| Metric | /home/ubuntu/l.all_ | BTCUSD |
|---|---|---|
| Time in Market | 90.0% | 100.0% |
| Cumulative Return | 148.05% | 120.44% |
| Max Drawdown | -28.19% | -67.18% |
| Sharpe | 0.72 | 0.37 |
| Sortino | 0.91 | 0.54 |
| Payoff Ratio | 1.3 | 1.11 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.49 | 1.04 |
| CPC Index | 0.79 | 0.6 |
| Tail Ratio | 1.2 | 0.98 |
| Outlier Win Ratio | 14.58 | 3.38 |
| Outlier Loss Ratio | 13.68 | 3.06 |
| Volatility (ann.) | 11.08% | 26.59% |
| R^2 | 0.22 | 0.22 |
| Calmar | 1.21 | 0.43 |
| Skew | -18.7 | 0.17 |
| Kurtosis | 878.61 | 6.33 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.42% | 2.1% |
| Expected Yearly % | 25.5% | 21.85% |
| Kelly Criterion | 9.59% | 6.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.26% |
| Expected Shortfall (cVaR) | -0.93% | -2.26% |
| Year | BTCUSD | /home/ubuntu/l.all_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.88 | 10.42 | -0.18 | + |
| 2023 | 155.54 | 60.46 | 0.39 | - |
| 2024 | 121.00 | 91.74 | 0.76 | - |
| 2025 | -7.32 | -26.98 | 3.68 | - |
| Metric | /home/ubuntu/l.all_ | BTCUSD |
|---|---|---|
| MTD | -24.96% | 2.63% |
| 3M | -27.16% | -12.25% |
| 6M | -1.3% | 34.61% |
| YTD | -26.98% | -7.32% |
| 1Y | 16.98% | 23.79% |
| 3Y (ann.) | 33.8% | 24.94% |
| 5Y (ann.) | 34.14% | 29.12% |
| Metric | /home/ubuntu/l.all_ | BTCUSD |
|---|---|---|
| Max Drawdown | -28.19% | -67.18% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -1.51% | -6.96% |
| Avg. Drawdown Days | 9.0 | 34.0 |
| Recovery Factor | 5.25 | 1.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-03-26 | -28.19 | 65 |
| 2022-09-13 | 2023-01-12 | -10.12 | 121 |
| 2022-05-31 | 2022-07-28 | -9.89 | 57 |
| 2023-06-23 | 2023-10-23 | -7.98 | 122 |
| 2024-01-11 | 2024-02-12 | -7.42 | 32 |
| 2023-03-22 | 2023-06-20 | -6.86 | 90 |
| 2024-05-21 | 2024-07-16 | -5.61 | 56 |
| 2024-12-17 | 2025-01-20 | -5.16 | 34 |
| 2024-03-05 | 2024-03-08 | -4.75 | 3 |
| 2023-12-09 | 2024-01-08 | -4.52 | 29 |
| Metric | /home/ubuntu/l.all_ | BTCUSD |
|---|---|---|
| Best Day | 6.64% | 9.33% |
| Worst Day | -25.78% | -9.32% |
| Best Week | 15.08% | 35.75% |
| Worst Week | -25.11% | -29.64% |
| Best Month | 31.79% | 43.77% |
| Worst Month | -24.96% | -37.12% |
| Best Year | 91.74% | 155.54% |
| Worst Year | -26.98% | -57.88% |
| Avg. Up Day | 0.26% | 0.95% |
| Avg. Down Day | -0.2% | -0.86% |
| Avg. Up Week | 2.67% | 6.87% |
| Avg. Down Week | -0.97% | -4.76% |
| Avg. Up Month | 7.95% | 15.53% |
| Avg. Down Month | -2.55% | -12.23% |
| Win Days % | 48.95% | 51.14% |
| Win Month % | 65.79% | 60.53% |
| Win Week % | 53.33% | 49.09% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |