| Metric | /tmp/l7_ | BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 332.04% | 101.83% |
| Max Drawdown | -18.81% | -67.18% |
| Sharpe | 0.93 | 0.34 |
| Sortino | 1.5 | 0.5 |
| Payoff Ratio | 1.27 | 1.21 |
| Profit Factor | 1.3 | 1.06 |
| Common Sense Ratio | 1.72 | 1.03 |
| CPC Index | 0.82 | 0.65 |
| Tail Ratio | 1.32 | 0.98 |
| Outlier Win Ratio | 19.57 | 4.04 |
| Outlier Loss Ratio | 5.28 | 3.57 |
| Volatility (ann.) | 13.59% | 26.57% |
| R^2 | 0.29 | 0.29 |
| Calmar | 3.18 | 0.38 |
| Skew | 1.24 | 0.16 |
| Kurtosis | 25.71 | 6.3 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.93% | 1.87% |
| Expected Yearly % | 44.17% | 19.19% |
| Kelly Criterion | 9.87% | 10.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -2.26% |
| Expected Shortfall (cVaR) | -1.14% | -2.26% |
| Year | BTCUSD | /tmp/l7_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.44 | 23.05 | -0.38 | + |
| 2023 | 155.54 | 66.97 | 0.43 | - |
| 2024 | 121.00 | 117.38 | 0.97 | - |
| 2025 | -7.32 | -3.26 | 0.45 | + |
| Metric | /tmp/l7_ | BTCUSD |
|---|---|---|
| MTD | 3.65% | 2.63% |
| 3M | -3.26% | -12.25% |
| 6M | 37.03% | 34.61% |
| YTD | -3.26% | -7.32% |
| 1Y | 66.16% | 23.79% |
| 3Y (ann.) | 59.54% | 24.94% |
| 5Y (ann.) | 59.83% | 25.24% |
| Metric | /tmp/l7_ | BTCUSD |
|---|---|---|
| Max Drawdown | -18.81% | -67.18% |
| Longest DD Days | 124.0 | 683.0 |
| Avg. Drawdown | -2.74% | -6.99% |
| Avg. Drawdown Days | 14.0 | 36.0 |
| Recovery Factor | 17.65 | 1.52 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2022-07-28 | -18.81 | 57 |
| 2022-09-13 | 2023-01-11 | -18.07 | 120 |
| 2023-03-22 | 2023-06-21 | -13.91 | 90 |
| 2023-12-09 | 2024-02-09 | -12.42 | 62 |
| 2023-06-23 | 2023-10-24 | -12.29 | 122 |
| 2024-11-22 | 2025-03-26 | -11.64 | 124 |
| 2024-08-24 | 2024-09-19 | -7.17 | 26 |
| 2022-03-29 | 2022-05-30 | -6.81 | 61 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-07-22 | 2024-08-20 | -6.01 | 29 |
| Metric | /tmp/l7_ | BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -7.73% | -29.64% |
| Best Month | 42.48% | 43.77% |
| Worst Month | -11.18% | -37.12% |
| Best Year | 117.38% | 155.54% |
| Worst Year | -3.26% | -61.44% |
| Avg. Up Day | 0.79% | 0.93% |
| Avg. Down Day | -0.62% | -0.77% |
| Avg. Up Week | 5.29% | 7.79% |
| Avg. Down Week | -2.56% | -5.56% |
| Avg. Up Month | 12.02% | 16.16% |
| Avg. Down Month | -3.93% | -12.23% |
| Win Days % | 49.54% | 51.09% |
| Win Month % | 60.0% | 60.53% |
| Win Week % | 55.67% | 48.5% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |