| Metric | /tmp/l4_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 64.0% | 100.0% |
| Cumulative Return | 166.93% | 97.43% |
| Max Drawdown | -6.91% | -66.79% |
| Sharpe | 2.49 | 0.69 |
| Sortino | 5.53 | 1.02 |
| Payoff Ratio | 1.94 | 1.26 |
| Profit Factor | 1.83 | 1.11 |
| Common Sense Ratio | 3.45 | 1.26 |
| CPC Index | 1.63 | 0.69 |
| Tail Ratio | 1.88 | 1.13 |
| Outlier Win Ratio | 19.73 | 3.01 |
| Outlier Loss Ratio | 13.72 | 2.49 |
| Volatility (ann.) | 13.61% | 53.38% |
| R^2 | 0.42 | 0.42 |
| Calmar | 5.61 | 0.38 |
| Skew | 2.85 | -0.1 |
| Kurtosis | 16.54 | 4.08 |
| Expected Daily % | 0.09% | 0.06% |
| Expected Monthly % | 2.69% | 1.86% |
| Expected Yearly % | 27.82% | 18.54% |
| Kelly Criterion | 17.92% | 8.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.08% | -4.49% |
| Expected Shortfall (cVaR) | -1.08% | -4.49% |
| Year | BTCUSD | /tmp/l4_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.71 | 11.94 | -0.19 | + |
| 2023 | 155.54 | 38.80 | 0.25 | - |
| 2024 | 121.00 | 60.25 | 0.50 | - |
| 2025 | -6.25 | 7.20 | -1.15 | + |
| Metric | /tmp/l4_daily_ | BTCUSD |
|---|---|---|
| MTD | 2.12% | 3.83% |
| 3M | 6.25% | -9.98% |
| 6M | 20.99% | 38.13% |
| YTD | 7.2% | -6.25% |
| 1Y | 40.74% | 36.76% |
| 3Y (ann.) | 38.72% | 25.45% |
| 5Y (ann.) | 38.72% | 25.45% |
| Metric | /tmp/l4_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -6.91% | -66.79% |
| Longest DD Days | 184.0 | 682.0 |
| Avg. Drawdown | -1.25% | -9.91% |
| Avg. Drawdown Days | 14.0 | 62.0 |
| Recovery Factor | 24.17 | 1.46 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-15 | 2023-10-16 | -6.91 | 184 |
| 2024-07-22 | 2024-09-18 | -6.33 | 58 |
| 2022-07-08 | 2022-07-18 | -5.57 | 10 |
| 2025-01-07 | 2025-01-17 | -4.54 | 10 |
| 2024-05-21 | 2024-07-15 | -3.85 | 55 |
| 2022-07-20 | 2022-09-09 | -3.63 | 51 |
| 2022-11-11 | 2023-01-13 | -3.21 | 63 |
| 2025-03-03 | 2025-03-24 | -2.92 | 21 |
| 2024-11-23 | 2025-01-03 | -2.88 | 41 |
| 2024-03-12 | 2024-03-25 | -2.74 | 13 |
| Metric | /tmp/l4_daily_ | BTCUSD |
|---|---|---|
| Best Day | 5.66% | 11.89% |
| Worst Day | -2.48% | -15.42% |
| Best Week | 9.79% | 35.75% |
| Worst Week | -3.99% | -29.64% |
| Best Month | 15.12% | 43.77% |
| Worst Month | -1.32% | -37.12% |
| Best Year | 60.25% | 155.54% |
| Worst Year | 7.2% | -62.71% |
| Avg. Up Day | 0.7% | 2.29% |
| Avg. Down Day | -0.36% | -1.82% |
| Avg. Up Week | 2.36% | 7.73% |
| Avg. Down Week | -0.74% | -5.14% |
| Avg. Up Month | 5.24% | 14.73% |
| Avg. Down Month | -0.65% | -12.08% |
| Win Days % | 45.83% | 49.08% |
| Win Month % | 66.67% | 59.46% |
| Win Week % | 52.21% | 50.0% |
| Win Quarter % | 83.33% | 53.85% |
| Win Year % | 100.0% | 50.0% |