| Metric | 3600_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 68.0% | 100.0% |
| Cumulative Return | 169.17% | 197.33% |
| Max Drawdown | -23.18% | -26.85% |
| Sharpe | 2.23 | 1.7 |
| Sortino | 4.0 | 2.69 |
| Payoff Ratio | 1.56 | 1.38 |
| Profit Factor | 1.6 | 1.28 |
| Common Sense Ratio | 2.63 | 1.48 |
| CPC Index | 1.2 | 0.93 |
| Tail Ratio | 1.64 | 1.15 |
| Outlier Win Ratio | 8.84 | 3.48 |
| Outlier Loss Ratio | 5.67 | 2.92 |
| Volatility (ann.) | 32.2% | 50.71% |
| R^2 | 0.47 | 0.47 |
| Calmar | 4.09 | 4.03 |
| Skew | 1.32 | 0.37 |
| Kurtosis | 10.51 | 1.66 |
| Expected Daily % | 0.18% | 0.2% |
| Expected Monthly % | 5.66% | 6.24% |
| Expected Yearly % | 39.11% | 43.8% |
| Kelly Criterion | 14.4% | 18.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.58% | -4.13% |
| Expected Shortfall (cVaR) | -2.58% | -4.13% |
| Year | BTCUSD | 3600_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 54.24 | 34.50 | 0.64 | - |
| 2024 | 117.93 | 136.38 | 1.16 | + |
| 2025 | -11.55 | -15.33 | 1.33 | - |
| Metric | 3600_daily_ | BTCUSD |
|---|---|---|
| MTD | -8.79% | -3.01% |
| 3M | -15.33% | -13.4% |
| 6M | 11.24% | 23.85% |
| YTD | -15.33% | -11.55% |
| 1Y | 37.33% | 16.63% |
| 3Y (ann.) | 94.8% | 108.3% |
| 5Y (ann.) | 94.8% | 108.3% |
| Metric | 3600_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -23.18% | -26.85% |
| Longest DD Days | 102.0 | 237.0 |
| Avg. Drawdown | -3.71% | -5.37% |
| Avg. Drawdown Days | 16.0 | 20.0 |
| Recovery Factor | 7.3 | 7.35 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-03-31 | -23.18 | 102 |
| 2023-12-14 | 2024-02-10 | -9.68 | 58 |
| 2023-11-12 | 2023-12-05 | -7.70 | 23 |
| 2024-07-02 | 2024-07-15 | -7.24 | 13 |
| 2024-04-02 | 2024-05-16 | -7.13 | 44 |
| 2024-08-10 | 2024-09-25 | -6.96 | 46 |
| 2024-03-06 | 2024-03-09 | -6.80 | 3 |
| 2024-07-23 | 2024-08-09 | -6.49 | 17 |
| 2024-11-24 | 2024-12-17 | -5.06 | 23 |
| 2024-05-22 | 2024-07-01 | -4.30 | 40 |
| Metric | 3600_daily_ | BTCUSD |
|---|---|---|
| Best Day | 10.68% | 11.25% |
| Worst Day | -7.85% | -7.85% |
| Best Week | 16.44% | 19.61% |
| Worst Week | -11.26% | -14.34% |
| Best Month | 25.89% | 43.01% |
| Worst Month | -8.79% | -19.77% |
| Best Year | 136.38% | 117.93% |
| Worst Year | -15.33% | -11.55% |
| Avg. Up Day | 1.7% | 2.31% |
| Avg. Down Day | -1.09% | -1.67% |
| Avg. Up Week | 6.03% | 8.25% |
| Avg. Down Week | -1.6% | -4.59% |
| Avg. Up Month | 12.15% | 17.08% |
| Avg. Down Month | -6.05% | -8.82% |
| Win Days % | 47.83% | 52.58% |
| Win Month % | 72.22% | 66.67% |
| Win Week % | 44.87% | 58.75% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 66.67% | 66.67% |