| Metric | /tmp/11383432.v_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 55.98% | 148.74% |
| Max Drawdown | -8.34% | -66.89% |
| Sharpe | 1.28 | 0.8 |
| Sortino | 2.4 | 1.19 |
| Payoff Ratio | 1.65 | 1.39 |
| Profit Factor | 1.65 | 1.13 |
| Common Sense Ratio | 2.53 | 1.2 |
| CPC Index | 1.35 | 0.81 |
| Tail Ratio | 1.53 | 1.06 |
| Outlier Win Ratio | 53.36 | 2.95 |
| Outlier Loss Ratio | 6.58 | 2.38 |
| Volatility (ann.) | 11.43% | 55.07% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.81 | 0.5 |
| Skew | 2.46 | 0.22 |
| Kurtosis | 29.05 | 3.47 |
| Expected Daily % | 0.04% | 0.08% |
| Expected Monthly % | 1.15% | 2.36% |
| Expected Yearly % | 11.76% | 25.58% |
| Kelly Criterion | 18.96% | 17.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -4.62% |
| Expected Shortfall (cVaR) | -0.94% | -4.62% |
| Year | BTCUSD | /tmp/11383432.v_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -52.97 | 25.65 | -0.48 | + |
| 2023 | 154.85 | -0.85 | -0.01 | - |
| 2024 | 119.18 | 25.71 | 0.22 | - |
| 2025 | -5.31 | -0.41 | 0.08 | + |
| Metric | /tmp/11383432.v_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.4% | 9.63% |
| 3M | -0.41% | -8.34% |
| 6M | 2.1% | 37.33% |
| YTD | -0.41% | -5.31% |
| 1Y | 11.2% | 29.94% |
| 3Y (ann.) | 16.7% | 25.65% |
| 5Y (ann.) | 15.06% | 33.3% |
| Metric | /tmp/11383432.v_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -8.34% | -66.89% |
| Longest DD Days | 295.0 | 683.0 |
| Avg. Drawdown | -2.16% | -9.49% |
| Avg. Drawdown Days | 40.0 | 59.0 |
| Recovery Factor | 6.72 | 2.22 |
| Ulcer Index | 1.05 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-29 | 2025-03-26 | -8.34 | 56 |
| 2024-12-20 | 2025-01-28 | -5.87 | 39 |
| 2024-05-28 | 2024-08-22 | -5.79 | 86 |
| 2023-04-22 | 2024-02-11 | -5.71 | 295 |
| 2022-09-21 | 2023-01-04 | -4.63 | 105 |
| 2022-08-15 | 2022-09-20 | -3.41 | 36 |
| 2024-04-05 | 2024-05-03 | -3.05 | 28 |
| 2022-02-17 | 2022-05-30 | -3.01 | 102 |
| 2022-06-12 | 2022-07-05 | -2.32 | 23 |
| 2023-03-27 | 2023-04-14 | -2.13 | 18 |
| Metric | /tmp/11383432.v_daily_ | BTCUSD |
|---|---|---|
| Best Day | 5.03% | 14.21% |
| Worst Day | -5.09% | -14.67% |
| Best Week | 8.83% | 28.96% |
| Worst Week | -5.51% | -30.92% |
| Best Month | 18.03% | 45.57% |
| Worst Month | -6.14% | -36.86% |
| Best Year | 25.71% | 154.85% |
| Worst Year | -0.85% | -52.97% |
| Avg. Up Day | 1.32% | 2.42% |
| Avg. Down Day | -0.8% | -1.74% |
| Avg. Up Week | 2.19% | 6.07% |
| Avg. Down Week | -1.24% | -6.53% |
| Avg. Up Month | 3.97% | 17.96% |
| Avg. Down Month | -1.72% | -13.73% |
| Win Days % | 49.51% | 51.69% |
| Win Month % | 54.05% | 58.97% |
| Win Week % | 55.95% | 53.85% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |