| Metric | g_ | BTCUSD |
|---|---|---|
| Time in Market | 88.0% | 100.0% |
| Cumulative Return | 274.42% | 92.18% |
| Max Drawdown | -11.37% | -67.18% |
| Sharpe | 1.14 | 0.33 |
| Sortino | 1.94 | 0.47 |
| Payoff Ratio | 1.23 | 1.07 |
| Profit Factor | 1.26 | 1.05 |
| Common Sense Ratio | 1.52 | 1.03 |
| CPC Index | 0.77 | 0.58 |
| Tail Ratio | 1.2 | 0.97 |
| Outlier Win Ratio | 11.73 | 3.36 |
| Outlier Loss Ratio | 10.88 | 3.11 |
| Volatility (ann.) | 9.51% | 26.58% |
| R^2 | 0.44 | 0.44 |
| Calmar | 4.54 | 0.34 |
| Skew | 2.02 | 0.15 |
| Kurtosis | 21.17 | 6.21 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.44% | 1.69% |
| Expected Yearly % | 39.1% | 17.74% |
| Kelly Criterion | 8.36% | 5.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.27% |
| Expected Shortfall (cVaR) | -0.79% | -2.27% |
| Year | BTCUSD | g_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 19.62 | -0.33 | + |
| 2023 | 155.54 | 63.43 | 0.41 | - |
| 2024 | 121.00 | 74.00 | 0.61 | - |
| 2025 | -14.35 | 10.07 | -0.70 | + |
| Metric | g_ | BTCUSD |
|---|---|---|
| MTD | -2.46% | -3.12% |
| 3M | 6.37% | -21.83% |
| 6M | 36.81% | 27.3% |
| YTD | 10.07% | -14.35% |
| 1Y | 67.39% | 15.29% |
| 3Y (ann.) | 50.09% | 22.51% |
| 5Y (ann.) | 51.61% | 22.86% |
| Metric | g_ | BTCUSD |
|---|---|---|
| Max Drawdown | -11.37% | -67.18% |
| Longest DD Days | 173.0 | 683.0 |
| Avg. Drawdown | -1.45% | -6.89% |
| Avg. Drawdown Days | 7.0 | 35.0 |
| Recovery Factor | 24.13 | 1.37 |
| Ulcer Index | 1.0 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-01-12 | -11.37 | 28 |
| 2022-04-10 | 2022-06-25 | -11.33 | 76 |
| 2025-01-19 | 2025-04-08 | -10.08 | 78 |
| 2023-04-30 | 2023-10-21 | -7.66 | 173 |
| 2024-06-05 | 2024-07-19 | -6.25 | 43 |
| 2024-07-29 | 2024-08-07 | -5.70 | 8 |
| 2022-08-13 | 2022-10-25 | -5.29 | 73 |
| 2023-01-29 | 2023-02-16 | -4.45 | 17 |
| 2022-07-09 | 2022-07-16 | -4.29 | 6 |
| 2023-03-14 | 2023-03-18 | -4.23 | 3 |
| Metric | g_ | BTCUSD |
|---|---|---|
| Best Day | 6.01% | 9.33% |
| Worst Day | -3.02% | -9.32% |
| Best Week | 12.74% | 35.75% |
| Worst Week | -4.93% | -29.64% |
| Best Month | 21.09% | 43.77% |
| Worst Month | -9.47% | -37.12% |
| Best Year | 74.0% | 155.54% |
| Worst Year | 10.07% | -60.27% |
| Avg. Up Day | 0.35% | 1.01% |
| Avg. Down Day | -0.29% | -0.94% |
| Avg. Up Week | 2.9% | 7.07% |
| Avg. Down Week | -1.2% | -4.29% |
| Avg. Up Month | 7.61% | 13.78% |
| Avg. Down Month | -2.79% | -11.72% |
| Win Days % | 49.42% | 51.05% |
| Win Month % | 69.23% | 56.41% |
| Win Week % | 55.62% | 48.52% |
| Win Quarter % | 71.43% | 50.0% |
| Win Year % | 100.0% | 50.0% |