| Metric | /tmp/405865_var_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 57.07% | 27.92% |
| Max Drawdown | -11.68% | -28.38% |
| Sharpe | 1.11 | 0.42 |
| Sortino | 1.91 | 0.6 |
| Payoff Ratio | 1.42 | 1.31 |
| Profit Factor | 1.39 | 1.07 |
| Common Sense Ratio | 2.08 | 0.99 |
| CPC Index | 0.94 | 0.72 |
| Tail Ratio | 1.49 | 0.93 |
| Outlier Win Ratio | 20.08 | 3.76 |
| Outlier Loss Ratio | 4.5 | 3.07 |
| Volatility (ann.) | 13.23% | 26.18% |
| R^2 | 0.28 | 0.28 |
| Calmar | 6.32 | 1.24 |
| Skew | 2.27 | 0.13 |
| Kurtosis | 29.02 | 6.48 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.62% | 2.49% |
| Expected Yearly % | 25.33% | 13.1% |
| Kelly Criterion | 11.12% | 14.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.1% | -2.22% |
| Expected Shortfall (cVaR) | -1.1% | -2.22% |
| Year | BTCUSD | /tmp/405865_var_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 63.53 | 1.67 | + |
| 2025 | -7.32 | -3.95 | 0.54 | + |
| Metric | /tmp/405865_var_fwd_ | BTCUSD |
|---|---|---|
| MTD | 3.82% | 2.63% |
| 3M | -3.95% | -12.25% |
| 6M | 37.73% | 34.61% |
| YTD | -3.95% | -7.32% |
| 1Y | 57.07% | 27.92% |
| 3Y (ann.) | 73.85% | 35.2% |
| 5Y (ann.) | 73.85% | 35.2% |
| Metric | /tmp/405865_var_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -11.68% | -28.38% |
| Longest DD Days | 78.0 | 144.0 |
| Avg. Drawdown | -2.34% | -4.56% |
| Avg. Drawdown Days | 8.0 | 12.0 |
| Recovery Factor | 4.89 | 0.98 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-03-26 | -11.68 | 78 |
| 2024-08-26 | 2024-09-20 | -8.85 | 24 |
| 2024-07-22 | 2024-08-22 | -6.01 | 31 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-10-21 | 2024-11-06 | -4.92 | 16 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-09-20 | 2024-09-24 | -1.74 | 4 |
| 2024-09-25 | 2024-09-26 | -1.74 | 1 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| Metric | /tmp/405865_var_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -7.85% | -12.33% |
| Best Month | 43.64% | 37.42% |
| Worst Month | -7.06% | -17.69% |
| Best Year | 63.53% | 38.02% |
| Worst Year | -3.95% | -7.32% |
| Avg. Up Day | 0.94% | 1.08% |
| Avg. Down Day | -0.66% | -0.82% |
| Avg. Up Week | 5.36% | 7.66% |
| Avg. Down Week | -3.59% | -6.23% |
| Avg. Up Month | 16.4% | 12.63% |
| Avg. Down Month | -2.02% | -13.21% |
| Win Days % | 47.91% | 51.34% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 68.18% | 52.27% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 50.0% | 50.0% |