.57% |
| Worst Month | -12.2% | -36.86% |
| Best Year | 84.7% | 154.85% |
| Worst Year | -4.4% | -59.29% |
| Avg. Up Day | 1.87% | 2.46% |
| Avg. Down Day | -1.18% | -1.88% |
| Avg. Up Week | 4.66% | 6.21% |
| Avg. Down Week | -2.29% | -5.36% |
| Avg. Up Month | 7.78% | 18.88% |
| Avg. Down Month | -2.55% | -14.32% |
| Win Days % | 48.83% | 51.55% |
| Win Month % | 56.67% | 55.26% |
| Win Week % | 52.24% | 53.33% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |