| Metric | configs_sql/hl_close/c/btcusd/uniq_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 70.0% | 100.0% |
| Cumulative Return | 1,209.08% | 859.33% |
| Max Drawdown | -46.25% | -76.67% |
| Sharpe | 1.4 | 1.02 |
| Sortino | 2.27 | 1.48 |
| Payoff Ratio | 1.34 | 1.11 |
| Profit Factor | 1.35 | 1.17 |
| Common Sense Ratio | 1.72 | 1.28 |
| CPC Index | 0.89 | 0.67 |
| Tail Ratio | 1.27 | 1.09 |
| Outlier Win Ratio | 9.74 | 3.94 |
| Outlier Loss Ratio | 5.9 | 3.58 |
| Volatility (ann.) | 42.54% | 64.92% |
| R^2 | 0.58 | 0.58 |
| Calmar | 1.42 | 0.73 |
| Skew | 0.79 | -0.61 |
| Kurtosis | 10.12 | 12.22 |
| Expected Daily % | 0.14% | 0.12% |
| Expected Monthly % | 4.17% | 3.65% |
| Expected Yearly % | 53.52% | 45.77% |
| Kelly Criterion | 11.17% | 7.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.5% | -5.41% |
| Expected Shortfall (cVaR) | -3.5% | -5.41% |
| Year | BTCUSD | configs_sql/hl_close/c/btcusd/uniq_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 233.07 | 291.84 | 1.25 | + |
| 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 | -10.56 | -6.38 | 0.60 | + |
| Metric | configs_sql/hl_close/c/btcusd/uniq_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.0% | 1.17% |
| 3M | -6.38% | -13.83% |
| 6M | 30.36% | 37.46% |
| YTD | -6.38% | -10.56% |
| 1Y | 57.15% | 21.85% |
| 3Y (ann.) | 31.77% | 21.44% |
| 5Y (ann.) | 62.1% | 64.73% |
| Metric | configs_sql/hl_close/c/btcusd/uniq_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -46.25% | -76.67% |
| Longest DD Days | 545.0 | 846.0 |
| Avg. Drawdown | -5.26% | -9.97% |
| Avg. Drawdown Days | 28.0 | 39.0 |
| Recovery Factor | 26.14 | 11.21 |
| 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 | 2025-04-05 | -16.28 | 33 |
| 2020-05-08 | 2020-06-01 | -14.46 | 24 |
| 2020-03-07 | 2020-03-19 | -14.37 | 12 |
| 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 |
| 2020-08-18 | 2020-10-20 | -11.26 | 63 |
| 2024-07-02 | 2024-07-15 | -10.98 | 13 |
| Metric | configs_sql/hl_close/c/btcusd/uniq_daily_ | BTCUSD |
|---|---|---|
| Best Day | 14.09% | 19.48% |
| Worst Day | -15.17% | -39.01% |
| Best Week | 35.19% | 38.59% |
| Worst Week | -23.87% | -38.6% |
| Best Month | 42.65% | 47.19% |
| Worst Month | -26.73% | -37.12% |
| Best Year | 291.84% | 233.07% |
| Worst Year | -30.65% | -64.22% |
| Avg. Up Day | 1.83% | 2.63% |
| Avg. Down Day | -1.37% | -2.37% |
| Avg. Up Week | 4.86% | 7.72% |
| Avg. Down Week | -2.54% | -6.17% |
| Avg. Up Month | 12.88% | 18.41% |
| Avg. Down Month | -5.06% | -12.7% |
| Win Days % | 49.19% | 51.13% |
| Win Month % | 61.29% | 57.14% |
| Win Week % | 53.21% | 53.14% |
| Win Quarter % | 72.73% | 59.09% |
| Win Year % | 66.67% | 66.67% |