| Metric | btc_eth_ | BTCUSD |
|---|---|---|
| Time in Market | 62.0% | 100.0% |
| Cumulative Return | 144.65% | 84.17% |
| Max Drawdown | -12.43% | -29.51% |
| Sharpe | 1.4 | 0.62 |
| Sortino | 2.22 | 0.91 |
| Payoff Ratio | 1.2 | 1.15 |
| Profit Factor | 1.34 | 1.1 |
| Common Sense Ratio | 1.75 | 1.09 |
| CPC Index | 0.83 | 0.66 |
| Tail Ratio | 1.3 | 0.99 |
| Outlier Win Ratio | 10.66 | 3.64 |
| Outlier Loss Ratio | 5.55 | 3.34 |
| Volatility (ann.) | 13.33% | 23.96% |
| R^2 | 0.35 | 0.35 |
| Calmar | 8.32 | 2.11 |
| Skew | 0.78 | 0.23 |
| Kurtosis | 17.49 | 7.34 |
| Expected Daily % | 0.05% | 0.03% |
| Expected Monthly % | 5.75% | 3.89% |
| Expected Yearly % | 56.41% | 35.71% |
| Kelly Criterion | 10.97% | 10.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.1% | -2.02% |
| Expected Shortfall (cVaR) | -1.1% | -2.02% |
| Year | BTCUSD | btc_eth_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 85.28 | 1.72 | + |
| 2025 | 23.20 | 32.05 | 1.38 | + |
| Metric | btc_eth_ | BTCUSD |
|---|---|---|
| MTD | 12.96% | -0.64% |
| 3M | 23.87% | 8.01% |
| 6M | 27.05% | 17.85% |
| YTD | 32.05% | 23.2% |
| 1Y | 115.67% | 93.31% |
| 3Y (ann.) | 103.38% | 62.34% |
| 5Y (ann.) | 103.38% | 62.34% |
| Metric | btc_eth_ | BTCUSD |
|---|---|---|
| Max Drawdown | -12.43% | -29.51% |
| Longest DD Days | 96.0 | 144.0 |
| Avg. Drawdown | -1.81% | -5.26% |
| Avg. Drawdown Days | 6.0 | 16.0 |
| Recovery Factor | 11.64 | 2.85 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-05-01 | -12.43 | 96 |
| 2024-12-19 | 2025-01-24 | -9.40 | 35 |
| 2025-06-20 | 2025-07-02 | -8.20 | 12 |
| 2024-05-19 | 2024-07-15 | -5.86 | 57 |
| 2025-08-14 | 2025-08-18 | -5.85 | 4 |
| 2025-06-04 | 2025-06-09 | -4.73 | 5 |
| 2024-08-27 | 2024-09-17 | -4.30 | 21 |
| 2024-08-06 | 2024-08-08 | -3.75 | 2 |
| 2024-08-14 | 2024-08-23 | -3.57 | 9 |
| 2024-07-22 | 2024-08-06 | -2.96 | 15 |
| Metric | btc_eth_ | BTCUSD |
|---|---|---|
| Best Day | 7.46% | 9.33% |
| Worst Day | -5.85% | -9.32% |
| Best Week | 18.09% | 18.93% |
| Worst Week | -5.99% | -12.33% |
| Best Month | 39.88% | 37.42% |
| Worst Month | -4.78% | -17.69% |
| Best Year | 85.28% | 49.48% |
| Worst Year | 32.05% | 23.2% |
| Avg. Up Day | 0.65% | 0.9% |
| Avg. Down Day | -0.54% | -0.78% |
| Avg. Up Week | 4.01% | 5.46% |
| Avg. Down Week | -1.75% | -3.68% |
| Avg. Up Month | 8.58% | 11.22% |
| Avg. Down Month | -1.95% | -4.15% |
| Win Days % | 51.36% | 51.96% |
| Win Month % | 81.25% | 62.5% |
| Win Week % | 63.93% | 57.35% |
| Win Quarter % | 66.67% | 83.33% |
| Win Year % | 100.0% | 100.0% |