| Metric | configs_sql/hl_close/c/btcusd/uniq_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 62.0% | 100.0% |
| Cumulative Return | 118.78% | 64.47% |
| Max Drawdown | -25.52% | -72.75% |
| Sharpe | 0.93 | 0.54 |
| Sortino | 1.46 | 0.79 |
| Payoff Ratio | 1.29 | 1.08 |
| Profit Factor | 1.22 | 1.09 |
| Common Sense Ratio | 1.45 | 1.12 |
| CPC Index | 0.74 | 0.58 |
| Tail Ratio | 1.19 | 1.03 |
| Outlier Win Ratio | 11.99 | 3.57 |
| Outlier Loss Ratio | 5.9 | 3.33 |
| Volatility (ann.) | 29.56% | 54.7% |
| R^2 | 0.55 | 0.55 |
| Calmar | 1.01 | 0.22 |
| Skew | 0.84 | 0.01 |
| Kurtosis | 11.81 | 3.97 |
| Expected Daily % | 0.06% | 0.04% |
| Expected Monthly % | 1.88% | 1.19% |
| Expected Yearly % | 16.95% | 10.46% |
| Kelly Criterion | 5.84% | 2.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.47% | -4.63% |
| Expected Shortfall (cVaR) | -2.47% | -4.63% |
| Year | BTCUSD | configs_sql/hl_close/c/btcusd/uniq_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -19.41 | -0.66 | 0.03 | + |
| 2022 | -64.22 | -13.54 | 0.21 | + |
| 2023 | 155.54 | 71.52 | 0.46 | - |
| 2024 | 121.00 | 43.88 | 0.36 | - |
| 2025 | 0.98 | 3.21 | 3.27 | + |
| Metric | configs_sql/hl_close/c/btcusd/uniq_daily_ | BTCUSD |
|---|---|---|
| MTD | 6.34% | 14.22% |
| 3M | 2.72% | -8.09% |
| 6M | 26.49% | 38.75% |
| YTD | 3.21% | 0.98% |
| 1Y | 43.92% | 49.13% |
| 3Y (ann.) | 33.09% | 33.36% |
| 5Y (ann.) | 25.73% | 15.66% |
| Metric | configs_sql/hl_close/c/btcusd/uniq_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -25.52% | -72.75% |
| Longest DD Days | 419.0 | 820.0 |
| Avg. Drawdown | -3.59% | -12.32% |
| Avg. Drawdown Days | 29.0 | 87.0 |
| Recovery Factor | 4.65 | 0.89 |
| Ulcer Index | inf | 1.09 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-12-25 | 2023-02-17 | -25.52 | 419 |
| 2024-01-09 | 2024-07-15 | -16.98 | 188 |
| 2025-03-03 | 2025-04-29 | -16.66 | 57 |
| 2024-07-22 | 2024-11-06 | -15.34 | 107 |
| 2023-08-30 | 2023-10-24 | -9.09 | 55 |
| 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 |
| 2023-11-16 | 2023-11-22 | -3.59 | 6 |
| Metric | configs_sql/hl_close/c/btcusd/uniq_daily_ | BTCUSD |
|---|---|---|
| Best Day | 11.89% | 14.52% |
| 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 | -8.28% | -37.12% |
| Best Year | 71.52% | 155.54% |
| Worst Year | -13.54% | -64.22% |
| Avg. Up Day | 1.44% | 2.28% |
| Avg. Down Day | -1.12% | -2.12% |
| Avg. Up Week | 3.42% | 6.45% |
| Avg. Down Week | -2.05% | -5.47% |
| Avg. Up Month | 7.15% | 14.79% |
| Avg. Down Month | -3.71% | -16.27% |
| Win Days % | 46.97% | 49.4% |
| Win Month % | 65.79% | 54.76% |
| Win Week % | 52.63% | 48.9% |
| Win Quarter % | 66.67% | 46.67% |
| Win Year % | 60.0% | 60.0% |