| Metric | LEVER_BTC | btcusd_returns |
|---|---|---|
| Time in Market | 92.0% | 100.0% |
| Cumulative Return | 40.8% | 24.47% |
| Max Drawdown | -3.86% | -26.19% |
| Sharpe | 3.07 | 0.72 |
| Sortino | 6.84 | 1.11 |
| Payoff Ratio | 2.07 | 1.2 |
| Profit Factor | 1.87 | 1.11 |
| Common Sense Ratio | 2.87 | 1.21 |
| CPC Index | 1.95 | 0.66 |
| Tail Ratio | 1.54 | 1.09 |
| Outlier Win Ratio | 13.3 | 2.68 |
| Outlier Loss Ratio | 13.77 | 2.02 |
| Volatility (ann.) | 12.25% | 50.41% |
| R^2 | 0.05 | 0.05 |
| Calmar | 11.58 | 1.02 |
| Skew | 2.94 | 0.56 |
| Kurtosis | 19.8 | 2.45 |
| Expected Daily % | 0.1% | 0.06% |
| Expected Monthly % | 2.89% | 1.84% |
| Expected Yearly % | 18.66% | 11.57% |
| Kelly Criterion | 26.75% | 7.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -4.24% |
| Expected Shortfall (cVaR) | -0.95% | -4.24% |
| Year | btcusd_returns | LEVER_BTC | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.30 | 41.49 | 0.86 | - |
| 2025 | -16.07 | -0.49 | 0.03 | + |
| Metric | LEVER_BTC | btcusd_returns |
|---|---|---|
| MTD | -0.56% | -5.05% |
| 3M | -1.54% | -20.15% |
| 6M | 25.58% | 26.17% |
| YTD | -0.49% | -16.07% |
| 1Y | 40.8% | 24.47% |
| 3Y (ann.) | 44.7% | 26.67% |
| 5Y (ann.) | 44.7% | 26.67% |
| Metric | LEVER_BTC | btcusd_returns |
|---|---|---|
| Max Drawdown | -3.86% | -26.19% |
| Longest DD Days | 67.0 | 161.0 |
| Avg. Drawdown | -0.93% | -6.89% |
| Avg. Drawdown Days | 10.0 | 22.0 |
| Recovery Factor | 10.57 | 0.93 |
| Ulcer Index | 0.97 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-22 | 2024-07-17 | -3.86 | 56 |
| 2024-08-26 | 2024-09-18 | -3.10 | 23 |
| 2025-01-07 | 2025-03-15 | -3.03 | 67 |
| 2025-03-27 | 2025-04-06 | -3.03 | 10 |
| 2024-07-23 | 2024-08-07 | -2.30 | 15 |
| 2024-10-22 | 2024-11-06 | -1.09 | 15 |
| 2024-12-06 | 2024-12-16 | -1.07 | 10 |
| 2024-10-07 | 2024-10-12 | -0.85 | 5 |
| 2024-11-13 | 2024-11-14 | -0.81 | 1 |
| 2024-11-15 | 2024-11-16 | -0.81 | 1 |
| Metric | LEVER_BTC | btcusd_returns |
|---|---|---|
| Best Day | 5.49% | 11.89% |
| Worst Day | -1.88% | -8.6% |
| Best Week | 9.03% | 18.92% |
| Worst Week | -2.04% | -12.35% |
| Best Month | 22.34% | 37.42% |
| Worst Month | -1.97% | -17.71% |
| Best Year | 41.49% | 48.3% |
| Worst Year | -0.49% | -16.07% |
| Avg. Up Day | 0.48% | 2.35% |
| Avg. Down Day | -0.23% | -1.96% |
| Avg. Up Week | 2.08% | 6.07% |
| Avg. Down Week | -0.8% | -4.73% |
| Avg. Up Month | 6.22% | 12.61% |
| Avg. Down Month | -1.26% | -9.96% |
| Win Days % | 50.65% | 49.4% |
| Win Month % | 75.0% | 50.0% |
| Win Week % | 61.22% | 50.0% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |