| Metric | all.f_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 537.71% | 748.45% |
| Max Drawdown | -31.83% | -76.67% |
| Sharpe | 1.53 | 1.05 |
| Sortino | 2.42 | 1.57 |
| Payoff Ratio | 1.19 | 1.1 |
| Profit Factor | 1.33 | 1.17 |
| Common Sense Ratio | 1.73 | 1.21 |
| CPC Index | 0.83 | 0.66 |
| Tail Ratio | 1.3 | 1.03 |
| Outlier Win Ratio | 8.08 | 3.11 |
| Outlier Loss Ratio | 8.56 | 3.08 |
| Volatility (ann.) | 28.32% | 61.35% |
| R^2 | 0.51 | 0.51 |
| Calmar | 1.5 | 0.74 |
| Skew | 0.53 | 0.11 |
| Kurtosis | 10.72 | 3.48 |
| Expected Daily % | 0.11% | 0.12% |
| Expected Monthly % | 3.25% | 3.76% |
| Expected Yearly % | 36.18% | 42.81% |
| Kelly Criterion | 12.2% | 6.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.32% | -5.11% |
| Expected Shortfall (cVaR) | -2.32% | -5.11% |
| Year | BTCUSD | all.f_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 213.85 | 32.01 | 0.15 | - |
| 2021 | 59.34 | 19.06 | 0.32 | - |
| 2022 | -64.22 | -17.24 | 0.27 | + |
| 2023 | 155.54 | 137.39 | 0.88 | - |
| 2024 | 121.00 | 126.97 | 1.05 | + |
| 2025 | -16.05 | -9.01 | 0.56 | + |
| Metric | all.f_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.47% | -5.04% |
| 3M | -9.47% | -20.14% |
| 6M | 55.23% | 26.22% |
| YTD | -9.01% | -16.05% |
| 1Y | 71.38% | 15.49% |
| 3Y (ann.) | 57.54% | 19.85% |
| 5Y (ann.) | 47.9% | 57.09% |
| Metric | all.f_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -31.83% | -76.67% |
| Longest DD Days | 675.0 | 846.0 |
| Avg. Drawdown | -3.6% | -8.92% |
| Avg. Drawdown Days | 30.0 | 38.0 |
| Recovery Factor | 16.89 | 9.76 |
| Ulcer Index | 1.02 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-05-07 | 2023-03-13 | -31.83 | 675 |
| 2024-12-09 | 2025-04-06 | -18.36 | 118 |
| 2024-03-15 | 2024-07-14 | -13.44 | 121 |
| 2021-01-10 | 2021-05-01 | -10.73 | 111 |
| 2024-07-22 | 2024-10-29 | -9.38 | 99 |
| 2024-01-12 | 2024-03-04 | -9.20 | 52 |
| 2023-11-16 | 2023-12-09 | -6.76 | 23 |
| 2023-04-15 | 2023-06-20 | -5.85 | 66 |
| 2023-08-30 | 2023-10-23 | -5.76 | 54 |
| 2020-12-01 | 2020-12-30 | -5.24 | 29 |
| Metric | all.f_daily_ | BTCUSD |
|---|---|---|
| Best Day | 11.37% | 19.48% |
| Worst Day | -10.36% | -15.42% |
| Best Week | 15.84% | 38.59% |
| Worst Week | -15.32% | -29.64% |
| Best Month | 59.68% | 47.19% |
| Worst Month | -12.35% | -37.12% |
| Best Year | 137.39% | 213.85% |
| Worst Year | -17.24% | -64.22% |
| Avg. Up Day | 1.01% | 2.58% |
| Avg. Down Day | -0.85% | -2.35% |
| Avg. Up Week | 3.04% | 7.88% |
| Avg. Down Week | -1.85% | -6.1% |
| Avg. Up Month | 8.52% | 18.25% |
| Avg. Down Month | -3.34% | -12.82% |
| Win Days % | 52.27% | 50.84% |
| Win Month % | 63.79% | 56.9% |
| Win Week % | 54.37% | 52.38% |
| Win Quarter % | 75.0% | 55.0% |
| Win Year % | 66.67% | 66.67% |