| Metric | k_ | BTCUSD |
|---|---|---|
| Time in Market | 90.0% | 100.0% |
| Cumulative Return | 84.82% | 97.23% |
| Max Drawdown | -39.97% | -67.18% |
| Sharpe | 0.45 | 0.34 |
| Sortino | 0.52 | 0.49 |
| Payoff Ratio | 1.26 | 1.11 |
| Profit Factor | 1.17 | 1.06 |
| Common Sense Ratio | 1.39 | 1.03 |
| CPC Index | 0.73 | 0.6 |
| Tail Ratio | 1.18 | 0.98 |
| Outlier Win Ratio | 14.57 | 3.39 |
| Outlier Loss Ratio | 12.79 | 3.03 |
| Volatility (ann.) | 13.45% | 26.55% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.54 | 0.36 |
| Skew | -30.36 | 0.16 |
| Kurtosis | 1608.3 | 6.31 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.59% | 1.76% |
| Expected Yearly % | 16.6% | 18.51% |
| Kelly Criterion | 8.66% | 7.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -2.26% |
| Expected Shortfall (cVaR) | -1.14% | -2.26% |
| Year | BTCUSD | k_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | -5.74 | 0.09 | + |
| 2023 | 155.54 | 67.06 | 0.43 | - |
| 2024 | 121.00 | 91.91 | 0.76 | - |
| 2025 | -10.11 | -38.84 | 3.84 | - |
| Metric | k_ | BTCUSD |
|---|---|---|
| MTD | 0.09% | 1.68% |
| 3M | -38.8% | -9.4% |
| 6M | -16.45% | 27.92% |
| YTD | -38.84% | -10.11% |
| 1Y | -0.98% | 17.72% |
| 3Y (ann.) | 20.87% | 22.58% |
| 5Y (ann.) | 21.71% | 24.27% |
| Metric | k_ | BTCUSD |
|---|---|---|
| Max Drawdown | -39.97% | -67.18% |
| Longest DD Days | 291.0 | 683.0 |
| Avg. Drawdown | -1.67% | -7.1% |
| Avg. Drawdown Days | 10.0 | 37.0 |
| Recovery Factor | 2.12 | 1.45 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-21 | 2025-04-01 | -39.97 | 69 |
| 2022-03-29 | 2023-01-14 | -17.43 | 291 |
| 2024-01-11 | 2024-02-14 | -7.73 | 33 |
| 2023-06-23 | 2023-10-23 | -7.22 | 122 |
| 2022-03-02 | 2022-03-29 | -6.48 | 27 |
| 2023-03-24 | 2023-06-20 | -5.79 | 88 |
| 2024-05-21 | 2024-07-15 | -5.72 | 55 |
| 2024-03-05 | 2024-03-08 | -4.97 | 3 |
| 2024-12-17 | 2025-01-20 | -4.92 | 34 |
| 2024-03-11 | 2024-04-14 | -4.28 | 33 |
| Metric | k_ | BTCUSD |
|---|---|---|
| Best Day | 6.97% | 9.33% |
| Worst Day | -36.58% | -9.32% |
| Best Week | 15.38% | 35.75% |
| Worst Week | -37.29% | -29.64% |
| Best Month | 32.03% | 43.77% |
| Worst Month | -37.24% | -37.12% |
| Best Year | 91.91% | 155.54% |
| Worst Year | -38.84% | -61.15% |
| Avg. Up Day | 0.25% | 0.95% |
| Avg. Down Day | -0.2% | -0.86% |
| Avg. Up Week | 2.65% | 6.78% |
| Avg. Down Week | -1.61% | -4.91% |
| Avg. Up Month | 7.98% | 14.88% |
| Avg. Down Month | -5.56% | -12.71% |
| Win Days % | 49.01% | 51.09% |
| Win Month % | 58.97% | 58.97% |
| Win Week % | 51.5% | 48.5% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 50.0% | 50.0% |