| Metric | master.trimmed.21600.btc_ | BTCUSD |
|---|---|---|
| Time in Market | 71.0% | 100.0% |
| Cumulative Return | 272.3% | 145.28% |
| Max Drawdown | -17.72% | -67.18% |
| Sharpe | 0.95 | 0.36 |
| Sortino | 1.54 | 0.52 |
| Payoff Ratio | 1.17 | 1.11 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 1.52 | 1.05 |
| CPC Index | 0.74 | 0.61 |
| Tail Ratio | 1.21 | 0.99 |
| Outlier Win Ratio | 14.84 | 3.4 |
| Outlier Loss Ratio | 9.51 | 3.26 |
| Volatility (ann.) | 9.77% | 25.45% |
| R^2 | 0.48 | 0.48 |
| Calmar | 2.37 | 0.4 |
| Skew | 1.98 | 0.17 |
| Kurtosis | 32.27 | 6.69 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.9% | 1.97% |
| Expected Yearly % | 38.91% | 25.15% |
| Kelly Criterion | 8.27% | 7.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.17% |
| Expected Shortfall (cVaR) | -0.82% | -2.17% |
| Year | BTCUSD | master.trimmed.21600.btc_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 4.70 | -0.08 | + |
| 2023 | 155.54 | 46.61 | 0.30 | - |
| 2024 | 121.00 | 90.86 | 0.75 | - |
| 2025 | 9.33 | 27.07 | 2.90 | + |
| Metric | master.trimmed.21600.btc_ | BTCUSD |
|---|---|---|
| MTD | -1.87% | -6.84% |
| 3M | 4.19% | -10.56% |
| 6M | 11.95% | 7.74% |
| YTD | 27.07% | 9.33% |
| 1Y | 50.7% | 50.52% |
| 3Y (ann.) | 49.78% | 68.91% |
| 5Y (ann.) | 42.01% | 27.05% |
| Metric | master.trimmed.21600.btc_ | BTCUSD |
|---|---|---|
| Max Drawdown | -17.72% | -67.18% |
| Longest DD Days | 300.0 | 683.0 |
| Avg. Drawdown | -1.46% | -7.39% |
| Avg. Drawdown Days | 9.0 | 36.0 |
| Recovery Factor | 15.37 | 2.16 |
| Ulcer Index | 1.0 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-12 | -17.72 | 300 |
| 2024-01-02 | 2024-02-14 | -10.21 | 42 |
| 2024-06-12 | 2024-08-08 | -9.62 | 56 |
| 2023-04-26 | 2023-07-13 | -8.21 | 78 |
| 2023-07-14 | 2023-10-24 | -7.81 | 102 |
| 2025-01-20 | 2025-03-01 | -5.92 | 40 |
| 2024-12-05 | 2024-12-15 | -5.23 | 10 |
| 2022-03-29 | 2022-04-20 | -5.22 | 21 |
| 2025-06-10 | 2025-07-03 | -4.52 | 23 |
| 2023-12-09 | 2024-01-02 | -4.43 | 23 |
| Metric | master.trimmed.21600.btc_ | BTCUSD |
|---|---|---|
| Best Day | 6.74% | 9.33% |
| Worst Day | -4.26% | -9.32% |
| Best Week | 19.7% | 35.75% |
| Worst Week | -8.12% | -29.64% |
| Best Month | 20.14% | 43.77% |
| Worst Month | -8.13% | -37.12% |
| Best Year | 90.86% | 155.54% |
| Worst Year | 4.7% | -60.27% |
| Avg. Up Day | 0.36% | 0.89% |
| Avg. Down Day | -0.31% | -0.8% |
| Avg. Up Week | 2.1% | 6.2% |
| Avg. Down Week | -1.41% | -4.62% |
| Avg. Up Month | 5.88% | 13.29% |
| Avg. Down Month | -3.24% | -11.19% |
| Win Days % | 50.49% | 51.48% |
| Win Month % | 69.57% | 58.7% |
| Win Week % | 59.79% | 50.25% |
| Win Quarter % | 75.0% | 56.25% |
| Win Year % | 100.0% | 75.0% |