| Metric | /tmp/12418133_3_ | BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 193.24% | 193.02% |
| Max Drawdown | -11.48% | -50.41% |
| Sharpe | 1.89 | 0.98 |
| Sortino | 4.03 | 1.47 |
| Payoff Ratio | 2.03 | 1.71 |
| Profit Factor | 1.89 | 1.16 |
| Common Sense Ratio | 3.53 | 1.39 |
| CPC Index | 1.77 | 0.97 |
| Tail Ratio | 1.86 | 1.19 |
| Outlier Win Ratio | 25.58 | 3.38 |
| Outlier Loss Ratio | 5.81 | 2.83 |
| Volatility (ann.) | 21.01% | 52.51% |
| R^2 | 0.21 | 0.21 |
| Calmar | 3.98 | 0.9 |
| Skew | 3.3 | 0.06 |
| Kurtosis | 25.92 | 3.82 |
| Expected Daily % | 0.1% | 0.1% |
| Expected Monthly % | 3.12% | 3.12% |
| Expected Yearly % | 30.86% | 30.83% |
| Kelly Criterion | 19.57% | 19.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.7% | -4.38% |
| Expected Shortfall (cVaR) | -1.7% | -4.38% |
| Year | BTCUSD | /tmp/12418133_3_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -44.60 | 23.56 | -0.53 | + |
| 2023 | 155.54 | 23.41 | 0.15 | - |
| 2024 | 121.00 | 76.02 | 0.63 | - |
| 2025 | -6.34 | 9.26 | -1.46 | + |
| Metric | /tmp/12418133_3_ | BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | 8.65% | -8.05% |
| 6M | 9.64% | 37.53% |
| YTD | 9.26% | -6.34% |
| 1Y | 43.05% | 30.1% |
| 3Y (ann.) | 45.66% | 45.62% |
| 5Y (ann.) | 45.66% | 45.62% |
| Metric | /tmp/12418133_3_ | BTCUSD |
|---|---|---|
| Max Drawdown | -11.48% | -50.41% |
| Longest DD Days | 250.0 | 509.0 |
| Avg. Drawdown | -2.79% | -7.46% |
| Avg. Drawdown Days | 22.0 | 36.0 |
| Recovery Factor | 16.83 | 3.83 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-15 | 2023-12-21 | -11.48 | 250 |
| 2022-07-20 | 2022-09-09 | -10.17 | 51 |
| 2022-07-08 | 2022-07-18 | -10.10 | 10 |
| 2025-01-07 | 2025-01-17 | -9.52 | 10 |
| 2024-05-21 | 2024-09-10 | -5.79 | 112 |
| 2024-05-06 | 2024-05-15 | -5.11 | 9 |
| 2022-10-27 | 2022-11-10 | -4.41 | 14 |
| 2023-12-23 | 2024-01-01 | -4.29 | 9 |
| 2024-03-12 | 2024-05-03 | -4.17 | 52 |
| 2024-09-14 | 2024-09-18 | -3.86 | 4 |
| Metric | /tmp/12418133_3_ | BTCUSD |
|---|---|---|
| Best Day | 10.38% | 11.89% |
| Worst Day | -5.22% | -15.42% |
| Best Week | 22.83% | 35.75% |
| Worst Week | -7.54% | -29.64% |
| Best Month | 18.17% | 43.77% |
| Worst Month | -2.73% | -37.12% |
| Best Year | 76.02% | 155.54% |
| Worst Year | 9.26% | -44.6% |
| Avg. Up Day | 1.84% | 2.43% |
| Avg. Down Day | -0.91% | -1.42% |
| Avg. Up Week | 5.06% | 7.62% |
| Avg. Down Week | -2.02% | -4.44% |
| Avg. Up Month | 7.88% | 16.73% |
| Avg. Down Month | -0.54% | -13.68% |
| Win Days % | 46.13% | 49.19% |
| Win Month % | 68.0% | 62.86% |
| Win Week % | 61.02% | 50.98% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 100.0% | 50.0% |