| Metric | all.f_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 378.07% | 90.45% |
| Max Drawdown | -20.06% | -62.03% |
| Sharpe | 2.09 | 0.67 |
| Sortino | 3.55 | 0.99 |
| Payoff Ratio | 1.34 | 1.12 |
| Profit Factor | 1.46 | 1.11 |
| Common Sense Ratio | 2.1 | 1.26 |
| CPC Index | 1.01 | 0.61 |
| Tail Ratio | 1.44 | 1.14 |
| Outlier Win Ratio | 7.3 | 3.38 |
| Outlier Loss Ratio | 7.8 | 3.11 |
| Volatility (ann.) | 26.94% | 53.34% |
| R^2 | 0.42 | 0.42 |
| Calmar | 3.44 | 0.39 |
| Skew | 0.84 | -0.09 |
| Kurtosis | 8.2 | 4.12 |
| Expected Daily % | 0.14% | 0.06% |
| Expected Monthly % | 4.32% | 1.76% |
| Expected Yearly % | 47.87% | 17.48% |
| Kelly Criterion | 15.92% | 3.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.16% | -4.49% |
| Expected Shortfall (cVaR) | -2.16% | -4.49% |
| Year | BTCUSD | all.f_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.83 | -9.59 | 0.16 | + |
| 2023 | 155.54 | 144.78 | 0.93 | - |
| 2024 | 121.00 | 139.31 | 1.15 | + |
| 2025 | -16.05 | -9.73 | 0.61 | + |
| Metric | all.f_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.75% | -5.04% |
| 3M | -10.38% | -20.14% |
| 6M | 54.68% | 26.22% |
| YTD | -9.73% | -16.05% |
| 1Y | 68.53% | 15.49% |
| 3Y (ann.) | 68.94% | 24.1% |
| 5Y (ann.) | 68.94% | 24.1% |
| Metric | all.f_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -20.06% | -62.03% |
| Longest DD Days | 268.0 | 593.0 |
| Avg. Drawdown | -4.08% | -8.93% |
| Avg. Drawdown Days | 25.0 | 47.0 |
| Recovery Factor | 18.85 | 1.46 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-04-06 | -20.06 | 118 |
| 2022-04-20 | 2023-01-13 | -16.68 | 268 |
| 2024-03-15 | 2024-04-22 | -12.37 | 38 |
| 2024-07-22 | 2024-11-06 | -10.06 | 107 |
| 2023-11-17 | 2023-12-09 | -8.92 | 22 |
| 2023-04-15 | 2023-06-21 | -6.18 | 67 |
| 2024-01-12 | 2024-03-01 | -5.96 | 49 |
| 2024-05-22 | 2024-07-14 | -5.66 | 53 |
| 2024-11-12 | 2024-11-16 | -4.97 | 4 |
| 2023-02-21 | 2023-03-13 | -4.43 | 20 |
| Metric | all.f_daily_ | BTCUSD |
|---|---|---|
| Best Day | 10.02% | 11.89% |
| Worst Day | -7.92% | -15.42% |
| Best Week | 16.28% | 35.75% |
| Worst Week | -8.06% | -29.64% |
| Best Month | 61.93% | 43.77% |
| Worst Month | -7.28% | -37.12% |
| Best Year | 144.78% | 155.54% |
| Worst Year | -9.73% | -59.83% |
| Avg. Up Day | 1.08% | 2.29% |
| Avg. Down Day | -0.81% | -2.04% |
| Avg. Up Week | 3.77% | 7.14% |
| Avg. Down Week | -1.65% | -5.37% |
| Avg. Up Month | 11.54% | 15.66% |
| Avg. Down Month | -2.81% | -11.85% |
| Win Days % | 51.85% | 48.8% |
| Win Month % | 59.46% | 54.05% |
| Win Week % | 52.5% | 49.38% |
| Win Quarter % | 69.23% | 46.15% |
| Win Year % | 50.0% | 50.0% |