| Metric | volume_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 95.0% | 100.0% |
| Cumulative Return | 34.84% | 12.1% |
| Max Drawdown | -12.29% | -28.06% |
| Sharpe | 3.21 | 0.8 |
| Sortino | 4.02 | 1.2 |
| Payoff Ratio | 0.26 | 1.02 |
| Profit Factor | 1.93 | 1.13 |
| Common Sense Ratio | 2.5 | 1.27 |
| CPC Index | 0.44 | 0.59 |
| Tail Ratio | 1.3 | 1.13 |
| Outlier Win Ratio | 10.59 | 2.73 |
| Outlier Loss Ratio | 3.03 | 3.35 |
| Volatility (ann.) | 23.25% | 49.75% |
| R^2 | 0.06 | 0.06 |
| Calmar | 8.62 | 1.13 |
| Skew | -2.7 | 0.27 |
| Kurtosis | 14.0 | 2.09 |
| Expected Daily % | 0.2% | 0.08% |
| Expected Monthly % | 5.11% | 1.92% |
| Expected Yearly % | 34.84% | 12.1% |
| Kelly Criterion | 42.11% | 4.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.8% | -4.17% |
| Expected Shortfall (cVaR) | -1.8% | -4.17% |
| Year | BTCUSD | volume_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 12.10 | 34.84 | 2.88 | + |
| Metric | volume_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.0% | 0.54% |
| 3M | 26.03% | 23.67% |
| 6M | 34.84% | 12.1% |
| YTD | 34.84% | 12.1% |
| 1Y | 34.84% | 12.1% |
| 3Y (ann.) | 105.98% | 31.79% |
| 5Y (ann.) | 105.98% | 31.79% |
| Metric | volume_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -12.29% | -28.06% |
| Longest DD Days | 77.0 | 116.0 |
| Avg. Drawdown | -2.91% | -9.71% |
| Avg. Drawdown Days | 16.0 | 27.0 |
| Recovery Factor | 2.83 | 0.43 |
| Ulcer Index | 1.0 | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-29 | 2025-04-16 | -12.29 | 77 |
| 2025-01-09 | 2025-01-19 | -4.75 | 10 |
| 2025-05-06 | 2025-05-08 | -0.31 | 2 |
| 2025-04-28 | 2025-04-29 | -0.05 | 1 |
| 2025-05-30 | 2025-06-01 | -0.04 | 2 |
| 2025-05-18 | 2025-05-19 | -0.03 | 1 |
| Metric | volume_daily_ | BTCUSD |
|---|---|---|
| Best Day | 3.68% | 9.73% |
| Worst Day | -6.56% | -8.76% |
| Best Week | 11.02% | 10.56% |
| Worst Week | -5.79% | -13.98% |
| Best Month | 16.24% | 14.33% |
| Worst Month | -6.72% | -19.19% |
| Best Year | 34.84% | 12.1% |
| Worst Year | 34.84% | 12.1% |
| Avg. Up Day | 0.55% | 1.93% |
| Avg. Down Day | -2.13% | -1.9% |
| Avg. Up Week | 3.65% | 5.37% |
| Avg. Down Week | -4.24% | -9.04% |
| Avg. Up Month | 13.83% | 12.33% |
| Avg. Down Month | -4.32% | -10.91% |
| Win Days % | 88.11% | 51.66% |
| Win Month % | 60.0% | 66.67% |
| Win Week % | 68.18% | 65.22% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |