| Metric | 3600_ | BTCUSD |
|---|---|---|
| Time in Market | 55.0% | 100.0% |
| Cumulative Return | 169.95% | 207.71% |
| Max Drawdown | -26.38% | -32.34% |
| Sharpe | 0.48 | 0.35 |
| Sortino | 0.72 | 0.5 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.13 | 1.06 |
| Common Sense Ratio | 1.31 | 1.08 |
| CPC Index | 0.62 | 0.58 |
| Tail Ratio | 1.17 | 1.02 |
| Outlier Win Ratio | 13.37 | 3.7 |
| Outlier Loss Ratio | 5.54 | 3.61 |
| Volatility (ann.) | 6.15% | 10.58% |
| R^2 | 0.4 | 0.4 |
| Calmar | 3.6 | 3.49 |
| Skew | 0.26 | -0.05 |
| Kurtosis | 33.45 | 8.83 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 5.37% | 6.09% |
| Expected Yearly % | 39.24% | 45.45% |
| Kelly Criterion | 4.01% | 5.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -0.9% |
| Expected Shortfall (cVaR) | -0.52% | -0.9% |
| Year | BTCUSD | 3600_ | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 54.10 | 34.55 | 0.64 | - |
| 2024 | 121.00 | 136.38 | 1.13 | + |
| 2025 | -9.65 | -15.12 | 1.57 | - |
| Metric | 3600_ | BTCUSD |
|---|---|---|
| MTD | 0.03% | 2.2% |
| 3M | -15.12% | -8.93% |
| 6M | 12.05% | 28.58% |
| YTD | -15.12% | -9.65% |
| 1Y | 35.39% | 18.32% |
| 3Y (ann.) | 94.94% | 112.88% |
| 5Y (ann.) | 94.94% | 112.88% |
| Metric | 3600_ | BTCUSD |
|---|---|---|
| Max Drawdown | -26.38% | -32.34% |
| Longest DD Days | 116.0 | 236.0 |
| Avg. Drawdown | -1.52% | -2.2% |
| Avg. Drawdown Days | 3.0 | 4.0 |
| Recovery Factor | 6.44 | 6.42 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-04-01 | -26.38 | 116 |
| 2023-12-14 | 2024-02-09 | -11.26 | 56 |
| 2024-08-08 | 2024-09-27 | -9.92 | 49 |
| 2024-03-05 | 2024-03-08 | -9.81 | 3 |
| 2023-11-09 | 2023-12-04 | -9.24 | 24 |
| 2024-03-26 | 2024-05-15 | -8.60 | 50 |
| 2024-07-01 | 2024-07-14 | -8.56 | 13 |
| 2024-07-29 | 2024-08-08 | -8.29 | 10 |
| 2024-02-15 | 2024-02-27 | -5.03 | 11 |
| 2024-09-27 | 2024-10-14 | -4.90 | 16 |
| Metric | 3600_ | BTCUSD |
|---|---|---|
| Best Day | 4.63% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 17.1% | 23.06% |
| Worst Week | -8.41% | -12.33% |
| Best Month | 26.13% | 43.77% |
| Worst Month | -7.14% | -17.69% |
| Best Year | 136.38% | 121.0% |
| Worst Year | -15.12% | -9.65% |
| Avg. Up Day | 0.27% | 0.36% |
| Avg. Down Day | -0.24% | -0.34% |
| Avg. Up Week | 5.27% | 7.72% |
| Avg. Down Week | -2.05% | -4.63% |
| Avg. Up Month | 13.42% | 17.1% |
| Avg. Down Month | -5.95% | -9.5% |
| Win Days % | 49.75% | 51.16% |
| Win Month % | 63.16% | 68.42% |
| Win Week % | 51.95% | 54.32% |
| Win Quarter % | 85.71% | 71.43% |
| Win Year % | 66.67% | 66.67% |