| Metric | /tmp/l8_ | BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 330.99% | 100.31% |
| Max Drawdown | -18.07% | -67.18% |
| Sharpe | 0.94 | 0.34 |
| Sortino | 1.52 | 0.5 |
| Payoff Ratio | 1.26 | 1.22 |
| Profit Factor | 1.31 | 1.06 |
| Common Sense Ratio | 1.69 | 1.03 |
| CPC Index | 0.83 | 0.66 |
| Tail Ratio | 1.29 | 0.98 |
| Outlier Win Ratio | 20.0 | 4.05 |
| Outlier Loss Ratio | 5.02 | 3.56 |
| Volatility (ann.) | 13.52% | 26.6% |
| R^2 | 0.29 | 0.29 |
| Calmar | 3.33 | 0.37 |
| Skew | 1.31 | 0.16 |
| Kurtosis | 25.92 | 6.3 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.92% | 1.84% |
| Expected Yearly % | 44.08% | 18.97% |
| Kelly Criterion | 10.64% | 10.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.13% | -2.27% |
| Expected Shortfall (cVaR) | -1.13% | -2.27% |
| Year | BTCUSD | /tmp/l8_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 21.28 | -0.34 | + |
| 2023 | 155.54 | 65.30 | 0.42 | - |
| 2024 | 121.00 | 120.48 | 1.00 | - |
| 2025 | -7.32 | -2.49 | 0.34 | + |
| Metric | /tmp/l8_ | BTCUSD |
|---|---|---|
| MTD | 3.08% | 2.63% |
| 3M | -2.49% | -12.25% |
| 6M | 38.37% | 34.61% |
| YTD | -2.49% | -7.32% |
| 1Y | 70.54% | 23.79% |
| 3Y (ann.) | 60.72% | 24.94% |
| 5Y (ann.) | 60.1% | 25.08% |
| Metric | /tmp/l8_ | BTCUSD |
|---|---|---|
| Max Drawdown | -18.07% | -67.18% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -2.91% | -7.49% |
| Avg. Drawdown Days | 14.0 | 37.0 |
| Recovery Factor | 18.32 | 1.49 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-12 | -18.07 | 120 |
| 2022-05-31 | 2022-07-28 | -17.04 | 57 |
| 2023-03-22 | 2023-06-21 | -13.81 | 90 |
| 2023-06-23 | 2023-10-24 | -12.59 | 122 |
| 2023-12-09 | 2024-02-11 | -12.32 | 64 |
| 2024-11-22 | 2025-01-20 | -10.49 | 58 |
| 2025-01-20 | 2025-03-26 | -8.68 | 65 |
| 2022-03-29 | 2022-05-30 | -6.81 | 61 |
| 2024-08-24 | 2024-09-19 | -6.45 | 26 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| Metric | /tmp/l8_ | BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -7.72% | -29.64% |
| Best Month | 42.0% | 43.77% |
| Worst Month | -11.21% | -37.12% |
| Best Year | 120.48% | 155.54% |
| Worst Year | -2.49% | -61.73% |
| Avg. Up Day | 0.82% | 0.92% |
| Avg. Down Day | -0.65% | -0.75% |
| Avg. Up Week | 5.15% | 7.73% |
| Avg. Down Week | -2.59% | -5.37% |
| Avg. Up Month | 13.4% | 17.67% |
| Avg. Down Month | -5.69% | -12.39% |
| Win Days % | 50.12% | 51.08% |
| Win Month % | 63.64% | 60.53% |
| Win Week % | 58.51% | 48.8% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |