| Metric | volume_ | BTCUSD |
|---|---|---|
| Time in Market | 70.0% | 100.0% |
| Cumulative Return | 25.11% | 12.89% |
| Max Drawdown | -16.44% | -31.58% |
| Sharpe | 0.06 | 0.02 |
| Sortino | 0.06 | 0.03 |
| Payoff Ratio | 0.0 | 1.08 |
| Profit Factor | 1.48 | 1.0 |
| Common Sense Ratio | inf | 1.01 |
| CPC Index | 0.0 | 0.54 |
| Tail Ratio | inf | 1.01 |
| Outlier Win Ratio | 315.95 | 2.27 |
| Outlier Loss Ratio | 0.13 | 2.17 |
| Volatility (ann.) | 0.61% | 1.41% |
| R^2 | 0.0 | 0.0 |
| Calmar | 4.33 | 1.07 |
| Skew | -181.1 | 0.02 |
| Kurtosis | 35025.89 | 29.18 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 3.8% | 2.04% |
| Expected Yearly % | 25.11% | 12.89% |
| Kelly Criterion | 14.19% | 3.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.05% | -0.12% |
| Expected Shortfall (cVaR) | -0.05% | -0.12% |
| Year | BTCUSD | volume_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 12.89 | 25.11 | 1.95 | + |
| Metric | volume_ | BTCUSD |
|---|---|---|
| MTD | -5.8% | 0.77% |
| 3M | 22.11% | 22.59% |
| 6M | 25.11% | 12.89% |
| YTD | 25.11% | 12.89% |
| 1Y | 25.11% | 12.89% |
| 3Y (ann.) | 71.25% | 33.8% |
| 5Y (ann.) | 71.25% | 33.8% |
| Metric | volume_ | BTCUSD |
|---|---|---|
| Max Drawdown | -16.44% | -31.58% |
| Longest DD Days | 99.0 | 121.0 |
| Avg. Drawdown | -2.55% | -0.69% |
| Avg. Drawdown Days | 10.0 | 1.0 |
| Recovery Factor | 1.53 | 0.41 |
| Ulcer Index | 1.15 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-28 | 2025-05-08 | -16.44 | 99 |
| 2025-05-29 | 2025-06-02 | -5.84 | 3 |
| 2025-01-08 | 2025-01-18 | -4.94 | 9 |
| 2025-01-20 | 2025-01-21 | -0.19 | 0 |
| 2025-05-17 | 2025-05-18 | -0.17 | 1 |
| 2025-05-13 | 2025-05-13 | -0.09 | 0 |
| 2025-05-25 | 2025-05-26 | -0.08 | 0 |
| 2025-01-24 | 2025-01-25 | -0.08 | 0 |
| 2025-01-05 | 2025-01-06 | -0.07 | 1 |
| 2025-05-09 | 2025-05-09 | -0.07 | 0 |
| Metric | volume_ | BTCUSD |
|---|---|---|
| Best Day | 0.09% | 1.97% |
| Worst Day | -7.46% | -1.58% |
| Best Week | 8.76% | 12.13% |
| Worst Week | -6.25% | -12.33% |
| Best Month | 15.23% | 14.11% |
| Worst Month | -9.73% | -17.69% |
| Best Year | 25.11% | 12.89% |
| Worst Year | 25.11% | 12.89% |
| Avg. Up Day | 0.0% | 0.04% |
| Avg. Down Day | -0.98% | -0.04% |
| Avg. Up Week | 3.82% | 3.56% |
| Avg. Down Week | -3.92% | -4.27% |
| Avg. Up Month | 14.88% | 11.62% |
| Avg. Down Month | -6.34% | -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% |