| Metric | /tmp/l.3_ | BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 120.88% | 103.72% |
| Max Drawdown | -25.36% | -67.18% |
| Sharpe | 0.67 | 0.35 |
| Sortino | 1.16 | 0.5 |
| Payoff Ratio | 1.35 | 1.2 |
| Profit Factor | 1.33 | 1.06 |
| Common Sense Ratio | 1.62 | 1.03 |
| CPC Index | 0.85 | 0.65 |
| Tail Ratio | 1.21 | 0.97 |
| Outlier Win Ratio | 36.97 | 3.51 |
| Outlier Loss Ratio | 5.11 | 3.23 |
| Volatility (ann.) | 10.32% | 26.6% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.15 | 0.38 |
| Skew | 3.67 | 0.16 |
| Kurtosis | 67.52 | 6.3 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.11% | 1.89% |
| Expected Yearly % | 21.91% | 19.47% |
| Kelly Criterion | 8.66% | 10.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.26% |
| Expected Shortfall (cVaR) | -0.87% | -2.26% |
| Year | BTCUSD | /tmp/l.3_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 3.48 | -0.06 | + |
| 2023 | 155.54 | 20.88 | 0.13 | - |
| 2024 | 121.00 | 84.70 | 0.70 | - |
| 2025 | -5.74 | -4.40 | 0.77 | + |
| Metric | /tmp/l.3_ | BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.38% |
| 3M | -4.4% | -10.75% |
| 6M | 27.89% | 38.92% |
| YTD | -4.4% | -5.74% |
| 1Y | 64.21% | 25.9% |
| 3Y (ann.) | 27.02% | 25.65% |
| 5Y (ann.) | 29.08% | 25.76% |
| Metric | /tmp/l.3_ | BTCUSD |
|---|---|---|
| Max Drawdown | -25.36% | -67.18% |
| Longest DD Days | 476.0 | 683.0 |
| Avg. Drawdown | -2.72% | -7.49% |
| Avg. Drawdown Days | 29.0 | 37.0 |
| Recovery Factor | 4.77 | 1.54 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-21 | -25.36 | 476 |
| 2024-12-05 | 2025-03-26 | -11.23 | 110 |
| 2023-11-16 | 2024-02-28 | -6.62 | 104 |
| 2023-07-14 | 2023-10-16 | -5.99 | 94 |
| 2024-09-20 | 2024-10-11 | -5.21 | 21 |
| 2024-06-05 | 2024-08-08 | -5.02 | 63 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-09-14 | 2024-09-17 | -3.65 | 3 |
| 2023-10-17 | 2023-11-15 | -3.52 | 29 |
| 2024-08-09 | 2024-09-09 | -3.17 | 31 |
| Metric | /tmp/l.3_ | BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 14.39% | 35.75% |
| Worst Week | -11.65% | -29.64% |
| Best Month | 20.51% | 43.77% |
| Worst Month | -12.2% | -37.12% |
| Best Year | 84.7% | 155.54% |
| Worst Year | -4.4% | -61.73% |
| Avg. Up Day | 0.82% | 1.02% |
| Avg. Down Day | -0.61% | -0.85% |
| Avg. Up Week | 3.93% | 7.06% |
| Avg. Down Week | -1.79% | -6.01% |
| Avg. Up Month | 8.1% | 17.29% |
| Avg. Down Month | -2.71% | -14.65% |
| Win Days % | 47.57% | 51.09% |
| Win Month % | 51.61% | 60.53% |
| Win Week % | 57.14% | 48.8% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |