| Metric | configs_sql/hl_close/c/btcusd/uniq_ | BTCUSD |
|---|---|---|
| Time in Market | 70.0% | 100.0% |
| Cumulative Return | 1,235.70% | 956.69% |
| Max Drawdown | -46.25% | -76.67% |
| Sharpe | 1.41 | 1.05 |
| Sortino | 2.29 | 1.53 |
| Payoff Ratio | 1.34 | 1.12 |
| Profit Factor | 1.36 | 1.18 |
| Common Sense Ratio | 1.73 | 1.29 |
| CPC Index | 0.89 | 0.67 |
| Tail Ratio | 1.28 | 1.09 |
| Outlier Win Ratio | 9.71 | 3.94 |
| Outlier Loss Ratio | 5.84 | 3.57 |
| Volatility (ann.) | 42.65% | 64.89% |
| R^2 | 0.58 | 0.58 |
| Calmar | 1.44 | 0.77 |
| Skew | 0.79 | -0.6 |
| Kurtosis | 10.06 | 12.3 |
| Expected Daily % | 0.14% | 0.13% |
| Expected Monthly % | 4.27% | 3.88% |
| Expected Yearly % | 54.03% | 48.14% |
| Kelly Criterion | 11.26% | 7.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.51% | -5.4% |
| Expected Shortfall (cVaR) | -3.51% | -5.4% |
| Year | BTCUSD | configs_sql/hl_close/c/btcusd/uniq_ | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 265.33 | 299.81 | 1.13 | + |
| 2021 | 59.34 | 33.24 | 0.56 | - |
| 2022 | -64.22 | -30.65 | 0.48 | + |
| 2023 | 155.54 | 118.22 | 0.76 | - |
| 2024 | 121.00 | 76.97 | 0.64 | - |
| 2025 | -10.18 | -6.38 | 0.63 | + |
| Metric | configs_sql/hl_close/c/btcusd/uniq_ | BTCUSD |
|---|---|---|
| MTD | 0.0% | 1.6% |
| 3M | -6.38% | -11.16% |
| 6M | 30.36% | 38.29% |
| YTD | -6.38% | -10.18% |
| 1Y | 57.15% | 27.07% |
| 3Y (ann.) | 31.77% | 21.79% |
| 5Y (ann.) | 62.73% | 65.51% |
| Metric | configs_sql/hl_close/c/btcusd/uniq_ | BTCUSD |
|---|---|---|
| Max Drawdown | -46.25% | -76.67% |
| Longest DD Days | 545.0 | 846.0 |
| Avg. Drawdown | -5.3% | -9.58% |
| Avg. Drawdown Days | 28.0 | 37.0 |
| Recovery Factor | 26.72 | 12.48 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-08-29 | -46.25 | 545 |
| 2021-01-09 | 2022-02-04 | -39.35 | 391 |
| 2025-03-03 | 2025-04-04 | -16.28 | 32 |
| 2020-05-08 | 2020-06-01 | -14.46 | 24 |
| 2024-03-12 | 2024-04-22 | -13.82 | 41 |
| 2020-03-25 | 2020-04-02 | -13.09 | 8 |
| 2024-01-09 | 2024-03-11 | -12.95 | 62 |
| 2020-03-12 | 2020-03-19 | -11.66 | 7 |
| 2020-08-18 | 2020-10-20 | -11.26 | 63 |
| 2024-07-02 | 2024-07-15 | -10.98 | 13 |
| Metric | configs_sql/hl_close/c/btcusd/uniq_ | BTCUSD |
|---|---|---|
| Best Day | 14.09% | 19.48% |
| Worst Day | -15.17% | -39.01% |
| Best Week | 35.19% | 38.59% |
| Worst Week | -23.87% | -29.64% |
| Best Month | 42.65% | 47.19% |
| Worst Month | -26.73% | -37.12% |
| Best Year | 299.81% | 265.33% |
| Worst Year | -30.65% | -64.22% |
| Avg. Up Day | 1.85% | 2.63% |
| Avg. Down Day | -1.38% | -2.36% |
| Avg. Up Week | 4.89% | 7.75% |
| Avg. Down Week | -2.5% | -6.06% |
| Avg. Up Month | 12.88% | 18.42% |
| Avg. Down Month | -5.36% | -13.37% |
| Win Days % | 49.19% | 51.17% |
| Win Month % | 62.3% | 58.06% |
| Win Week % | 53.0% | 53.16% |
| Win Quarter % | 72.73% | 59.09% |
| Win Year % | 66.67% | 66.67% |