| Metric | g_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 92.0% | 100.0% |
| Cumulative Return | 262.84% | 85.01% |
| Max Drawdown | -10.99% | -66.89% |
| Sharpe | 2.22 | 0.63 |
| Sortino | 4.06 | 0.93 |
| Payoff Ratio | 1.51 | 1.19 |
| Profit Factor | 1.53 | 1.1 |
| Common Sense Ratio | 2.39 | 1.15 |
| CPC Index | 1.12 | 0.67 |
| Tail Ratio | 1.56 | 1.05 |
| Outlier Win Ratio | 10.16 | 3.22 |
| Outlier Loss Ratio | 10.48 | 2.56 |
| Volatility (ann.) | 19.15% | 54.7% |
| R^2 | 0.42 | 0.42 |
| Calmar | 4.56 | 0.32 |
| Skew | 1.42 | 0.19 |
| Kurtosis | 10.14 | 3.54 |
| Expected Daily % | 0.11% | 0.05% |
| Expected Monthly % | 3.36% | 1.59% |
| Expected Yearly % | 38.02% | 16.63% |
| Kelly Criterion | 14.64% | 10.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.53% | -4.62% |
| Expected Shortfall (cVaR) | -1.53% | -4.62% |
| Year | BTCUSD | g_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.17 | 18.73 | -0.31 | + |
| 2023 | 154.85 | 63.86 | 0.41 | - |
| 2024 | 119.18 | 73.89 | 0.62 | - |
| 2025 | -16.84 | 7.25 | -0.43 | + |
| Metric | g_daily_ | BTCUSD |
|---|---|---|
| MTD | -5.15% | -6.41% |
| 3M | 3.99% | -21.61% |
| 6M | 33.79% | 23.82% |
| YTD | 7.25% | -16.84% |
| 1Y | 64.37% | 12.99% |
| 3Y (ann.) | 48.74% | 19.2% |
| 5Y (ann.) | 50.17% | 21.42% |
| Metric | g_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -10.99% | -66.89% |
| Longest DD Days | 174.0 | 683.0 |
| Avg. Drawdown | -1.67% | -10.75% |
| Avg. Drawdown Days | 11.0 | 70.0 |
| Recovery Factor | 23.91 | 1.27 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-30 | 2022-06-25 | -10.99 | 87 |
| 2022-12-16 | 2023-01-04 | -10.34 | 19 |
| 2025-01-25 | 2025-04-07 | -8.89 | 72 |
| 2023-05-01 | 2023-10-22 | -6.93 | 174 |
| 2024-06-06 | 2024-07-17 | -5.75 | 41 |
| 2024-07-30 | 2024-08-07 | -5.28 | 8 |
| 2022-08-14 | 2022-10-27 | -5.22 | 74 |
| 2024-12-18 | 2025-01-17 | -3.99 | 30 |
| 2022-07-09 | 2022-07-17 | -3.80 | 8 |
| 2024-01-03 | 2024-01-12 | -3.65 | 9 |
| Metric | g_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.44% | 14.21% |
| Worst Day | -5.09% | -14.67% |
| Best Week | 12.19% | 28.96% |
| Worst Week | -5.23% | -30.92% |
| Best Month | 21.06% | 45.57% |
| Worst Month | -9.45% | -36.86% |
| Best Year | 73.89% | 154.85% |
| Worst Year | 7.25% | -60.17% |
| Avg. Up Day | 0.82% | 2.34% |
| Avg. Down Day | -0.54% | -1.97% |
| Avg. Up Week | 2.66% | 6.23% |
| Avg. Down Week | -1.19% | -5.07% |
| Avg. Up Month | 8.02% | 15.44% |
| Avg. Down Month | -3.05% | -11.41% |
| Win Days % | 48.68% | 51.25% |
| Win Month % | 69.23% | 53.85% |
| Win Week % | 54.44% | 52.66% |
| Win Quarter % | 71.43% | 50.0% |
| Win Year % | 100.0% | 50.0% |