| Metric | o.all_ | BTCUSD |
|---|---|---|
| Time in Market | 92.0% | 100.0% |
| Cumulative Return | 157.83% | 107.21% |
| Max Drawdown | -18.93% | -67.18% |
| Sharpe | 0.85 | 0.35 |
| Sortino | 1.23 | 0.51 |
| Payoff Ratio | 1.28 | 1.1 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.54 | 1.04 |
| CPC Index | 0.78 | 0.59 |
| Tail Ratio | 1.24 | 0.98 |
| Outlier Win Ratio | 14.19 | 3.37 |
| Outlier Loss Ratio | 14.0 | 3.07 |
| Volatility (ann.) | 9.52% | 26.54% |
| R^2 | 0.34 | 0.34 |
| Calmar | 1.88 | 0.39 |
| Skew | -3.75 | 0.17 |
| Kurtosis | 161.98 | 6.34 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.46% | 1.89% |
| Expected Yearly % | 26.72% | 19.98% |
| Kelly Criterion | 8.71% | 6.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.26% |
| Expected Shortfall (cVaR) | -0.8% | -2.26% |
| Year | BTCUSD | o.all_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 8.02 | -0.14 | + |
| 2023 | 155.54 | 50.44 | 0.32 | - |
| 2024 | 121.00 | 90.23 | 0.75 | - |
| 2025 | -11.10 | -16.60 | 1.49 | - |
| Metric | o.all_ | BTCUSD |
|---|---|---|
| MTD | -0.0% | 0.55% |
| 3M | -16.62% | -11.3% |
| 6M | 9.28% | 26.51% |
| YTD | -16.6% | -11.1% |
| 1Y | 26.9% | 16.41% |
| 3Y (ann.) | 34.31% | 22.12% |
| 5Y (ann.) | 35.53% | 26.35% |
| Metric | o.all_ | BTCUSD |
|---|---|---|
| Max Drawdown | -18.93% | -67.18% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -1.58% | -7.07% |
| Avg. Drawdown Days | 10.0 | 36.0 |
| Recovery Factor | 8.34 | 1.6 |
| Ulcer Index | 1.03 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-04-01 | -18.93 | 70 |
| 2022-05-31 | 2022-07-28 | -11.67 | 57 |
| 2022-09-13 | 2023-01-12 | -10.60 | 121 |
| 2023-06-23 | 2023-10-23 | -8.12 | 122 |
| 2023-03-22 | 2023-06-21 | -8.06 | 90 |
| 2023-12-09 | 2024-02-09 | -6.83 | 62 |
| 2024-05-21 | 2024-07-19 | -5.94 | 59 |
| 2022-03-29 | 2022-05-30 | -5.70 | 62 |
| 2025-01-07 | 2025-01-20 | -4.91 | 13 |
| 2024-03-05 | 2024-03-08 | -4.80 | 3 |
| Metric | o.all_ | BTCUSD |
|---|---|---|
| Best Day | 5.92% | 9.33% |
| Worst Day | -14.14% | -9.32% |
| Best Week | 14.77% | 35.75% |
| Worst Week | -15.38% | -29.64% |
| Best Month | 30.09% | 43.77% |
| Worst Month | -14.85% | -37.12% |
| Best Year | 90.23% | 155.54% |
| Worst Year | -16.6% | -58.73% |
| Avg. Up Day | 0.26% | 0.94% |
| Avg. Down Day | -0.2% | -0.86% |
| Avg. Up Week | 2.65% | 6.96% |
| Avg. Down Week | -1.14% | -4.89% |
| Avg. Up Month | 8.2% | 16.27% |
| Avg. Down Month | -3.79% | -11.77% |
| Win Days % | 48.74% | 51.11% |
| Win Month % | 58.97% | 58.97% |
| Win Week % | 50.0% | 48.5% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 50.0% |