| Metric | /tmp/l.3_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 125.05% | 149.97% |
| Max Drawdown | -24.23% | -66.89% |
| Sharpe | 1.3 | 0.82 |
| Sortino | 2.41 | 1.23 |
| Payoff Ratio | 1.6 | 1.34 |
| Profit Factor | 1.69 | 1.13 |
| Common Sense Ratio | 2.92 | 1.21 |
| CPC Index | 1.33 | 0.79 |
| Tail Ratio | 1.73 | 1.07 |
| Outlier Win Ratio | 32.6 | 3.55 |
| Outlier Loss Ratio | 5.23 | 2.75 |
| Volatility (ann.) | 22.08% | 54.49% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.24 | 0.52 |
| Skew | 2.94 | 0.23 |
| Kurtosis | 46.13 | 3.61 |
| Expected Daily % | 0.07% | 0.08% |
| Expected Monthly % | 2.16% | 2.44% |
| Expected Yearly % | 22.48% | 25.74% |
| Kelly Criterion | 17.78% | 15.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.82% | -4.57% |
| Expected Shortfall (cVaR) | -1.82% | -4.57% |
| Year | BTCUSD | /tmp/l.3_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -52.26 | 7.13 | -0.14 | + |
| 2023 | 154.85 | 21.36 | 0.14 | - |
| 2024 | 119.18 | 80.66 | 0.68 | - |
| 2025 | -6.26 | -4.18 | 0.67 | + |
| Metric | /tmp/l.3_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.0% | 8.53% |
| 3M | -4.18% | -9.8% |
| 6M | 26.69% | 37.7% |
| YTD | -4.18% | -6.26% |
| 1Y | 61.42% | 34.78% |
| 3Y (ann.) | 26.29% | 26.26% |
| 5Y (ann.) | 30.11% | 34.61% |
| Metric | /tmp/l.3_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -24.23% | -66.89% |
| Longest DD Days | 476.0 | 683.0 |
| Avg. Drawdown | -3.36% | -9.62% |
| Avg. Drawdown Days | 47.0 | 64.0 |
| Recovery Factor | 5.16 | 2.24 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-03 | 2023-06-22 | -24.23 | 476 |
| 2024-12-06 | 2025-03-25 | -10.88 | 109 |
| 2023-07-15 | 2023-10-17 | -5.60 | 94 |
| 2023-11-17 | 2024-02-28 | -4.36 | 103 |
| 2024-06-06 | 2024-08-09 | -4.20 | 64 |
| 2024-09-21 | 2024-10-12 | -3.36 | 21 |
| 2022-02-27 | 2022-03-01 | -3.15 | 2 |
| 2023-10-19 | 2023-11-16 | -2.93 | 28 |
| 2024-09-16 | 2024-09-19 | -2.25 | 3 |
| 2024-05-22 | 2024-06-05 | -2.08 | 14 |
| Metric | /tmp/l.3_daily_ | BTCUSD |
|---|---|---|
| Best Day | 14.21% | 14.21% |
| Worst Day | -11.2% | -14.67% |
| Best Week | 17.8% | 28.96% |
| Worst Week | -9.81% | -30.92% |
| Best Month | 19.39% | 45.57% |
| Worst Month | -11.97% | -36.86% |
| Best Year | 80.66% | 154.85% |
| Worst Year | -4.18% | -52.26% |
| Avg. Up Day | 1.86% | 2.47% |
| Avg. Down Day | -1.16% | -1.84% |
| Avg. Up Week | 4.66% | 6.38% |
| Avg. Down Week | -2.22% | -5.36% |
| Avg. Up Month | 6.99% | 18.23% |
| Avg. Down Month | -2.59% | -14.32% |
| Win Days % | 49.41% | 51.73% |
| Win Month % | 60.0% | 57.89% |
| Win Week % | 52.24% | 53.94% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |