| Metric | /tmp/max.btc.uniq_ | BTCUSD |
|---|---|---|
| Time in Market | 89.0% | 100.0% |
| Cumulative Return | 95.73% | 136.16% |
| Max Drawdown | -40.09% | -67.18% |
| Sharpe | 0.49 | 0.39 |
| Sortino | 0.55 | 0.56 |
| Payoff Ratio | 1.3 | 1.11 |
| Profit Factor | 1.22 | 1.07 |
| Common Sense Ratio | 1.55 | 1.04 |
| CPC Index | 0.78 | 0.6 |
| Tail Ratio | 1.28 | 0.97 |
| Outlier Win Ratio | 15.87 | 3.14 |
| Outlier Loss Ratio | 14.21 | 2.87 |
| Volatility (ann.) | 12.83% | 26.68% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.59 | 0.46 |
| Skew | -39.91 | 0.18 |
| Kurtosis | 2306.02 | 6.23 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.74% | 2.23% |
| Expected Yearly % | 18.28% | 23.97% |
| Kelly Criterion | 9.93% | 6.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.09% | -2.27% |
| Expected Shortfall (cVaR) | -1.09% | -2.27% |
| Year | BTCUSD | /tmp/max.btc.uniq_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 7.85 | -0.14 | + |
| 2023 | 155.54 | 58.87 | 0.38 | - |
| 2024 | 121.00 | 85.46 | 0.71 | - |
| 2025 | -6.45 | -38.41 | 5.95 | - |
| Metric | /tmp/max.btc.uniq_ | BTCUSD |
|---|---|---|
| MTD | -37.21% | 3.6% |
| 3M | -38.63% | -11.42% |
| 6M | -18.21% | 35.88% |
| YTD | -38.41% | -6.45% |
| 1Y | -2.68% | 24.76% |
| 3Y (ann.) | 23.18% | 25.14% |
| 5Y (ann.) | 23.62% | 31.17% |
| Metric | /tmp/max.btc.uniq_ | BTCUSD |
|---|---|---|
| Max Drawdown | -40.09% | -67.18% |
| Longest DD Days | 157.0 | 683.0 |
| Avg. Drawdown | -1.21% | -6.47% |
| Avg. Drawdown Days | 7.0 | 31.0 |
| Recovery Factor | 2.39 | 2.03 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-21 | 2025-03-27 | -40.09 | 64 |
| 2022-05-31 | 2022-07-28 | -8.44 | 57 |
| 2022-08-08 | 2023-01-13 | -7.67 | 157 |
| 2024-01-11 | 2024-02-14 | -6.80 | 33 |
| 2023-06-23 | 2023-10-23 | -6.13 | 121 |
| 2024-05-21 | 2024-07-15 | -5.43 | 55 |
| 2023-04-14 | 2023-06-20 | -4.94 | 67 |
| 2024-12-17 | 2025-01-20 | -4.15 | 34 |
| 2024-03-11 | 2024-03-25 | -4.09 | 13 |
| 2024-03-05 | 2024-03-08 | -4.03 | 3 |
| Metric | /tmp/max.btc.uniq_ | BTCUSD |
|---|---|---|
| Best Day | 6.24% | 9.33% |
| Worst Day | -38.32% | -9.32% |
| Best Week | 13.35% | 35.75% |
| Worst Week | -37.67% | -29.64% |
| Best Month | 27.49% | 43.77% |
| Worst Month | -37.21% | -37.12% |
| Best Year | 85.46% | 155.54% |
| Worst Year | -38.41% | -55.3% |
| Avg. Up Day | 0.22% | 0.95% |
| Avg. Down Day | -0.17% | -0.86% |
| Avg. Up Week | 2.28% | 6.75% |
| Avg. Down Week | -0.87% | -4.62% |
| Avg. Up Month | 6.79% | 15.07% |
| Avg. Down Month | -2.12% | -13.06% |
| Win Days % | 49.02% | 51.1% |
| Win Month % | 66.67% | 61.54% |
| Win Week % | 55.03% | 49.7% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |