| Metric | mod.ds.10_ | BTCUSD |
|---|---|---|
| Time in Market | 92.0% | 100.0% |
| Cumulative Return | 155.36% | 92.14% |
| Max Drawdown | -19.59% | -67.18% |
| Sharpe | 0.84 | 0.33 |
| Sortino | 1.2 | 0.48 |
| Payoff Ratio | 1.28 | 1.09 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.48 | 1.03 |
| CPC Index | 0.77 | 0.59 |
| Tail Ratio | 1.19 | 0.98 |
| Outlier Win Ratio | 14.19 | 3.36 |
| Outlier Loss Ratio | 14.01 | 3.08 |
| Volatility (ann.) | 9.49% | 26.56% |
| R^2 | 0.34 | 0.34 |
| Calmar | 1.79 | 0.35 |
| Skew | -5.18 | 0.16 |
| Kurtosis | 213.62 | 6.32 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.43% | 1.69% |
| Expected Yearly % | 26.41% | 17.73% |
| Kelly Criterion | 8.76% | 6.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.26% |
| Expected Shortfall (cVaR) | -0.8% | -2.26% |
| Year | BTCUSD | mod.ds.10_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 8.51 | -0.14 | + |
| 2023 | 155.54 | 50.51 | 0.32 | - |
| 2024 | 121.00 | 89.40 | 0.74 | - |
| 2025 | -11.10 | -17.45 | 1.57 | - |
| Metric | mod.ds.10_ | BTCUSD |
|---|---|---|
| MTD | -0.0% | 0.55% |
| 3M | -17.48% | -11.3% |
| 6M | 8.56% | 26.51% |
| YTD | -17.45% | -11.1% |
| 1Y | 26.6% | 16.41% |
| 3Y (ann.) | 33.89% | 22.12% |
| 5Y (ann.) | 35.08% | 23.3% |
| Metric | mod.ds.10_ | BTCUSD |
|---|---|---|
| Max Drawdown | -19.59% | -67.18% |
| Longest DD Days | 157.0 | 683.0 |
| Avg. Drawdown | -1.48% | -7.49% |
| Avg. Drawdown Days | 10.0 | 37.0 |
| Recovery Factor | 7.93 | 1.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-04-01 | -19.59 | 70 |
| 2022-05-31 | 2022-07-28 | -11.14 | 57 |
| 2022-08-08 | 2023-01-12 | -10.60 | 157 |
| 2023-06-23 | 2023-10-23 | -8.25 | 122 |
| 2023-03-22 | 2023-06-21 | -7.86 | 90 |
| 2023-12-09 | 2024-02-09 | -6.80 | 62 |
| 2024-05-21 | 2024-07-19 | -5.65 | 59 |
| 2022-03-29 | 2022-05-30 | -5.53 | 62 |
| 2025-01-07 | 2025-01-20 | -5.13 | 13 |
| 2024-03-05 | 2024-03-08 | -4.59 | 3 |
| Metric | mod.ds.10_ | BTCUSD |
|---|---|---|
| Best Day | 5.96% | 9.33% |
| Worst Day | -15.27% | -9.32% |
| Best Week | 14.3% | 35.75% |
| Worst Week | -16.5% | -29.64% |
| Best Month | 29.86% | 43.77% |
| Worst Month | -15.83% | -37.12% |
| Best Year | 89.4% | 155.54% |
| Worst Year | -17.45% | -61.73% |
| Avg. Up Day | 0.26% | 0.94% |
| Avg. Down Day | -0.2% | -0.86% |
| Avg. Up Week | 2.59% | 6.86% |
| Avg. Down Week | -1.2% | -4.95% |
| Avg. Up Month | 8.16% | 15.83% |
| Avg. Down Month | -3.86% | -11.77% |
| Win Days % | 48.8% | 51.08% |
| Win Month % | 58.97% | 58.97% |
| Win Week % | 52.1% | 48.5% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 50.0% |