| Metric | master.trimmed.21600.btc_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 76.0% | 100.0% |
| Cumulative Return | 275.05% | 150.36% |
| Max Drawdown | -15.96% | -66.89% |
| Sharpe | 1.91 | 0.73 |
| Sortino | 3.4 | 1.09 |
| Payoff Ratio | 1.36 | 1.16 |
| Profit Factor | 1.53 | 1.12 |
| Common Sense Ratio | 2.28 | 1.23 |
| CPC Index | 1.07 | 0.67 |
| Tail Ratio | 1.49 | 1.1 |
| Outlier Win Ratio | 13.29 | 3.26 |
| Outlier Loss Ratio | 9.81 | 2.79 |
| Volatility (ann.) | 19.4% | 52.11% |
| R^2 | 0.48 | 0.48 |
| Calmar | 2.65 | 0.42 |
| Skew | 1.93 | 0.19 |
| Kurtosis | 25.11 | 3.87 |
| Expected Daily % | 0.1% | 0.07% |
| Expected Monthly % | 2.92% | 2.02% |
| Expected Yearly % | 39.16% | 25.79% |
| Kelly Criterion | 15.69% | 10.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.57% | -4.38% |
| Expected Shortfall (cVaR) | -1.57% | -4.38% |
| Year | BTCUSD | master.trimmed.21600.btc_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.22 | 4.80 | -0.08 | + |
| 2023 | 154.85 | 46.34 | 0.30 | - |
| 2024 | 119.18 | 89.78 | 0.75 | - |
| 2025 | 12.67 | 28.86 | 2.28 | + |
| Metric | master.trimmed.21600.btc_daily_ | BTCUSD |
|---|---|---|
| MTD | -1.22% | -5.2% |
| 3M | 5.28% | -8.3% |
| 6M | 12.04% | 8.46% |
| YTD | 28.86% | 12.67% |
| 1Y | 51.81% | 52.29% |
| 3Y (ann.) | 50.55% | 72.19% |
| 5Y (ann.) | 42.33% | 27.77% |
| Metric | master.trimmed.21600.btc_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -15.96% | -66.89% |
| Longest DD Days | 215.0 | 683.0 |
| Avg. Drawdown | -1.88% | -10.46% |
| Avg. Drawdown Days | 15.0 | 66.0 |
| Recovery Factor | 17.23 | 2.25 |
| Ulcer Index | 0.99 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-18 | 2022-08-09 | -15.96 | 83 |
| 2022-08-10 | 2023-03-13 | -15.57 | 215 |
| 2024-06-06 | 2024-08-09 | -8.45 | 64 |
| 2024-01-03 | 2024-02-15 | -8.26 | 43 |
| 2023-04-29 | 2023-07-14 | -7.66 | 76 |
| 2023-07-15 | 2023-10-26 | -7.13 | 103 |
| 2025-01-23 | 2025-03-01 | -5.30 | 37 |
| 2022-03-30 | 2022-05-13 | -5.13 | 44 |
| 2023-12-10 | 2024-01-02 | -3.99 | 23 |
| 2024-12-06 | 2024-12-16 | -3.63 | 10 |
| Metric | master.trimmed.21600.btc_daily_ | BTCUSD |
|---|---|---|
| Best Day | 11.43% | 14.21% |
| Worst Day | -8.29% | -14.67% |
| Best Week | 19.12% | 28.96% |
| Worst Week | -6.3% | -30.92% |
| Best Month | 20.05% | 45.57% |
| Worst Month | -7.09% | -36.86% |
| Best Year | 89.78% | 154.85% |
| Worst Year | 4.8% | -60.22% |
| Avg. Up Day | 0.78% | 2.04% |
| Avg. Down Day | -0.57% | -1.75% |
| Avg. Up Week | 2.29% | 5.68% |
| Avg. Down Week | -1.33% | -4.61% |
| Avg. Up Month | 6.22% | 14.25% |
| Avg. Down Month | -3.17% | -11.53% |
| Win Days % | 51.35% | 51.79% |
| Win Month % | 67.39% | 56.52% |
| Win Week % | 57.51% | 54.77% |
| Win Quarter % | 75.0% | 56.25% |
| Win Year % | 100.0% | 75.0% |