| Metric | ds.20_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 167.01% | 113.46% |
| Max Drawdown | -19.07% | -66.89% |
| Sharpe | 1.48 | 0.72 |
| Sortino | 2.8 | 1.08 |
| Payoff Ratio | 1.63 | 1.57 |
| Profit Factor | 1.51 | 1.12 |
| Common Sense Ratio | 2.19 | 1.19 |
| CPC Index | 1.08 | 0.9 |
| Tail Ratio | 1.45 | 1.07 |
| Outlier Win Ratio | 18.48 | 3.5 |
| Outlier Loss Ratio | 7.24 | 2.79 |
| Volatility (ann.) | 23.13% | 54.05% |
| R^2 | 0.25 | 0.25 |
| Calmar | 1.96 | 0.41 |
| Skew | 2.47 | 0.2 |
| Kurtosis | 22.88 | 3.61 |
| Expected Daily % | 0.09% | 0.07% |
| Expected Monthly % | 2.62% | 2.02% |
| Expected Yearly % | 27.83% | 20.87% |
| Kelly Criterion | 9.79% | 20.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.9% | -4.55% |
| Expected Shortfall (cVaR) | -1.9% | -4.55% |
| Year | BTCUSD | ds.20_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.99 | -3.57 | 0.06 | + |
| 2023 | 154.85 | 47.02 | 0.30 | - |
| 2024 | 119.18 | 89.34 | 0.75 | - |
| 2025 | -11.15 | -0.53 | 0.05 | + |
| Metric | ds.20_daily_ | BTCUSD |
|---|---|---|
| MTD | 1.0% | 2.87% |
| 3M | -0.53% | -13.04% |
| 6M | 18.08% | 24.54% |
| YTD | -0.53% | -11.15% |
| 1Y | 30.03% | 17.28% |
| 3Y (ann.) | 33.16% | 20.0% |
| 5Y (ann.) | 37.33% | 27.75% |
| Metric | ds.20_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -19.07% | -66.89% |
| Longest DD Days | 231.0 | 683.0 |
| Avg. Drawdown | -3.48% | -9.62% |
| Avg. Drawdown Days | 41.0 | 64.0 |
| Recovery Factor | 8.76 | 1.7 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-01 | 2023-01-18 | -19.07 | 231 |
| 2023-03-25 | 2023-06-24 | -10.17 | 91 |
| 2024-05-22 | 2024-11-10 | -9.83 | 172 |
| 2023-06-26 | 2023-10-22 | -7.17 | 118 |
| 2023-10-27 | 2024-02-10 | -6.40 | 106 |
| 2025-01-20 | 2025-03-31 | -6.06 | 70 |
| 2022-03-30 | 2022-05-31 | -5.32 | 62 |
| 2024-11-15 | 2024-11-16 | -2.55 | 1 |
| 2024-03-13 | 2024-05-16 | -2.28 | 64 |
| 2023-01-19 | 2023-01-21 | -2.23 | 2 |
| Metric | ds.20_daily_ | BTCUSD |
|---|---|---|
| Best Day | 10.93% | 14.21% |
| Worst Day | -7.79% | -14.67% |
| Best Week | 15.85% | 28.96% |
| Worst Week | -9.88% | -30.92% |
| Best Month | 34.46% | 45.57% |
| Worst Month | -12.05% | -36.86% |
| Best Year | 89.34% | 154.85% |
| Worst Year | -3.57% | -56.99% |
| Avg. Up Day | 1.44% | 2.44% |
| Avg. Down Day | -0.88% | -1.55% |
| Avg. Up Week | 4.42% | 7.91% |
| Avg. Down Week | -1.73% | -3.37% |
| Avg. Up Month | 9.58% | 17.23% |
| Avg. Down Month | -2.88% | -11.67% |
| Win Days % | 44.08% | 51.5% |
| Win Month % | 47.22% | 55.26% |
| Win Week % | 41.67% | 53.33% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |