| Metric | grep.f_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 68.0% | 100.0% |
| Cumulative Return | 177.83% | 276.44% |
| Max Drawdown | -7.96% | -35.53% |
| Sharpe | 2.62 | 1.23 |
| Sortino | 5.4 | 1.91 |
| Payoff Ratio | 1.74 | 1.46 |
| Profit Factor | 1.72 | 1.21 |
| Common Sense Ratio | 3.01 | 1.46 |
| CPC Index | 1.5 | 0.87 |
| Tail Ratio | 1.75 | 1.21 |
| Outlier Win Ratio | 15.86 | 3.07 |
| Outlier Loss Ratio | 8.79 | 2.39 |
| Volatility (ann.) | 14.95% | 50.4% |
| R^2 | 0.09 | 0.09 |
| Calmar | 5.82 | 1.8 |
| Skew | 2.17 | 0.27 |
| Kurtosis | 14.56 | 3.56 |
| Expected Daily % | 0.1% | 0.14% |
| Expected Monthly % | 3.14% | 4.1% |
| Expected Yearly % | 29.11% | 39.29% |
| Kelly Criterion | 21.33% | 14.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -4.17% |
| Expected Shortfall (cVaR) | -1.18% | -4.17% |
| Year | BTCUSD | grep.f_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -28.83 | 1.06 | -0.04 | + |
| 2023 | 155.54 | 42.86 | 0.28 | - |
| 2024 | 121.00 | 88.02 | 0.73 | - |
| 2025 | -6.34 | 2.34 | -0.37 | + |
| Metric | grep.f_daily_ | BTCUSD |
|---|---|---|
| MTD | 1.84% | 3.72% |
| 3M | 1.82% | -8.05% |
| 6M | 37.69% | 37.53% |
| YTD | 2.34% | -6.34% |
| 1Y | 51.84% | 30.1% |
| 3Y (ann.) | 46.37% | 63.92% |
| 5Y (ann.) | 46.37% | 63.92% |
| Metric | grep.f_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -7.96% | -35.53% |
| Longest DD Days | 151.0 | 231.0 |
| Avg. Drawdown | -1.39% | -6.49% |
| Avg. Drawdown Days | 13.0 | 21.0 |
| Recovery Factor | 22.33 | 7.78 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-14 | 2023-01-12 | -7.96 | 151 |
| 2023-07-14 | 2023-10-24 | -6.11 | 102 |
| 2023-05-30 | 2023-06-22 | -4.34 | 23 |
| 2024-05-22 | 2024-07-20 | -4.02 | 59 |
| 2022-07-21 | 2022-07-29 | -4.01 | 8 |
| 2024-08-26 | 2024-09-20 | -3.76 | 25 |
| 2023-02-24 | 2023-03-13 | -3.50 | 17 |
| 2023-12-10 | 2024-02-09 | -3.32 | 61 |
| 2024-04-01 | 2024-05-16 | -3.01 | 45 |
| 2025-01-23 | 2025-03-25 | -2.93 | 61 |
| Metric | grep.f_daily_ | BTCUSD |
|---|---|---|
| Best Day | 6.71% | 11.89% |
| Worst Day | -4.8% | -14.33% |
| Best Week | 12.83% | 35.75% |
| Worst Week | -3.94% | -19.4% |
| Best Month | 27.94% | 43.77% |
| Worst Month | -4.11% | -17.69% |
| Best Year | 88.02% | 155.54% |
| Worst Year | 1.06% | -28.83% |
| Avg. Up Day | 0.75% | 2.31% |
| Avg. Down Day | -0.43% | -1.58% |
| Avg. Up Week | 2.6% | 7.05% |
| Avg. Down Week | -0.85% | -4.16% |
| Avg. Up Month | 6.72% | 15.29% |
| Avg. Down Month | -1.41% | -9.21% |
| Win Days % | 50.0% | 49.39% |
| Win Month % | 63.64% | 63.64% |
| Win Week % | 53.08% | 51.39% |
| Win Quarter % | 72.73% | 54.55% |
| Win Year % | 100.0% | 50.0% |