| Metric | /tmp/l9_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 361.54% | 102.63% |
| Max Drawdown | -18.99% | -66.79% |
| Sharpe | 1.65 | 0.7 |
| Sortino | 2.83 | 1.02 |
| Payoff Ratio | 1.5 | 1.11 |
| Profit Factor | 1.53 | 1.11 |
| Common Sense Ratio | 2.06 | 1.26 |
| CPC Index | 1.11 | 0.61 |
| Tail Ratio | 1.34 | 1.13 |
| Outlier Win Ratio | 14.99 | 4.05 |
| Outlier Loss Ratio | 4.59 | 3.44 |
| Volatility (ann.) | 33.79% | 53.66% |
| R^2 | 0.43 | 0.43 |
| Calmar | 3.4 | 0.39 |
| Skew | 1.14 | -0.09 |
| Kurtosis | 15.56 | 3.94 |
| Expected Daily % | 0.14% | 0.06% |
| Expected Monthly % | 4.11% | 1.88% |
| Expected Yearly % | 46.57% | 19.31% |
| Kelly Criterion | 13.83% | 3.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.76% | -4.52% |
| Expected Shortfall (cVaR) | -2.76% | -4.52% |
| Year | BTCUSD | /tmp/l9_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | -1.98 | 0.03 | + |
| 2023 | 155.54 | 164.99 | 1.06 | + |
| 2024 | 121.00 | 86.12 | 0.71 | - |
| 2025 | -6.25 | -4.53 | 0.73 | + |
| Metric | /tmp/l9_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.8% | 3.83% |
| 3M | -5.66% | -9.98% |
| 6M | 37.41% | 38.13% |
| YTD | -4.53% | -6.25% |
| 1Y | 78.0% | 36.76% |
| 3Y (ann.) | 66.42% | 26.8% |
| 5Y (ann.) | 64.61% | 25.88% |
| Metric | /tmp/l9_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -18.99% | -66.79% |
| Longest DD Days | 151.0 | 682.0 |
| Avg. Drawdown | -3.44% | -10.19% |
| Avg. Drawdown Days | 17.0 | 60.0 |
| Recovery Factor | 19.04 | 1.54 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-22 | 2023-01-20 | -18.99 | 151 |
| 2024-11-23 | 2025-03-24 | -16.96 | 121 |
| 2024-03-12 | 2024-04-20 | -14.15 | 39 |
| 2024-01-09 | 2024-03-11 | -13.29 | 62 |
| 2024-07-02 | 2024-07-15 | -11.10 | 13 |
| 2023-08-30 | 2023-10-23 | -8.79 | 54 |
| 2022-05-16 | 2022-06-19 | -8.39 | 34 |
| 2024-07-22 | 2024-08-08 | -8.17 | 17 |
| 2023-06-07 | 2023-06-20 | -7.78 | 13 |
| 2023-01-30 | 2023-02-15 | -7.25 | 16 |
| Metric | /tmp/l9_daily_ | BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -14.33% | -15.42% |
| Best Week | 23.54% | 35.75% |
| Worst Week | -8.27% | -29.64% |
| Best Month | 33.26% | 43.77% |
| Worst Month | -10.99% | -37.12% |
| Best Year | 164.99% | 155.54% |
| Worst Year | -4.53% | -61.73% |
| Avg. Up Day | 2.2% | 2.37% |
| Avg. Down Day | -1.47% | -2.14% |
| Avg. Up Week | 5.83% | 7.25% |
| Avg. Down Week | -2.39% | -5.02% |
| Avg. Up Month | 13.27% | 15.39% |
| Avg. Down Month | -4.54% | -10.3% |
| Win Days % | 48.37% | 49.15% |
| Win Month % | 66.67% | 59.46% |
| Win Week % | 56.04% | 50.0% |
| Win Quarter % | 66.67% | 53.85% |
| Win Year % | 50.0% | 50.0% |