| Metric | 21600_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 68.0% | 100.0% |
| Cumulative Return | 226.22% | 88.42% |
| Max Drawdown | -14.05% | -66.89% |
| Sharpe | 1.69 | 0.64 |
| Sortino | 3.12 | 0.96 |
| Payoff Ratio | 1.47 | 1.2 |
| Profit Factor | 1.5 | 1.1 |
| Common Sense Ratio | 2.55 | 1.16 |
| CPC Index | 1.08 | 0.68 |
| Tail Ratio | 1.69 | 1.05 |
| Outlier Win Ratio | 13.54 | 3.44 |
| Outlier Loss Ratio | 8.38 | 2.78 |
| Volatility (ann.) | 24.09% | 54.72% |
| R^2 | 0.33 | 0.33 |
| Calmar | 3.27 | 0.34 |
| Skew | 2.02 | 0.2 |
| Kurtosis | 17.86 | 3.56 |
| Expected Daily % | 0.1% | 0.06% |
| Expected Monthly % | 3.16% | 1.68% |
| Expected Yearly % | 34.39% | 17.16% |
| Kelly Criterion | 13.7% | 10.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.96% | -4.61% |
| Expected Shortfall (cVaR) | -1.96% | -4.61% |
| Year | BTCUSD | 21600_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.04 | 10.60 | -0.17 | + |
| 2023 | 154.85 | 63.14 | 0.41 | - |
| 2024 | 119.18 | 94.99 | 0.80 | - |
| 2025 | -11.15 | -7.28 | 0.65 | + |
| Metric | 21600_daily_ | BTCUSD |
|---|---|---|
| MTD | -2.61% | 2.87% |
| 3M | -7.28% | -13.04% |
| 6M | 27.41% | 24.54% |
| YTD | -7.28% | -11.15% |
| 1Y | 41.04% | 17.28% |
| 3Y (ann.) | 44.92% | 20.0% |
| 5Y (ann.) | 46.02% | 22.49% |
| Metric | 21600_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -14.05% | -66.89% |
| Longest DD Days | 128.0 | 683.0 |
| Avg. Drawdown | -2.86% | -10.7% |
| Avg. Drawdown Days | 22.0 | 65.0 |
| Recovery Factor | 16.1 | 1.32 |
| Ulcer Index | 1.03 | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-14 | 2023-01-13 | -14.05 | 121 |
| 2022-06-01 | 2022-07-28 | -12.35 | 57 |
| 2023-12-10 | 2024-02-13 | -10.73 | 65 |
| 2023-03-25 | 2023-06-22 | -10.48 | 89 |
| 2023-06-26 | 2023-10-24 | -9.32 | 120 |
| 2024-07-30 | 2024-09-25 | -7.62 | 57 |
| 2024-11-23 | 2025-03-31 | -7.55 | 128 |
| 2024-05-22 | 2024-07-21 | -6.57 | 60 |
| 2022-02-17 | 2022-03-26 | -6.17 | 37 |
| 2022-03-30 | 2022-05-31 | -6.12 | 62 |
| Metric | 21600_daily_ | BTCUSD |
|---|---|---|
| Best Day | 10.93% | 14.21% |
| Worst Day | -7.76% | -14.67% |
| Best Week | 15.74% | 28.96% |
| Worst Week | -7.12% | -30.92% |
| Best Month | 37.48% | 45.57% |
| Worst Month | -9.09% | -36.86% |
| Best Year | 94.99% | 154.85% |
| Worst Year | -7.28% | -62.04% |
| Avg. Up Day | 1.04% | 2.11% |
| Avg. Down Day | -0.71% | -1.76% |
| Avg. Up Week | 3.45% | 6.91% |
| Avg. Down Week | -1.46% | -5.06% |
| Avg. Up Month | 12.13% | 19.25% |
| Avg. Down Month | -3.45% | -12.32% |
| Win Days % | 48.64% | 51.32% |
| Win Month % | 52.63% | 55.26% |
| Win Week % | 49.64% | 52.69% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |