| Metric | 21600_ | BTCUSD |
|---|---|---|
| Time in Market | 65.0% | 100.0% |
| Cumulative Return | 228.46% | 95.04% |
| Max Drawdown | -14.48% | -67.18% |
| Sharpe | 0.87 | 0.33 |
| Sortino | 1.42 | 0.48 |
| Payoff Ratio | 1.24 | 1.1 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 1.56 | 1.03 |
| CPC Index | 0.77 | 0.6 |
| Tail Ratio | 1.24 | 0.98 |
| Outlier Win Ratio | 16.32 | 3.78 |
| Outlier Loss Ratio | 8.88 | 3.37 |
| Volatility (ann.) | 11.79% | 26.55% |
| R^2 | 0.34 | 0.34 |
| Calmar | 3.2 | 0.35 |
| Skew | 1.57 | 0.16 |
| Kurtosis | 27.34 | 6.31 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.1% | 1.73% |
| Expected Yearly % | 34.62% | 18.18% |
| Kelly Criterion | 8.28% | 6.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.26% |
| Expected Shortfall (cVaR) | -0.99% | -2.26% |
| Year | BTCUSD | 21600_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 11.37 | -0.19 | + |
| 2023 | 155.54 | 63.08 | 0.41 | - |
| 2024 | 121.00 | 95.06 | 0.79 | - |
| 2025 | -11.10 | -7.28 | 0.66 | + |
| Metric | 21600_ | BTCUSD |
|---|---|---|
| MTD | 0.0% | 0.55% |
| 3M | -7.28% | -11.3% |
| 6M | 27.54% | 26.51% |
| YTD | -7.28% | -11.1% |
| 1Y | 40.87% | 16.41% |
| 3Y (ann.) | 46.96% | 22.12% |
| 5Y (ann.) | 46.29% | 23.83% |
| Metric | 21600_ | BTCUSD |
|---|---|---|
| Max Drawdown | -14.48% | -67.18% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -2.62% | -7.1% |
| Avg. Drawdown Days | 15.0 | 37.0 |
| Recovery Factor | 15.77 | 1.41 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-12 | -14.48 | 121 |
| 2022-05-31 | 2022-07-28 | -13.54 | 57 |
| 2023-03-22 | 2023-06-21 | -11.51 | 90 |
| 2023-12-09 | 2024-02-12 | -11.06 | 65 |
| 2023-06-23 | 2023-10-23 | -10.95 | 122 |
| 2025-01-20 | 2025-04-01 | -9.03 | 70 |
| 2024-07-22 | 2024-09-24 | -8.22 | 64 |
| 2022-03-29 | 2022-05-30 | -7.00 | 62 |
| 2024-05-21 | 2024-07-20 | -6.77 | 60 |
| 2022-02-16 | 2022-03-25 | -6.44 | 37 |
| Metric | 21600_ | BTCUSD |
|---|---|---|
| Best Day | 7.17% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 17.64% | 35.75% |
| Worst Week | -6.83% | -29.64% |
| Best Month | 38.09% | 43.77% |
| Worst Month | -9.17% | -37.12% |
| Best Year | 95.06% | 155.54% |
| Worst Year | -7.28% | -61.15% |
| Avg. Up Day | 0.43% | 0.88% |
| Avg. Down Day | -0.35% | -0.79% |
| Avg. Up Week | 3.82% | 7.71% |
| Avg. Down Week | -1.49% | -4.86% |
| Avg. Up Month | 13.62% | 19.26% |
| Avg. Down Month | -3.82% | -11.32% |
| Win Days % | 49.16% | 51.08% |
| Win Month % | 50.0% | 58.97% |
| Win Week % | 47.48% | 48.5% |
| Win Quarter % | 76.92% | 57.14% |
| Win Year % | 75.0% | 50.0% |