| Metric | all.f_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 322.12% | 90.45% |
| Max Drawdown | -17.38% | -62.03% |
| Sharpe | 2.0 | 0.67 |
| Sortino | 3.36 | 0.99 |
| Payoff Ratio | 1.33 | 1.12 |
| Profit Factor | 1.44 | 1.11 |
| Common Sense Ratio | 2.03 | 1.26 |
| CPC Index | 0.99 | 0.61 |
| Tail Ratio | 1.41 | 1.14 |
| Outlier Win Ratio | 7.67 | 3.38 |
| Outlier Loss Ratio | 8.16 | 3.12 |
| Volatility (ann.) | 26.01% | 53.34% |
| R^2 | 0.42 | 0.42 |
| Calmar | 3.57 | 0.39 |
| Skew | 0.8 | -0.09 |
| Kurtosis | 7.97 | 4.12 |
| Expected Daily % | 0.13% | 0.06% |
| Expected Monthly % | 3.97% | 1.76% |
| Expected Yearly % | 43.34% | 17.48% |
| Kelly Criterion | 15.33% | 3.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.1% | -4.49% |
| Expected Shortfall (cVaR) | -2.1% | -4.49% |
| Year | BTCUSD | all.f_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.83 | -11.62 | 0.19 | + |
| 2023 | 155.54 | 123.86 | 0.80 | - |
| 2024 | 121.00 | 129.73 | 1.07 | + |
| 2025 | -16.05 | -7.12 | 0.44 | + |
| Metric | all.f_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.87% | -5.04% |
| 3M | -7.66% | -20.14% |
| 6M | 56.67% | 26.22% |
| YTD | -7.12% | -16.05% |
| 1Y | 70.23% | 15.49% |
| 3Y (ann.) | 62.04% | 24.1% |
| 5Y (ann.) | 62.04% | 24.1% |
| Metric | all.f_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -17.38% | -62.03% |
| Longest DD Days | 269.0 | 593.0 |
| Avg. Drawdown | -3.95% | -8.93% |
| Avg. Drawdown Days | 26.0 | 47.0 |
| Recovery Factor | 18.53 | 1.46 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-04-06 | -17.38 | 118 |
| 2022-04-20 | 2023-01-14 | -17.20 | 269 |
| 2024-03-15 | 2024-07-15 | -12.92 | 122 |
| 2023-11-16 | 2023-12-10 | -8.81 | 24 |
| 2024-07-22 | 2024-11-06 | -8.79 | 107 |
| 2024-01-12 | 2024-03-01 | -6.25 | 49 |
| 2023-04-15 | 2023-06-21 | -6.03 | 67 |
| 2024-11-12 | 2024-11-16 | -4.76 | 4 |
| 2023-12-28 | 2024-01-10 | -4.72 | 13 |
| 2023-07-14 | 2023-10-22 | -3.93 | 100 |
| Metric | all.f_daily_ | BTCUSD |
|---|---|---|
| Best Day | 9.14% | 11.89% |
| Worst Day | -6.89% | -15.42% |
| Best Week | 16.02% | 35.75% |
| Worst Week | -8.45% | -29.64% |
| Best Month | 61.57% | 43.77% |
| Worst Month | -7.98% | -37.12% |
| Best Year | 129.73% | 155.54% |
| Worst Year | -11.62% | -59.83% |
| Avg. Up Day | 1.02% | 2.3% |
| Avg. Down Day | -0.77% | -2.04% |
| Avg. Up Week | 3.57% | 7.23% |
| Avg. Down Week | -1.61% | -5.42% |
| Avg. Up Month | 12.07% | 16.77% |
| Avg. Down Month | -2.32% | -11.23% |
| Win Days % | 51.66% | 48.8% |
| Win Month % | 51.35% | 54.05% |
| Win Week % | 52.5% | 49.38% |
| Win Quarter % | 69.23% | 46.15% |
| Win Year % | 50.0% | 50.0% |