| Metric | configs_sql/hl_close/c/btcusd/uniq_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 60.0% | 100.0% |
| Cumulative Return | 291.5% | 756.45% |
| Max Drawdown | -36.32% | -76.67% |
| Sharpe | 1.03 | 1.04 |
| Sortino | 1.62 | 1.56 |
| Payoff Ratio | 1.23 | 1.08 |
| Profit Factor | 1.26 | 1.17 |
| Common Sense Ratio | 1.68 | 1.21 |
| CPC Index | 0.77 | 0.65 |
| Tail Ratio | 1.33 | 1.03 |
| Outlier Win Ratio | 12.01 | 3.3 |
| Outlier Loss Ratio | 6.02 | 3.48 |
| Volatility (ann.) | 33.02% | 61.17% |
| R^2 | 0.49 | 0.49 |
| Calmar | 0.91 | 0.74 |
| Skew | 0.75 | 0.11 |
| Kurtosis | 15.26 | 3.51 |
| Expected Daily % | 0.08% | 0.12% |
| Expected Monthly % | 2.34% | 3.71% |
| Expected Yearly % | 25.54% | 43.04% |
| Kelly Criterion | 8.51% | 5.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.75% | -5.09% |
| Expected Shortfall (cVaR) | -2.75% | -5.09% |
| Year | BTCUSD | configs_sql/hl_close/c/btcusd/uniq_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 216.81 | 82.08 | 0.38 | - |
| 2021 | 59.34 | 7.18 | 0.12 | - |
| 2022 | -64.22 | -10.39 | 0.16 | + |
| 2023 | 155.54 | 60.72 | 0.39 | - |
| 2024 | 121.00 | 45.26 | 0.37 | - |
| 2025 | -16.05 | -4.11 | 0.26 | + |
| Metric | configs_sql/hl_close/c/btcusd/uniq_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.02% | -5.04% |
| 3M | -4.11% | -20.14% |
| 6M | 24.94% | 26.22% |
| YTD | -4.11% | -16.05% |
| 1Y | 41.51% | 15.49% |
| 3Y (ann.) | 25.36% | 19.85% |
| 5Y (ann.) | 33.13% | 56.87% |
| Metric | configs_sql/hl_close/c/btcusd/uniq_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -36.32% | -76.67% |
| Longest DD Days | 893.0 | 846.0 |
| Avg. Drawdown | -3.68% | -8.63% |
| Avg. Drawdown Days | 32.0 | 37.0 |
| Recovery Factor | 8.03 | 9.87 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-01-09 | 2023-06-21 | -36.32 | 893 |
| 2024-01-09 | 2024-07-15 | -16.96 | 188 |
| 2025-03-03 | 2025-04-06 | -16.66 | 34 |
| 2024-07-29 | 2024-08-08 | -12.05 | 10 |
| 2024-12-18 | 2025-03-02 | -10.02 | 74 |
| 2023-08-30 | 2023-10-24 | -8.14 | 55 |
| 2020-12-01 | 2021-01-02 | -7.30 | 32 |
| 2020-08-18 | 2020-10-19 | -7.25 | 62 |
| 2020-11-25 | 2020-11-30 | -6.97 | 5 |
| 2024-08-09 | 2024-10-18 | -6.74 | 70 |
| Metric | configs_sql/hl_close/c/btcusd/uniq_daily_ | BTCUSD |
|---|---|---|
| Best Day | 14.52% | 19.48% |
| Worst Day | -14.39% | -15.42% |
| Best Week | 30.15% | 38.59% |
| Worst Week | -25.18% | -29.64% |
| Best Month | 45.28% | 47.19% |
| Worst Month | -25.68% | -37.12% |
| Best Year | 82.08% | 216.81% |
| Worst Year | -10.39% | -64.22% |
| Avg. Up Day | 1.55% | 2.47% |
| Avg. Down Day | -1.25% | -2.28% |
| Avg. Up Week | 3.97% | 8.03% |
| Avg. Down Week | -2.48% | -5.88% |
| Avg. Up Month | 10.08% | 19.75% |
| Avg. Down Month | -4.2% | -13.73% |
| Win Days % | 49.46% | 50.81% |
| Win Month % | 59.26% | 56.9% |
| Win Week % | 54.14% | 52.36% |
| Win Quarter % | 75.0% | 55.0% |
| Win Year % | 66.67% | 66.67% |