| Metric | btc_eth_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 66.0% | 100.0% |
| Cumulative Return | 140.61% | 79.43% |
| Max Drawdown | -9.52% | -28.21% |
| Sharpe | 2.89 | 1.23 |
| Sortino | 5.16 | 1.82 |
| Payoff Ratio | 1.26 | 1.16 |
| Profit Factor | 1.77 | 1.2 |
| Common Sense Ratio | 2.61 | 1.28 |
| CPC Index | 1.28 | 0.75 |
| Tail Ratio | 1.47 | 1.07 |
| Outlier Win Ratio | 9.37 | 3.41 |
| Outlier Loss Ratio | 5.26 | 2.9 |
| Volatility (ann.) | 25.32% | 46.86% |
| R^2 | 0.28 | 0.28 |
| Calmar | 10.65 | 2.1 |
| Skew | 0.97 | -0.15 |
| Kurtosis | 6.98 | 3.46 |
| Expected Daily % | 0.19% | 0.13% |
| Expected Monthly % | 5.64% | 3.72% |
| Expected Yearly % | 55.12% | 33.95% |
| Kelly Criterion | 23.61% | 13.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.98% | -3.88% |
| Expected Shortfall (cVaR) | -1.98% | -3.88% |
| Year | BTCUSD | btc_eth_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 80.79 | 2.00 | + |
| 2025 | 27.72 | 33.09 | 1.19 | + |
| Metric | btc_eth_daily_ | BTCUSD |
|---|---|---|
| MTD | 14.02% | -0.22% |
| 3M | 25.43% | 13.62% |
| 6M | 28.09% | 22.13% |
| YTD | 33.09% | 27.72% |
| 1Y | 118.47% | 102.92% |
| 3Y (ann.) | 101.32% | 59.34% |
| 5Y (ann.) | 101.32% | 59.34% |
| Metric | btc_eth_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -9.52% | -28.21% |
| Longest DD Days | 97.0 | 154.0 |
| Avg. Drawdown | -2.09% | -7.56% |
| Avg. Drawdown Days | 12.0 | 33.0 |
| Recovery Factor | 14.78 | 2.82 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-05-02 | -9.52 | 97 |
| 2025-06-20 | 2025-07-03 | -6.35 | 13 |
| 2024-12-20 | 2025-01-24 | -5.52 | 35 |
| 2025-08-15 | 2025-08-17 | -4.84 | 2 |
| 2024-05-20 | 2024-07-16 | -4.69 | 57 |
| 2024-08-27 | 2024-09-19 | -4.30 | 23 |
| 2025-06-05 | 2025-06-10 | -3.56 | 5 |
| 2024-08-15 | 2024-08-24 | -2.52 | 9 |
| 2024-08-10 | 2024-08-14 | -2.47 | 4 |
| 2024-07-23 | 2024-07-27 | -2.46 | 4 |
| Metric | btc_eth_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.71% | 9.49% |
| Worst Day | -5.41% | -13.23% |
| Best Week | 16.87% | 15.41% |
| Worst Week | -7.35% | -18.81% |
| Best Month | 39.88% | 34.43% |
| Worst Month | -4.78% | -23.44% |
| Best Year | 80.79% | 40.49% |
| Worst Year | 33.09% | 27.72% |
| Avg. Up Day | 1.36% | 1.77% |
| Avg. Down Day | -1.09% | -1.52% |
| Avg. Up Week | 3.96% | 5.22% |
| Avg. Down Week | -1.72% | -3.36% |
| Avg. Up Month | 10.66% | 13.32% |
| Avg. Down Month | -0.98% | -8.06% |
| Win Days % | 57.48% | 53.49% |
| Win Month % | 68.75% | 68.75% |
| Win Week % | 62.71% | 55.88% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |