| Metric | 1_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 77.0% | 100.0% |
| Cumulative Return | 155.39% | 129.5% |
| Max Drawdown | -17.97% | -66.89% |
| Sharpe | 1.19 | 0.75 |
| Sortino | 2.01 | 1.13 |
| Payoff Ratio | 1.29 | 1.19 |
| Profit Factor | 1.28 | 1.12 |
| Common Sense Ratio | 1.75 | 1.19 |
| CPC Index | 0.79 | 0.69 |
| Tail Ratio | 1.36 | 1.06 |
| Outlier Win Ratio | 10.6 | 3.64 |
| Outlier Loss Ratio | 7.12 | 3.03 |
| Volatility (ann.) | 28.28% | 55.05% |
| R^2 | 0.42 | 0.42 |
| Calmar | 1.93 | 0.45 |
| Skew | 1.22 | 0.23 |
| Kurtosis | 11.42 | 3.51 |
| Expected Daily % | 0.08% | 0.07% |
| Expected Monthly % | 2.43% | 2.15% |
| Expected Yearly % | 26.42% | 23.08% |
| Kelly Criterion | 7.44% | 10.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.34% | -4.63% |
| Expected Shortfall (cVaR) | -2.34% | -4.63% |
| Year | BTCUSD | 1_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.61 | -3.24 | 0.06 | + |
| 2023 | 154.85 | 55.28 | 0.36 | - |
| 2024 | 119.18 | 85.15 | 0.71 | - |
| 2025 | -5.31 | -8.19 | 1.54 | - |
| Metric | 1_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.11% | 9.63% |
| 3M | -8.19% | -8.34% |
| 6M | 16.38% | 37.33% |
| YTD | -8.19% | -5.31% |
| 1Y | 28.77% | 29.94% |
| 3Y (ann.) | 36.1% | 25.65% |
| 5Y (ann.) | 34.63% | 30.14% |
| Metric | 1_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -17.97% | -66.89% |
| Longest DD Days | 222.0 | 683.0 |
| Avg. Drawdown | -4.31% | -9.77% |
| Avg. Drawdown Days | 29.0 | 62.0 |
| Recovery Factor | 8.65 | 1.94 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-30 | 2022-09-13 | -17.97 | 167 |
| 2024-12-18 | 2025-03-26 | -16.98 | 98 |
| 2022-09-14 | 2023-01-14 | -16.64 | 122 |
| 2023-03-25 | 2023-11-02 | -15.29 | 222 |
| 2022-02-09 | 2022-03-28 | -12.55 | 47 |
| 2023-12-10 | 2024-02-11 | -11.85 | 63 |
| 2024-05-22 | 2024-07-20 | -10.26 | 59 |
| 2024-03-15 | 2024-05-21 | -9.74 | 67 |
| 2024-08-26 | 2024-09-27 | -8.65 | 32 |
| 2023-01-25 | 2023-03-18 | -5.50 | 52 |
| Metric | 1_daily_ | BTCUSD |
|---|---|---|
| Best Day | 10.93% | 14.21% |
| Worst Day | -9.3% | -14.67% |
| Best Week | 15.41% | 28.96% |
| Worst Week | -7.76% | -30.92% |
| Best Month | 34.95% | 45.57% |
| Worst Month | -12.6% | -36.86% |
| Best Year | 85.15% | 154.85% |
| Worst Year | -8.19% | -56.61% |
| Avg. Up Day | 1.17% | 2.14% |
| Avg. Down Day | -0.91% | -1.8% |
| Avg. Up Week | 4.05% | 6.88% |
| Avg. Down Week | -2.34% | -5.15% |
| Avg. Up Month | 11.02% | 17.79% |
| Avg. Down Month | -4.45% | -11.18% |
| Win Days % | 47.9% | 51.52% |
| Win Month % | 51.28% | 56.41% |
| Win Week % | 46.75% | 52.98% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |