| Metric | BTC-USD | Strategy |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 100.0% | 64.0% |
| Cumulative Return | 18.59% | 773.76% |
| CAGR﹪ | 8.48% | 181.39% |
| Sharpe | 0.4 | 2.47 |
| Prob. Sharpe Ratio | 72.05% | 100.0% |
| Smart Sharpe | 0.39 | 2.41 |
| Sortino | 0.59 | 6.73 |
| Smart Sortino | 0.58 | 6.55 |
| Sortino/√2 | 0.42 | 4.76 |
| Smart Sortino/√2 | 0.41 | 4.63 |
| Omega | 1.08 | 1.92 |
| Max Drawdown | -49.74% | -16.9% |
| Max DD Date | 2026-02-05 | 2025-05-22 |
| Max DD Period Start | 2025-10-07 | 2025-04-19 |
| Max DD Period End | 2026-02-21 | 2025-06-10 |
| Longest DD Days | 138 | 56 |
| Volatility (ann.) | 38.25% | 45.99% |
| R^2 | 0.03 | 0.03 |
| Information Ratio | 0.1 | 0.1 |
| Calmar | 0.17 | 10.74 |
| Skew | 0.13 | 3.1 |
| Kurtosis | 4.88 | 15.57 |
| Ulcer Performance Index | 1.12 | 133.05 |
| Risk-Adjusted Return | 8.48% | 283.41% |
| Risk-Return Ratio | 0.03 | 0.16 |
| Avg. Return | 0.17% | 0.71% |
| Avg. Win | 1.84% | 3.15% |
| Avg. Loss | -1.24% | -1.34% |
| Win/Loss Ratio | 1.48 | 2.35 |
| Profit Ratio | 1.04 | 0.51 |
| Expected Daily | 0.03% | 0.41% |
| Expected Monthly | 0.95% | 12.8% |
| Expected Yearly | 5.85% | 105.97% |
| Kelly Criterion | 16.87% | 23.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.9% | -4.31% |
| Expected Shortfall (cVaR) | -5.82% | -6.18% |
| Max Consecutive Wins | 7 | 5 |
| Max Consecutive Losses | 6 | 4 |
| Gain/Pain Ratio | 0.08 | 0.92 |
| Gain/Pain (1M) | 0.44 | 19.46 |
| Payoff Ratio | 1.48 | 2.35 |
| Profit Factor | 1.08 | 1.92 |
| Common Sense Ratio | 1.19 | 5.13 |
| CPC Index | 0.8 | 2.09 |
| Tail Ratio | 1.11 | 2.67 |
| Outlier Win Ratio | 3.87 | 8.82 |
| Outlier Loss Ratio | 3.8 | 2.5 |
| MTD | -13.5% | 1.7% |
| 3M | -21.5% | 35.28% |
| 6M | -40.49% | 90.05% |
| YTD | -22.29% | 6.42% |
| 1Y | -30.84% | 334.76% |
| 3Y (ann.) | 8.48% | 181.39% |
| 5Y (ann.) | 8.48% | 181.39% |
| 10Y (ann.) | 8.48% | 181.39% |
| All-time (ann.) | 8.48% | 181.39% |
| Best Day | 12.52% | 24.85% |
| Worst Day | -14.13% | -7.22% |
| Best Month | 37.36% | 38.95% |
| Worst Month | -17.61% | -9.42% |
| Best Year | 62.93% | 478.9% |
| Worst Year | -22.29% | 6.42% |
| Avg. Drawdown | -7.17% | -4.34% |
| Avg. Drawdown Days | 21 | 10 |
| Recovery Factor | 0.65 | 14.09 |
| Ulcer Index | 0.17 | 0.06 |
| Serenity Index | 0.11 | 9.33 |
| Avg. Up Month | 12.57% | 15.97% |
| Avg. Down Month | - | - |
| Win Days | 50.38% | 46.25% |
| Win Month | 50.0% | 88.89% |
| Win Quarter | 57.14% | 85.71% |
| Win Year | 33.33% | 100.0% |
| Beta | - | -0.22 |
| Alpha | - | 1.17 |
| Correlation | - | -18.12% |
| Treynor Ratio | - | -3551.45% |
| Year | BTC-USD | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 62.93 | 41.83 | 0.66 | - |
| 2025 | -6.34 | 478.90 | -75.57 | + |
| 2026 | -22.29 | 6.42 | -0.29 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-19 | 2025-06-10 | -16.90 | 53 |
| 2025-08-18 | 2025-09-27 | -14.27 | 41 |
| 2024-09-12 | 2024-11-06 | -13.73 | 56 |
| 2025-03-15 | 2025-04-11 | -12.17 | 28 |
| 2026-01-02 | 2026-01-30 | -10.19 | 29 |
| 2025-07-31 | 2025-08-10 | -8.99 | 11 |
| 2025-01-15 | 2025-01-18 | -8.46 | 4 |
| 2025-01-03 | 2025-01-12 | -8.04 | 10 |
| 2024-11-09 | 2024-12-03 | -7.38 | 25 |
| 2025-10-20 | 2025-11-03 | -7.33 | 15 |