| Metric | tmp/LEVER_BTC/buy_twap/build.uniq_ | BTCUSD |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 1,318.78% | 3,632.56% |
| Max Drawdown | -40.37% | -83.62% |
| Sharpe | 1.32 | 1.02 |
| Sortino | 2.12 | 1.52 |
| Payoff Ratio | 1.31 | 1.13 |
| Profit Factor | 1.32 | 1.17 |
| Common Sense Ratio | 1.72 | 1.28 |
| CPC Index | 0.85 | 0.68 |
| Tail Ratio | 1.3 | 1.09 |
| Outlier Win Ratio | 10.28 | 3.29 |
| Outlier Loss Ratio | 11.13 | 3.21 |
| Volatility (ann.) | 29.41% | 71.83% |
| R^2 | 0.51 | 0.51 |
| Calmar | 1.02 | 0.72 |
| Skew | 0.72 | -0.08 |
| Kurtosis | 11.55 | 7.3 |
| Expected Daily % | 0.09% | 0.13% |
| Expected Monthly % | 2.89% | 3.97% |
| Expected Yearly % | 34.27% | 49.51% |
| Kelly Criterion | 11.03% | 7.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.43% | -5.98% |
| Expected Shortfall (cVaR) | -2.43% | -5.98% |
| Year | BTCUSD | tmp/LEVER_BTC/buy_twap/build.uniq_ | Multiplier | Won |
|---|---|---|---|---|
| 2017 | 529.05 | 35.79 | 0.07 | - |
| 2018 | -73.42 | -14.82 | 0.20 | + |
| 2019 | 94.27 | 26.58 | 0.28 | - |
| 2020 | 304.42 | 178.71 | 0.59 | - |
| 2021 | 59.34 | 29.96 | 0.50 | - |
| 2022 | -64.22 | -27.06 | 0.42 | + |
| 2023 | 155.54 | 104.96 | 0.67 | - |
| 2024 | 121.00 | 89.13 | 0.74 | - |
| 2025 | -11.78 | -5.38 | 0.46 | + |
| Metric | tmp/LEVER_BTC/buy_twap/build.uniq_ | BTCUSD |
|---|---|---|
| MTD | -0.75% | -2.3% |
| 3M | -5.27% | -12.54% |
| 6M | 35.32% | 25.19% |
| YTD | -5.38% | -11.78% |
| 1Y | 65.76% | 17.82% |
| 3Y (ann.) | 35.28% | 20.15% |
| 5Y (ann.) | 52.91% | 69.52% |
| Metric | tmp/LEVER_BTC/buy_twap/build.uniq_ | BTCUSD |
|---|---|---|
| Max Drawdown | -40.37% | -83.62% |
| Longest DD Days | 513.0 | 1079.0 |
| Avg. Drawdown | -3.64% | -10.71% |
| Avg. Drawdown Days | 30.0 | 53.0 |
| Recovery Factor | 32.66 | 43.44 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-21 | -40.37 | 476 |
| 2021-01-09 | 2021-12-23 | -32.66 | 348 |
| 2017-12-17 | 2019-05-14 | -24.94 | 513 |
| 2019-06-27 | 2020-04-26 | -24.38 | 304 |
| 2025-03-03 | 2025-03-30 | -14.07 | 27 |
| 2024-03-12 | 2024-04-20 | -11.50 | 39 |
| 2024-01-09 | 2024-03-11 | -11.27 | 62 |
| 2022-01-13 | 2022-02-04 | -10.62 | 22 |
| 2024-07-02 | 2024-07-15 | -9.21 | 13 |
| 2020-05-08 | 2020-06-01 | -8.79 | 24 |
| Metric | tmp/LEVER_BTC/buy_twap/build.uniq_ | BTCUSD |
|---|---|---|
| Best Day | 11.28% | 22.27% |
| Worst Day | -12.54% | -39.01% |
| Best Week | 28.23% | 45.75% |
| Worst Week | -19.4% | -38.6% |
| Best Month | 32.61% | 70.78% |
| Worst Month | -21.2% | -37.12% |
| Best Year | 178.71% | 529.05% |
| Worst Year | -27.06% | -73.42% |
| Avg. Up Day | 0.99% | 2.82% |
| Avg. Down Day | -0.76% | -2.49% |
| Avg. Up Week | 2.87% | 8.25% |
| Avg. Down Week | -1.71% | -6.58% |
| Avg. Up Month | 8.94% | 24.34% |
| Avg. Down Month | -4.49% | -13.4% |
| Win Days % | 49.61% | 50.94% |
| Win Month % | 64.52% | 53.76% |
| Win Week % | 54.55% | 53.9% |
| Win Quarter % | 67.74% | 54.84% |
| Win Year % | 66.67% | 66.67% |