| Metric | /tmp/btc_100.no12_ | BTCUSD |
|---|---|---|
| Time in Market | 87.0% | 100.0% |
| Cumulative Return | 1,872.60% | 6,826.16% |
| Max Drawdown | -48.48% | -83.62% |
| Sharpe | 1.29 | 1.09 |
| Sortino | 2.04 | 1.63 |
| Payoff Ratio | 1.29 | 1.18 |
| Profit Factor | 1.31 | 1.18 |
| Common Sense Ratio | 1.68 | 1.32 |
| CPC Index | 0.84 | 0.71 |
| Tail Ratio | 1.28 | 1.12 |
| Outlier Win Ratio | 10.49 | 3.32 |
| Outlier Loss Ratio | 9.0 | 3.2 |
| Volatility (ann.) | 32.83% | 72.83% |
| R^2 | 0.5 | 0.5 |
| Calmar | 0.92 | 0.82 |
| Skew | 0.54 | -0.06 |
| Kurtosis | 10.97 | 6.66 |
| Expected Daily % | 0.1% | 0.14% |
| Expected Monthly % | 3.09% | 4.42% |
| Expected Yearly % | 39.28% | 60.14% |
| Kelly Criterion | 10.64% | 9.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.71% | -6.05% |
| Expected Shortfall (cVaR) | -2.71% | -6.05% |
| Year | BTCUSD | /tmp/btc_100.no12_ | Multiplier | Won |
|---|---|---|---|---|
| 2017 | 1067.27 | 41.77 | 0.04 | - |
| 2018 | -73.42 | -12.95 | 0.18 | + |
| 2019 | 94.27 | 35.19 | 0.37 | - |
| 2020 | 304.42 | 241.03 | 0.79 | - |
| 2021 | 59.34 | 32.45 | 0.55 | - |
| 2022 | -64.22 | -39.48 | 0.61 | + |
| 2023 | 155.54 | 129.53 | 0.83 | - |
| 2024 | 121.00 | 98.15 | 0.81 | - |
| 2025 | -11.78 | -4.90 | 0.42 | + |
| Metric | /tmp/btc_100.no12_ | BTCUSD |
|---|---|---|
| MTD | -0.78% | -2.3% |
| 3M | -4.76% | -12.54% |
| 6M | 40.68% | 25.19% |
| YTD | -4.9% | -11.78% |
| 1Y | 74.38% | 17.82% |
| 3Y (ann.) | 36.53% | 20.15% |
| 5Y (ann.) | 57.16% | 69.52% |
| Metric | /tmp/btc_100.no12_ | BTCUSD |
|---|---|---|
| Max Drawdown | -48.48% | -83.62% |
| Longest DD Days | 545.0 | 1079.0 |
| Avg. Drawdown | -4.15% | -10.89% |
| Avg. Drawdown Days | 30.0 | 49.0 |
| Recovery Factor | 38.63 | 81.63 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-08-29 | -48.48 | 545 |
| 2021-01-09 | 2021-12-23 | -35.83 | 348 |
| 2019-06-27 | 2020-04-23 | -29.72 | 301 |
| 2018-09-22 | 2019-05-11 | -26.06 | 231 |
| 2022-01-13 | 2022-02-08 | -15.94 | 26 |
| 2025-03-03 | 2025-03-30 | -14.67 | 27 |
| 2017-12-17 | 2018-09-21 | -14.41 | 278 |
| 2024-01-09 | 2024-03-11 | -12.07 | 62 |
| 2024-03-12 | 2024-04-19 | -11.84 | 38 |
| 2020-05-08 | 2020-06-01 | -10.37 | 24 |
| Metric | /tmp/btc_100.no12_ | BTCUSD |
|---|---|---|
| Best Day | 11.77% | 22.27% |
| Worst Day | -13.16% | -39.01% |
| Best Week | 31.36% | 45.75% |
| Worst Week | -20.65% | -38.6% |
| Best Month | 34.72% | 80.49% |
| Worst Month | -22.52% | -37.12% |
| Best Year | 241.03% | 1067.27% |
| Worst Year | -39.48% | -73.42% |
| Avg. Up Day | 1.25% | 2.8% |
| Avg. Down Day | -0.97% | -2.38% |
| Avg. Up Week | 3.45% | 8.26% |
| Avg. Down Week | -2.25% | -6.62% |
| Avg. Up Month | 9.8% | 23.89% |
| Avg. Down Month | -5.59% | -13.36% |
| Win Days % | 49.65% | 51.05% |
| Win Month % | 65.62% | 54.64% |
| Win Week % | 56.46% | 54.19% |
| Win Quarter % | 66.67% | 54.55% |
| Win Year % | 66.67% | 66.67% |