| Metric | /tmp/11383432.v_ | BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 56.44% | 144.65% |
| Max Drawdown | -9.28% | -67.18% |
| Sharpe | 0.63 | 0.4 |
| Sortino | 1.07 | 0.58 |
| Payoff Ratio | 1.36 | 1.19 |
| Profit Factor | 1.35 | 1.07 |
| Common Sense Ratio | 1.1 | 1.05 |
| CPC Index | 0.86 | 0.65 |
| Tail Ratio | 0.82 | 0.98 |
| Outlier Win Ratio | 65.41 | 3.04 |
| Outlier Loss Ratio | 6.21 | 2.82 |
| Volatility (ann.) | 5.9% | 26.77% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.63 | 0.48 |
| Skew | 3.45 | 0.18 |
| Kurtosis | 74.76 | 6.15 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.15% | 2.32% |
| Expected Yearly % | 11.84% | 25.07% |
| Kelly Criterion | 7.38% | 9.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -2.28% |
| Expected Shortfall (cVaR) | -0.5% | -2.28% |
| Year | BTCUSD | /tmp/11383432.v_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 26.02 | -0.48 | + |
| 2023 | 155.54 | -0.64 | -0.00 | - |
| 2024 | 121.00 | 25.45 | 0.21 | - |
| 2025 | -6.45 | -0.41 | 0.06 | + |
| Metric | /tmp/11383432.v_ | BTCUSD |
|---|---|---|
| MTD | -0.4% | 3.6% |
| 3M | -0.41% | -11.42% |
| 6M | 1.02% | 35.88% |
| YTD | -0.41% | -6.45% |
| 1Y | 11.2% | 24.76% |
| 3Y (ann.) | 16.7% | 25.14% |
| 5Y (ann.) | 15.15% | 32.58% |
| Metric | /tmp/11383432.v_ | BTCUSD |
|---|---|---|
| Max Drawdown | -9.28% | -67.18% |
| Longest DD Days | 295.0 | 683.0 |
| Avg. Drawdown | -1.73% | -6.09% |
| Avg. Drawdown Days | 23.0 | 28.0 |
| Recovery Factor | 6.08 | 2.15 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-28 | 2025-03-27 | -9.28 | 57 |
| 2023-04-21 | 2024-02-11 | -6.33 | 295 |
| 2024-12-19 | 2025-01-27 | -6.04 | 39 |
| 2024-05-27 | 2024-08-21 | -5.79 | 86 |
| 2022-09-20 | 2023-01-04 | -4.94 | 106 |
| 2022-02-16 | 2022-05-30 | -4.75 | 103 |
| 2024-03-11 | 2024-05-03 | -4.11 | 52 |
| 2022-08-14 | 2022-09-19 | -3.50 | 36 |
| 2022-07-20 | 2022-07-28 | -3.35 | 8 |
| 2022-07-05 | 2022-07-06 | -2.61 | 1 |
| Metric | /tmp/11383432.v_ | BTCUSD |
|---|---|---|
| Best Day | 5.12% | 9.33% |
| Worst Day | -3.67% | -9.32% |
| Best Week | 8.25% | 35.75% |
| Worst Week | -5.51% | -29.64% |
| Best Month | 18.12% | 43.77% |
| Worst Month | -6.14% | -37.12% |
| Best Year | 26.02% | 155.54% |
| Worst Year | -0.64% | -53.69% |
| Avg. Up Day | 0.62% | 0.97% |
| Avg. Down Day | -0.46% | -0.81% |
| Avg. Up Week | 2.32% | 6.5% |
| Avg. Down Week | -1.23% | -6.16% |
| Avg. Up Month | 3.74% | 17.15% |
| Avg. Down Month | -1.93% | -14.72% |
| Win Days % | 46.63% | 51.1% |
| Win Month % | 52.63% | 61.54% |
| Win Week % | 53.41% | 49.7% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |