| Metric | o.all_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 152.62% | 104.02% |
| Max Drawdown | -36.27% | -66.89% |
| Sharpe | 1.36 | 0.69 |
| Sortino | 2.17 | 1.03 |
| Payoff Ratio | 1.39 | 1.17 |
| Profit Factor | 1.33 | 1.11 |
| Common Sense Ratio | 1.68 | 1.17 |
| CPC Index | 0.89 | 0.67 |
| Tail Ratio | 1.27 | 1.05 |
| Outlier Win Ratio | 9.74 | 3.59 |
| Outlier Loss Ratio | 10.86 | 3.0 |
| Volatility (ann.) | 24.09% | 54.66% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.96 | 0.38 |
| Skew | 0.68 | 0.21 |
| Kurtosis | 15.11 | 3.58 |
| Expected Daily % | 0.08% | 0.06% |
| Expected Monthly % | 2.47% | 1.89% |
| Expected Yearly % | 26.07% | 19.51% |
| Kelly Criterion | 11.23% | 10.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.98% | -4.6% |
| Expected Shortfall (cVaR) | -1.98% | -4.6% |
| Year | BTCUSD | o.all_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.89 | -26.07 | 0.44 | + |
| 2023 | 154.85 | 94.76 | 0.61 | - |
| 2024 | 119.18 | 84.38 | 0.71 | - |
| 2025 | -11.15 | -4.85 | 0.43 | + |
| Metric | o.all_daily_ | BTCUSD |
|---|---|---|
| MTD | -1.26% | 2.87% |
| 3M | -4.93% | -13.04% |
| 6M | 31.11% | 24.54% |
| YTD | -4.85% | -11.15% |
| 1Y | 55.21% | 17.28% |
| 3Y (ann.) | 33.87% | 20.0% |
| 5Y (ann.) | 34.68% | 25.75% |
| Metric | o.all_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -36.27% | -66.89% |
| Longest DD Days | 475.0 | 683.0 |
| Avg. Drawdown | -3.25% | -10.26% |
| Avg. Drawdown Days | 30.0 | 65.0 |
| Recovery Factor | 4.21 | 1.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-20 | -36.27 | 475 |
| 2024-12-17 | 2025-03-31 | -10.70 | 104 |
| 2024-01-09 | 2024-03-04 | -9.63 | 55 |
| 2024-03-13 | 2024-04-20 | -8.26 | 38 |
| 2024-05-22 | 2024-07-15 | -7.13 | 54 |
| 2023-08-30 | 2023-10-23 | -5.05 | 54 |
| 2024-07-22 | 2024-08-08 | -4.54 | 17 |
| 2024-08-09 | 2024-09-25 | -3.90 | 47 |
| 2023-06-25 | 2023-08-29 | -3.68 | 65 |
| 2024-11-23 | 2024-12-16 | -3.04 | 23 |
| Metric | o.all_daily_ | BTCUSD |
|---|---|---|
| Best Day | 9.29% | 14.21% |
| Worst Day | -9.96% | -14.67% |
| Best Week | 16.4% | 28.96% |
| Worst Week | -12.19% | -30.92% |
| Best Month | 33.04% | 45.57% |
| Worst Month | -12.27% | -36.86% |
| Best Year | 94.76% | 154.85% |
| Worst Year | -26.07% | -58.89% |
| Avg. Up Day | 0.71% | 2.16% |
| Avg. Down Day | -0.51% | -1.84% |
| Avg. Up Week | 2.6% | 6.41% |
| Avg. Down Week | -1.41% | -5.0% |
| Avg. Up Month | 8.68% | 16.6% |
| Avg. Down Month | -4.29% | -14.27% |
| Win Days % | 48.41% | 51.41% |
| Win Month % | 60.53% | 55.26% |
| Win Week % | 51.81% | 53.01% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |