| Metric | o_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 87.0% | 100.0% |
| Cumulative Return | 857.33% | 937.89% |
| Max Drawdown | -48.9% | -76.67% |
| Sharpe | 1.36 | 1.05 |
| Sortino | 2.16 | 1.53 |
| Payoff Ratio | 1.37 | 1.14 |
| Profit Factor | 1.33 | 1.18 |
| Common Sense Ratio | 1.72 | 1.29 |
| CPC Index | 0.88 | 0.69 |
| Tail Ratio | 1.29 | 1.09 |
| Outlier Win Ratio | 8.58 | 3.68 |
| Outlier Loss Ratio | 7.56 | 3.44 |
| Volatility (ann.) | 38.15% | 64.94% |
| R^2 | 0.59 | 0.59 |
| Calmar | 1.15 | 0.77 |
| Skew | 0.5 | -0.6 |
| Kurtosis | 9.9 | 12.29 |
| Expected Daily % | 0.12% | 0.13% |
| Expected Monthly % | 3.77% | 3.91% |
| Expected Yearly % | 45.72% | 47.69% |
| Kelly Criterion | 10.7% | 8.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.14% | -5.4% |
| Expected Shortfall (cVaR) | -3.14% | -5.4% |
| Year | BTCUSD | o_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 265.33 | 211.98 | 0.80 | - |
| 2021 | 59.34 | 28.63 | 0.48 | - |
| 2022 | -64.22 | -38.09 | 0.59 | + |
| 2023 | 155.54 | 125.17 | 0.80 | - |
| 2024 | 121.00 | 82.43 | 0.68 | - |
| 2025 | -11.78 | -6.21 | 0.53 | + |
| Metric | o_daily_ | BTCUSD |
|---|---|---|
| MTD | -1.75% | -2.3% |
| 3M | -6.05% | -12.54% |
| 6M | 33.05% | 25.19% |
| YTD | -6.21% | -11.78% |
| 1Y | 57.86% | 17.82% |
| 3Y (ann.) | 31.72% | 20.15% |
| 5Y (ann.) | 56.34% | 69.52% |
| Metric | o_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -48.9% | -76.67% |
| Longest DD Days | 545.0 | 846.0 |
| Avg. Drawdown | -4.74% | -9.58% |
| Avg. Drawdown Days | 28.0 | 37.0 |
| Recovery Factor | 17.53 | 12.23 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-08-29 | -48.90 | 545 |
| 2021-01-09 | 2022-02-28 | -37.03 | 415 |
| 2025-03-03 | 2025-03-30 | -15.05 | 27 |
| 2024-03-12 | 2024-04-22 | -12.03 | 41 |
| 2024-01-09 | 2024-03-11 | -11.75 | 62 |
| 2020-05-08 | 2020-06-01 | -11.56 | 24 |
| 2020-08-18 | 2020-10-20 | -9.90 | 63 |
| 2024-07-02 | 2024-07-15 | -9.83 | 13 |
| 2020-03-25 | 2020-04-02 | -9.62 | 8 |
| 2024-12-17 | 2025-03-02 | -8.41 | 75 |
| Metric | o_daily_ | BTCUSD |
|---|---|---|
| Best Day | 12.72% | 19.48% |
| Worst Day | -13.86% | -39.01% |
| Best Week | 32.33% | 38.59% |
| Worst Week | -21.79% | -29.64% |
| Best Month | 36.13% | 47.19% |
| Worst Month | -24.49% | -37.12% |
| Best Year | 211.98% | 265.33% |
| Worst Year | -38.09% | -64.22% |
| Avg. Up Day | 1.54% | 2.62% |
| Avg. Down Day | -1.12% | -2.29% |
| Avg. Up Week | 4.01% | 7.58% |
| Avg. Down Week | -2.16% | -5.78% |
| Avg. Up Month | 11.29% | 19.37% |
| Avg. Down Month | -6.17% | -13.59% |
| Win Days % | 48.36% | 51.09% |
| Win Month % | 67.21% | 57.38% |
| Win Week % | 53.2% | 53.16% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 66.67% | 66.67% |