| Metric | configs_sql/hl_close/c/btcusd/uniq_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 60.0% | 100.0% |
| Cumulative Return | 131.11% | 107.89% |
| Max Drawdown | -18.13% | -66.18% |
| Sharpe | 1.06 | 0.72 |
| Sortino | 1.69 | 1.05 |
| Payoff Ratio | 1.34 | 1.11 |
| Profit Factor | 1.26 | 1.12 |
| Common Sense Ratio | 1.61 | 1.27 |
| CPC Index | 0.79 | 0.61 |
| Tail Ratio | 1.28 | 1.14 |
| Outlier Win Ratio | 11.9 | 3.56 |
| Outlier Loss Ratio | 5.64 | 3.34 |
| Volatility (ann.) | 29.95% | 53.42% |
| R^2 | 0.53 | 0.53 |
| Calmar | 1.73 | 0.41 |
| Skew | 0.84 | -0.08 |
| Kurtosis | 12.05 | 4.01 |
| Expected Daily % | 0.08% | 0.07% |
| Expected Monthly % | 2.23% | 1.94% |
| Expected Yearly % | 23.3% | 20.08% |
| Kelly Criterion | 7.02% | 3.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.49% | -4.49% |
| Expected Shortfall (cVaR) | -2.49% | -4.49% |
| Year | BTCUSD | configs_sql/hl_close/c/btcusd/uniq_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -63.70 | -9.27 | 0.15 | + |
| 2023 | 155.54 | 71.52 | 0.46 | - |
| 2024 | 121.00 | 43.88 | 0.36 | - |
| 2025 | 1.41 | 3.21 | 2.29 | + |
| Metric | configs_sql/hl_close/c/btcusd/uniq_daily_ | BTCUSD |
|---|---|---|
| MTD | 6.34% | 14.7% |
| 3M | 1.37% | -8.91% |
| 6M | 26.7% | 38.9% |
| YTD | 3.21% | 1.41% |
| 1Y | 43.92% | 46.8% |
| 3Y (ann.) | 32.71% | 32.76% |
| 5Y (ann.) | 31.33% | 26.88% |
| Metric | configs_sql/hl_close/c/btcusd/uniq_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -18.13% | -66.18% |
| Longest DD Days | 285.0 | 643.0 |
| Avg. Drawdown | -3.39% | -9.84% |
| Avg. Drawdown Days | 23.0 | 57.0 |
| Recovery Factor | 7.23 | 1.63 |
| Ulcer Index | inf | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-01-20 | -18.13 | 285 |
| 2024-01-09 | 2024-07-15 | -16.98 | 188 |
| 2025-03-03 | 2025-04-26 | -16.66 | 54 |
| 2024-07-22 | 2024-11-06 | -15.34 | 107 |
| 2023-08-30 | 2023-10-24 | -9.09 | 55 |
| 2023-01-30 | 2023-02-15 | -8.37 | 16 |
| 2024-12-17 | 2025-03-02 | -6.91 | 75 |
| 2024-11-23 | 2024-12-15 | -5.76 | 22 |
| 2023-02-21 | 2023-03-17 | -4.75 | 24 |
| 2023-07-14 | 2023-08-29 | -4.60 | 46 |
| Metric | configs_sql/hl_close/c/btcusd/uniq_daily_ | BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -8.6% | -15.42% |
| Best Week | 15.18% | 35.75% |
| Worst Week | -9.89% | -29.64% |
| Best Month | 21.45% | 43.77% |
| Worst Month | -6.78% | -37.12% |
| Best Year | 71.52% | 155.54% |
| Worst Year | -9.27% | -63.7% |
| Avg. Up Day | 1.51% | 2.28% |
| Avg. Down Day | -1.13% | -2.05% |
| Avg. Up Week | 3.52% | 6.48% |
| Avg. Down Week | -1.97% | -5.2% |
| Avg. Up Month | 7.17% | 14.98% |
| Avg. Down Month | -3.49% | -15.83% |
| Win Days % | 46.75% | 49.24% |
| Win Month % | 70.59% | 56.76% |
| Win Week % | 54.24% | 49.7% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 75.0% |