| Metric | volume_ | BTCUSD |
|---|---|---|
| Time in Market | 66.0% | 100.0% |
| Cumulative Return | 29.72% | 12.89% |
| Max Drawdown | -12.29% | -31.58% |
| Sharpe | 0.09 | 0.02 |
| Sortino | 0.09 | 0.03 |
| Payoff Ratio | 0.0 | 1.08 |
| Profit Factor | 1.67 | 1.0 |
| Common Sense Ratio | inf | 1.01 |
| CPC Index | 0.0 | 0.54 |
| Tail Ratio | inf | 1.01 |
| Outlier Win Ratio | 344.04 | 2.27 |
| Outlier Loss Ratio | 0.15 | 2.17 |
| Volatility (ann.) | 0.51% | 1.41% |
| R^2 | 0.0 | 0.0 |
| Calmar | 7.06 | 1.07 |
| Skew | -193.11 | 0.02 |
| Kurtosis | 41251.14 | 29.18 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 4.43% | 2.04% |
| Expected Yearly % | 29.72% | 12.89% |
| Kelly Criterion | 29.67% | 4.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.04% | -0.12% |
| Expected Shortfall (cVaR) | -0.04% | -0.12% |
| Year | BTCUSD | volume_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 12.89 | 29.72 | 2.31 | + |
| Metric | volume_ | BTCUSD |
|---|---|---|
| MTD | -3.8% | 0.77% |
| 3M | 22.66% | 22.59% |
| 6M | 29.72% | 12.89% |
| YTD | 29.72% | 12.89% |
| 1Y | 29.72% | 12.89% |
| 3Y (ann.) | 86.79% | 33.8% |
| 5Y (ann.) | 86.79% | 33.8% |
| Metric | volume_ | BTCUSD |
|---|---|---|
| Max Drawdown | -12.29% | -31.58% |
| Longest DD Days | 76.0 | 121.0 |
| Avg. Drawdown | -1.4% | -0.69% |
| Avg. Drawdown Days | 6.0 | 1.0 |
| Recovery Factor | 2.42 | 0.41 |
| Ulcer Index | 1.1 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-28 | 2025-04-15 | -12.29 | 76 |
| 2025-01-08 | 2025-01-18 | -4.75 | 9 |
| 2025-05-29 | 2025-06-02 | -3.84 | 3 |
| 2025-05-05 | 2025-05-07 | -0.42 | 2 |
| 2025-05-01 | 2025-05-01 | -0.25 | 0 |
| 2025-05-17 | 2025-05-18 | -0.15 | 1 |
| 2025-04-19 | 2025-04-19 | -0.11 | 0 |
| 2025-05-13 | 2025-05-13 | -0.10 | 0 |
| 2025-01-05 | 2025-01-06 | -0.08 | 1 |
| 2025-01-21 | 2025-01-21 | -0.07 | 0 |
| Metric | volume_ | BTCUSD |
|---|---|---|
| Best Day | 0.09% | 1.97% |
| Worst Day | -6.49% | -1.58% |
| Best Week | 11.54% | 12.13% |
| Worst Week | -5.2% | -12.33% |
| Best Month | 16.09% | 14.11% |
| Worst Month | -7.27% | -17.69% |
| Best Year | 29.72% | 12.89% |
| Worst Year | 29.72% | 12.89% |
| Avg. Up Day | 0.0% | 0.04% |
| Avg. Down Day | -0.79% | -0.04% |
| Avg. Up Week | 3.56% | 3.56% |
| Avg. Down Week | -3.17% | -4.27% |
| Avg. Up Month | 14.03% | 11.62% |
| Avg. Down Month | -4.57% | -9.89% |
| Win Days % | 99.96% | 50.16% |
| Win Month % | 50.0% | 66.67% |
| Win Week % | 69.57% | 60.87% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |