| Metric | /tmp/l6_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 59.0% | 100.0% |
| Cumulative Return | 149.59% | 97.43% |
| Max Drawdown | -4.83% | -66.79% |
| Sharpe | 2.5 | 0.69 |
| Sortino | 5.49 | 1.02 |
| Payoff Ratio | 2.0 | 1.44 |
| Profit Factor | 1.89 | 1.11 |
| Common Sense Ratio | 3.37 | 1.26 |
| CPC Index | 1.74 | 0.78 |
| Tail Ratio | 1.78 | 1.13 |
| Outlier Win Ratio | 23.25 | 3.03 |
| Outlier Loss Ratio | 13.89 | 2.41 |
| Volatility (ann.) | 12.55% | 53.38% |
| R^2 | 0.37 | 0.37 |
| Calmar | 7.37 | 0.38 |
| Skew | 2.69 | -0.1 |
| Kurtosis | 16.66 | 4.08 |
| Expected Daily % | 0.08% | 0.06% |
| Expected Monthly % | 2.5% | 1.86% |
| Expected Yearly % | 25.69% | 18.54% |
| Kelly Criterion | 19.08% | 13.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -4.49% |
| Expected Shortfall (cVaR) | -0.99% | -4.49% |
| Year | BTCUSD | /tmp/l6_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.71 | 7.97 | -0.13 | + |
| 2023 | 155.54 | 32.09 | 0.21 | - |
| 2024 | 121.00 | 63.91 | 0.53 | - |
| 2025 | -6.25 | 6.78 | -1.09 | + |
| Metric | /tmp/l6_daily_ | BTCUSD |
|---|---|---|
| MTD | 3.73% | 3.83% |
| 3M | 7.4% | -9.98% |
| 6M | 25.06% | 38.13% |
| YTD | 6.78% | -6.25% |
| 1Y | 48.03% | 36.76% |
| 3Y (ann.) | 35.65% | 25.45% |
| 5Y (ann.) | 35.65% | 25.45% |
| Metric | /tmp/l6_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -4.83% | -66.79% |
| Longest DD Days | 111.0 | 682.0 |
| Avg. Drawdown | -1.12% | -9.91% |
| Avg. Drawdown Days | 15.0 | 62.0 |
| Recovery Factor | 30.94 | 1.46 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-07-04 | 2023-10-23 | -4.83 | 111 |
| 2024-03-12 | 2024-03-25 | -4.81 | 13 |
| 2023-04-12 | 2023-06-20 | -4.05 | 69 |
| 2024-05-21 | 2024-07-14 | -3.90 | 54 |
| 2024-07-22 | 2024-09-18 | -3.73 | 58 |
| 2025-01-22 | 2025-03-02 | -3.43 | 39 |
| 2022-07-08 | 2022-07-18 | -3.33 | 10 |
| 2024-04-01 | 2024-05-04 | -3.02 | 33 |
| 2025-01-07 | 2025-01-15 | -2.58 | 8 |
| 2022-07-20 | 2022-09-09 | -2.50 | 51 |
| Metric | /tmp/l6_daily_ | BTCUSD |
|---|---|---|
| Best Day | 5.12% | 11.89% |
| Worst Day | -3.81% | -15.42% |
| Best Week | 9.4% | 35.75% |
| Worst Week | -2.69% | -29.64% |
| Best Month | 14.32% | 43.77% |
| Worst Month | -2.12% | -37.12% |
| Best Year | 63.91% | 155.54% |
| Worst Year | 6.78% | -62.71% |
| Avg. Up Day | 0.68% | 2.31% |
| Avg. Down Day | -0.34% | -1.61% |
| Avg. Up Week | 2.08% | 7.46% |
| Avg. Down Week | -0.74% | -4.38% |
| Avg. Up Month | 4.9% | 14.73% |
| Avg. Down Month | -0.8% | -14.27% |
| Win Days % | 46.06% | 49.08% |
| Win Month % | 69.44% | 59.46% |
| Win Week % | 58.4% | 50.0% |
| Win Quarter % | 83.33% | 53.85% |
| Win Year % | 100.0% | 50.0% |