| Metric | o.all_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 200.24% | 104.02% |
| Max Drawdown | -10.51% | -66.89% |
| Sharpe | 2.11 | 0.69 |
| Sortino | 4.04 | 1.03 |
| Payoff Ratio | 1.56 | 1.12 |
| Profit Factor | 1.59 | 1.11 |
| Common Sense Ratio | 2.52 | 1.17 |
| CPC Index | 1.23 | 0.64 |
| Tail Ratio | 1.59 | 1.05 |
| Outlier Win Ratio | 11.37 | 3.1 |
| Outlier Loss Ratio | 14.11 | 2.53 |
| Volatility (ann.) | 17.42% | 54.66% |
| R^2 | 0.41 | 0.41 |
| Calmar | 4.03 | 0.38 |
| Skew | 2.03 | 0.21 |
| Kurtosis | 16.35 | 3.58 |
| Expected Daily % | 0.1% | 0.06% |
| Expected Monthly % | 2.94% | 1.89% |
| Expected Yearly % | 31.63% | 19.51% |
| Kelly Criterion | 17.2% | 7.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.4% | -4.6% |
| Expected Shortfall (cVaR) | -1.4% | -4.6% |
| Year | BTCUSD | o.all_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.89 | 8.01 | -0.14 | + |
| 2023 | 154.85 | 50.41 | 0.33 | - |
| 2024 | 119.18 | 90.11 | 0.76 | - |
| 2025 | -11.15 | -2.78 | 0.25 | + |
| Metric | o.all_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.6% | 2.87% |
| 3M | -3.02% | -13.04% |
| 6M | 27.22% | 24.54% |
| YTD | -2.78% | -11.15% |
| 1Y | 47.92% | 17.28% |
| 3Y (ann.) | 40.1% | 20.0% |
| 5Y (ann.) | 42.37% | 25.75% |
| Metric | o.all_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -10.51% | -66.89% |
| Longest DD Days | 121.0 | 683.0 |
| Avg. Drawdown | -1.67% | -10.26% |
| Avg. Drawdown Days | 16.0 | 65.0 |
| Recovery Factor | 19.06 | 1.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-02 | 2022-07-29 | -10.51 | 57 |
| 2022-09-14 | 2023-01-13 | -10.19 | 121 |
| 2023-03-25 | 2023-06-21 | -7.36 | 88 |
| 2023-06-26 | 2023-10-24 | -6.97 | 120 |
| 2023-12-10 | 2024-02-10 | -6.59 | 62 |
| 2024-05-22 | 2024-07-20 | -5.67 | 59 |
| 2022-03-30 | 2022-05-31 | -4.62 | 62 |
| 2024-08-26 | 2024-09-19 | -4.20 | 24 |
| 2025-01-23 | 2025-03-31 | -4.07 | 67 |
| 2022-03-03 | 2022-03-25 | -3.66 | 22 |
| Metric | o.all_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.49% | 14.21% |
| Worst Day | -5.87% | -14.67% |
| Best Week | 12.34% | 28.96% |
| Worst Week | -5.24% | -30.92% |
| Best Month | 29.45% | 45.57% |
| Worst Month | -8.36% | -36.86% |
| Best Year | 90.11% | 154.85% |
| Worst Year | -2.78% | -58.89% |
| Avg. Up Day | 0.63% | 2.2% |
| Avg. Down Day | -0.41% | -1.97% |
| Avg. Up Week | 2.36% | 6.34% |
| Avg. Down Week | -1.02% | -4.93% |
| Avg. Up Month | 8.83% | 17.91% |
| Avg. Down Month | -2.76% | -12.62% |
| Win Days % | 49.51% | 51.41% |
| Win Month % | 60.53% | 55.26% |
| Win Week % | 53.01% | 53.01% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |