| Metric | configs_sql/hl_close/c/btcusd/uniq_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 71.0% | 100.0% |
| Cumulative Return | 1,107.38% | 846.24% |
| Max Drawdown | -52.84% | -76.67% |
| Sharpe | 1.34 | 1.01 |
| Sortino | 2.13 | 1.48 |
| Payoff Ratio | 1.33 | 1.12 |
| Profit Factor | 1.33 | 1.17 |
| Common Sense Ratio | 1.68 | 1.28 |
| CPC Index | 0.86 | 0.67 |
| Tail Ratio | 1.27 | 1.09 |
| Outlier Win Ratio | 9.38 | 3.95 |
| Outlier Loss Ratio | 5.74 | 3.62 |
| Volatility (ann.) | 43.92% | 64.99% |
| R^2 | 0.6 | 0.6 |
| Calmar | 1.2 | 0.72 |
| Skew | 0.61 | -0.61 |
| Kurtosis | 10.03 | 12.2 |
| Expected Daily % | 0.13% | 0.12% |
| Expected Monthly % | 4.1% | 3.69% |
| Expected Yearly % | 51.46% | 45.43% |
| Kelly Criterion | 10.04% | 7.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.62% | -5.41% |
| Expected Shortfall (cVaR) | -3.62% | -5.41% |
| Year | BTCUSD | configs_sql/hl_close/c/btcusd/uniq_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 233.07 | 296.63 | 1.27 | + |
| 2021 | 59.34 | 31.74 | 0.53 | - |
| 2022 | -64.22 | -42.17 | 0.66 | + |
| 2023 | 155.54 | 135.03 | 0.87 | - |
| 2024 | 121.00 | 81.05 | 0.67 | - |
| 2025 | -11.78 | -6.10 | 0.52 | + |
| Metric | configs_sql/hl_close/c/btcusd/uniq_daily_ | BTCUSD |
|---|---|---|
| MTD | -1.67% | -2.3% |
| 3M | -5.93% | -12.54% |
| 6M | 33.69% | 25.19% |
| YTD | -6.1% | -11.78% |
| 1Y | 60.06% | 17.82% |
| 3Y (ann.) | 30.46% | 20.15% |
| 5Y (ann.) | 64.14% | 69.52% |
| Metric | configs_sql/hl_close/c/btcusd/uniq_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -52.84% | -76.67% |
| Longest DD Days | 600.0 | 846.0 |
| Avg. Drawdown | -5.7% | -9.97% |
| Avg. Drawdown Days | 30.0 | 38.0 |
| Recovery Factor | 20.96 | 11.04 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-10-23 | -52.84 | 600 |
| 2021-01-09 | 2022-02-28 | -39.96 | 415 |
| 2025-03-03 | 2025-03-30 | -16.66 | 27 |
| 2020-05-08 | 2020-06-01 | -14.46 | 24 |
| 2020-03-07 | 2020-03-19 | -14.31 | 12 |
| 2024-03-12 | 2024-04-22 | -13.95 | 41 |
| 2024-01-09 | 2024-03-11 | -13.82 | 62 |
| 2020-03-25 | 2020-04-02 | -13.18 | 8 |
| 2020-08-18 | 2020-10-20 | -11.87 | 63 |
| 2024-07-02 | 2024-07-15 | -11.06 | 13 |
| Metric | configs_sql/hl_close/c/btcusd/uniq_daily_ | BTCUSD |
|---|---|---|
| Best Day | 14.09% | 19.48% |
| Worst Day | -15.17% | -39.01% |
| Best Week | 35.8% | 38.59% |
| Worst Week | -23.82% | -38.6% |
| Best Month | 42.3% | 47.19% |
| Worst Month | -26.69% | -37.12% |
| Best Year | 296.63% | 233.07% |
| Worst Year | -42.17% | -64.22% |
| Avg. Up Day | 1.9% | 2.64% |
| Avg. Down Day | -1.43% | -2.35% |
| Avg. Up Week | 5.1% | 7.86% |
| Avg. Down Week | -2.81% | -6.32% |
| Avg. Up Month | 12.91% | 18.33% |
| Avg. Down Month | -6.24% | -12.72% |
| Win Days % | 48.65% | 51.08% |
| Win Month % | 63.93% | 56.45% |
| Win Week % | 53.0% | 53.33% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 66.67% | 66.67% |