| Metric | k_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 189.71% | 88.42% |
| Max Drawdown | -16.73% | -66.89% |
| Sharpe | 2.1 | 0.64 |
| Sortino | 3.86 | 0.96 |
| Payoff Ratio | 1.53 | 1.15 |
| Profit Factor | 1.51 | 1.1 |
| Common Sense Ratio | 2.19 | 1.16 |
| CPC Index | 1.13 | 0.65 |
| Tail Ratio | 1.45 | 1.05 |
| Outlier Win Ratio | 10.74 | 3.14 |
| Outlier Loss Ratio | 12.99 | 2.57 |
| Volatility (ann.) | 16.9% | 54.72% |
| R^2 | 0.29 | 0.29 |
| Calmar | 2.43 | 0.34 |
| Skew | 1.74 | 0.2 |
| Kurtosis | 12.86 | 3.56 |
| Expected Daily % | 0.09% | 0.06% |
| Expected Monthly % | 2.84% | 1.68% |
| Expected Yearly % | 30.46% | 17.16% |
| Kelly Criterion | 15.65% | 9.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -4.61% |
| Expected Shortfall (cVaR) | -1.36% | -4.61% |
| Year | BTCUSD | k_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.04 | -6.20 | 0.10 | + |
| 2023 | 154.85 | 67.03 | 0.43 | - |
| 2024 | 119.18 | 91.81 | 0.77 | - |
| 2025 | -11.15 | -3.59 | 0.32 | + |
| Metric | k_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.84% | 2.87% |
| 3M | -3.79% | -13.04% |
| 6M | 31.61% | 24.54% |
| YTD | -3.59% | -11.15% |
| 1Y | 56.23% | 17.28% |
| 3Y (ann.) | 39.81% | 20.0% |
| 5Y (ann.) | 40.58% | 22.49% |
| Metric | k_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -16.73% | -66.89% |
| Longest DD Days | 292.0 | 683.0 |
| Avg. Drawdown | -1.53% | -10.7% |
| Avg. Drawdown Days | 17.0 | 65.0 |
| Recovery Factor | 11.34 | 1.32 |
| Ulcer Index | 1.12 | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-30 | 2023-01-16 | -16.73 | 292 |
| 2024-01-09 | 2024-02-15 | -7.39 | 37 |
| 2023-06-26 | 2023-10-23 | -6.17 | 119 |
| 2022-03-02 | 2022-03-29 | -6.14 | 27 |
| 2024-05-22 | 2024-07-16 | -5.42 | 55 |
| 2024-12-17 | 2025-03-31 | -5.21 | 104 |
| 2023-04-15 | 2023-06-21 | -4.66 | 67 |
| 2024-03-13 | 2024-03-26 | -3.59 | 13 |
| 2024-08-25 | 2024-09-19 | -3.37 | 25 |
| 2023-12-10 | 2024-01-04 | -2.96 | 25 |
| Metric | k_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.15% | 14.21% |
| Worst Day | -4.52% | -14.67% |
| Best Week | 13.63% | 28.96% |
| Worst Week | -5.5% | -30.92% |
| Best Month | 31.91% | 45.57% |
| Worst Month | -8.03% | -36.86% |
| Best Year | 91.81% | 154.85% |
| Worst Year | -6.2% | -62.04% |
| Avg. Up Day | 0.66% | 2.21% |
| Avg. Down Day | -0.44% | -1.92% |
| Avg. Up Week | 2.43% | 6.27% |
| Avg. Down Week | -1.11% | -4.98% |
| Avg. Up Month | 8.28% | 17.04% |
| Avg. Down Month | -2.75% | -13.71% |
| Win Days % | 49.03% | 51.32% |
| Win Month % | 60.53% | 55.26% |
| Win Week % | 52.1% | 52.69% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 50.0% | 50.0% |