| Metric | /home/ubuntu/l.all_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | 236.98% | 120.83% |
| Max Drawdown | -9.82% | -66.89% |
| Sharpe | 2.46 | 0.74 |
| Sortino | 4.8 | 1.11 |
| Payoff Ratio | 1.63 | 1.13 |
| Profit Factor | 1.67 | 1.12 |
| Common Sense Ratio | 2.92 | 1.18 |
| CPC Index | 1.35 | 0.65 |
| Tail Ratio | 1.75 | 1.06 |
| Outlier Win Ratio | 11.02 | 3.03 |
| Outlier Loss Ratio | 14.12 | 2.47 |
| Volatility (ann.) | 16.52% | 54.8% |
| R^2 | 0.37 | 0.37 |
| Calmar | 4.91 | 0.44 |
| Skew | 2.02 | 0.2 |
| Kurtosis | 15.26 | 3.55 |
| Expected Daily % | 0.11% | 0.07% |
| Expected Monthly % | 3.25% | 2.11% |
| Expected Yearly % | 35.49% | 21.9% |
| Kelly Criterion | 18.79% | 8.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -4.61% |
| Expected Shortfall (cVaR) | -1.31% | -4.61% |
| Year | BTCUSD | /home/ubuntu/l.all_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.83 | 10.43 | -0.18 | + |
| 2023 | 154.85 | 60.43 | 0.39 | - |
| 2024 | 119.18 | 91.61 | 0.77 | - |
| 2025 | -6.26 | -0.73 | 0.12 | + |
| Metric | /home/ubuntu/l.all_daily_ | BTCUSD |
|---|---|---|
| MTD | 2.18% | 8.53% |
| 3M | -0.84% | -9.8% |
| 6M | 35.77% | 37.7% |
| YTD | -0.73% | -6.26% |
| 1Y | 61.08% | 34.78% |
| 3Y (ann.) | 48.9% | 26.26% |
| 5Y (ann.) | 48.16% | 29.22% |
| Metric | /home/ubuntu/l.all_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -9.82% | -66.89% |
| Longest DD Days | 121.0 | 683.0 |
| Avg. Drawdown | -1.6% | -10.13% |
| Avg. Drawdown Days | 16.0 | 64.0 |
| Recovery Factor | 24.14 | 1.81 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-14 | 2023-01-13 | -9.82 | 121 |
| 2022-06-02 | 2022-07-28 | -8.88 | 56 |
| 2023-06-26 | 2023-10-24 | -6.86 | 120 |
| 2024-01-09 | 2024-02-13 | -6.85 | 35 |
| 2023-04-15 | 2023-06-21 | -5.76 | 67 |
| 2024-05-22 | 2024-07-17 | -5.26 | 56 |
| 2024-12-18 | 2025-03-25 | -4.07 | 97 |
| 2024-08-25 | 2024-09-19 | -3.85 | 25 |
| 2022-03-03 | 2022-03-26 | -3.72 | 23 |
| 2023-12-10 | 2024-01-08 | -3.56 | 29 |
| Metric | /home/ubuntu/l.all_daily_ | BTCUSD |
|---|---|---|
| Best Day | 6.93% | 14.21% |
| Worst Day | -5.08% | -14.67% |
| Best Week | 13.07% | 28.96% |
| Worst Week | -4.62% | -30.92% |
| Best Month | 31.68% | 45.57% |
| Worst Month | -6.76% | -36.86% |
| Best Year | 91.61% | 154.85% |
| Worst Year | -0.73% | -57.83% |
| Avg. Up Day | 0.65% | 2.21% |
| Avg. Down Day | -0.4% | -1.96% |
| Avg. Up Week | 2.4% | 6.21% |
| Avg. Down Week | -0.95% | -4.77% |
| Avg. Up Month | 8.18% | 16.59% |
| Avg. Down Month | -2.12% | -13.06% |
| Win Days % | 49.64% | 51.68% |
| Win Month % | 63.16% | 55.26% |
| Win Week % | 53.94% | 53.33% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |