| Metric | configs_sql/hl_close/c/btcusd/all_id_ | BTCUSD |
|---|---|---|
| Time in Market | 70.0% | 100.0% |
| Cumulative Return | 1,230.29% | 863.38% |
| Max Drawdown | -46.77% | -76.67% |
| Sharpe | 1.4 | 1.02 |
| Sortino | 2.28 | 1.48 |
| Payoff Ratio | 1.34 | 1.11 |
| Profit Factor | 1.36 | 1.17 |
| Common Sense Ratio | 1.75 | 1.28 |
| CPC Index | 0.89 | 0.66 |
| Tail Ratio | 1.29 | 1.09 |
| Outlier Win Ratio | 9.78 | 3.97 |
| Outlier Loss Ratio | 5.93 | 3.58 |
| Volatility (ann.) | 42.67% | 64.94% |
| R^2 | 0.58 | 0.58 |
| Calmar | 1.41 | 0.73 |
| Skew | 0.81 | -0.61 |
| Kurtosis | 10.21 | 12.21 |
| Expected Daily % | 0.14% | 0.12% |
| Expected Monthly % | 4.19% | 3.66% |
| Expected Yearly % | 53.93% | 45.87% |
| Kelly Criterion | 11.1% | 7.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.51% | -5.41% |
| Expected Shortfall (cVaR) | -3.51% | -5.41% |
| Year | BTCUSD | configs_sql/hl_close/c/btcusd/all_id_ | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 233.07 | 294.00 | 1.26 | + |
| 2021 | 59.34 | 34.07 | 0.57 | - |
| 2022 | -64.22 | -31.62 | 0.49 | + |
| 2023 | 155.54 | 120.10 | 0.77 | - |
| 2024 | 121.00 | 78.33 | 0.65 | - |
| 2025 | -10.18 | -6.17 | 0.61 | + |
| Metric | configs_sql/hl_close/c/btcusd/all_id_ | BTCUSD |
|---|---|---|
| MTD | 0.0% | 1.6% |
| 3M | -6.17% | -11.16% |
| 6M | 31.64% | 38.29% |
| YTD | -6.17% | -10.18% |
| 1Y | 58.69% | 27.07% |
| 3Y (ann.) | 32.14% | 21.79% |
| 5Y (ann.) | 63.12% | 65.51% |
| Metric | configs_sql/hl_close/c/btcusd/all_id_ | BTCUSD |
|---|---|---|
| Max Drawdown | -46.77% | -76.67% |
| Longest DD Days | 545.0 | 846.0 |
| Avg. Drawdown | -5.25% | -9.97% |
| Avg. Drawdown Days | 28.0 | 38.0 |
| Recovery Factor | 26.31 | 11.26 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-08-29 | -46.77 | 545 |
| 2021-01-09 | 2022-02-04 | -39.36 | 391 |
| 2025-03-03 | 2025-04-04 | -16.33 | 32 |
| 2020-03-07 | 2020-03-19 | -14.57 | 12 |
| 2020-05-08 | 2020-06-01 | -14.46 | 24 |
| 2024-03-12 | 2024-04-22 | -13.80 | 41 |
| 2020-03-25 | 2020-04-02 | -13.14 | 8 |
| 2024-01-09 | 2024-03-11 | -12.99 | 62 |
| 2020-08-18 | 2020-10-20 | -11.23 | 63 |
| 2024-07-02 | 2024-07-15 | -11.01 | 13 |
| Metric | configs_sql/hl_close/c/btcusd/all_id_ | BTCUSD |
|---|---|---|
| Best Day | 14.25% | 19.48% |
| Worst Day | -15.17% | -39.01% |
| Best Week | 35.78% | 38.59% |
| Worst Week | -23.92% | -38.6% |
| Best Month | 42.62% | 47.19% |
| Worst Month | -26.75% | -37.12% |
| Best Year | 294.0% | 233.07% |
| Worst Year | -31.62% | -64.22% |
| Avg. Up Day | 1.84% | 2.62% |
| Avg. Down Day | -1.37% | -2.36% |
| Avg. Up Week | 4.86% | 7.72% |
| Avg. Down Week | -2.52% | -6.17% |
| Avg. Up Month | 12.94% | 18.42% |
| Avg. Down Month | -5.06% | -12.7% |
| Win Days % | 49.04% | 51.16% |
| Win Month % | 61.29% | 57.14% |
| Win Week % | 53.21% | 53.33% |
| Win Quarter % | 72.73% | 59.09% |
| Win Year % | 66.67% | 66.67% |