[Performance Comparison: Bitcoin vs. Gold]
Period: September 18, 2014 – April 4, 2026
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Parameter Value
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Benchmark Benchmark
Risk-Free Rate 0.0%
Periods/Year 252
Compounded Yes
Match Dates Yes
Benchmark Strategy
------------------------- ----------- ----------
Start Period 2014-09-18 2014-09-18
End Period 2026-04-04 2026-04-04
Risk-Free Rate 0.0% 0.0%
Time in Market 69.0% 100.0%
Cumulative Return 276.82% 14,546.30%
CAGR﹪ 8.25% 34.72%
Sharpe 0.65 0.82
Prob. Sharpe Ratio 99.57% 99.96%
Smart Sharpe 0.64 0.8
Sortino 0.93 1.2
Smart Sortino 0.91 1.17
Sortino/√2 0.66 0.85
Smart Sortino/√2 0.64 0.83
Omega 1.15 1.17
Max Drawdown -20.87% -83.4%
Max DD Date 2022-09-24 2018-12-15
Max DD Period Start 2020-08-07 2017-12-17
Max DD Period End 2023-11-30 2020-11-29
Longest DD Days 1211 1079
Volatility (ann.) 13.58% 55.7%
R^2 0.0 0.0
Information Ratio 0.04 0.04
Calmar 0.4 0.42
Skew -0.59 -0.1
Kurtosis 13.78 7.86
Ulcer Performance Index 33.48 340.38
Risk-Adjusted Return 11.96% 34.72%
Risk-Return Ratio 0.04 0.05
Avg. Return 0.05% 0.14%
Avg. Win 0.74% 2.47%
Avg. Loss -0.76% -2.34%
Win/Loss Ratio 0.97 1.06
Profit Ratio 0.26 0.96
Expected Daily % 0.03% 0.12%
Expected Monthly % 0.95% 3.63%
Expected Yearly % 10.74% 46.76%
Kelly Criterion 4.86% 7.41%
Risk of Ruin 0.0% 0.0%
Daily Value-at-Risk -1.37% -5.59%
Expected Shortfall (cVaR) -2.18% -8.42%
Max Consecutive Wins 5 13
Max Consecutive Losses 5 8
Gain/Pain Ratio 0.15 0.17
Gain/Pain (1M) 0.88 1.08
Payoff Ratio 0.97 1.06
Profit Factor 1.15 1.17
Common Sense Ratio 1.22 1.22
CPC Index 0.6 0.65
Tail Ratio 1.06 1.04
Outlier Win Ratio 6.4 4.39
Outlier Loss Ratio 3.5 4.49
MTD 0.08% -1.83%
3M 4.84% -26.07%
6M 19.86% -45.22%
YTD 7.53% -23.46%
1Y 50.19% -19.4%
3Y (ann.) 21.65% 21.85%
5Y (ann.) 14.32% 2.24%
10Y (ann.) 9.68% 41.87%
All-time (ann.) 8.25% 34.72%
Best Day 6.08% 25.25%
Worst Day -11.37% -37.17%
Best Month 14.54% 69.63%
Worst Month -12.22% -37.77%
Best Year 64.52% 1368.9%
Worst Year -10.44% -73.56%
Avg. Drawdown -3.13% -11.53%
Avg. Drawdown Days 52 55
Recovery Factor 7.1 9.12
Ulcer Index 0.08 0.43
Serenity Index 0.92 0.79
Avg. Up Month 4.11% 22.14%
Avg. Down Month -2.46% -11.97%
Win Days % 53.04% 52.44%
Win Month % 55.71% 55.0%
Win Quarter % 62.5% 52.08%
Win Year % 69.23% 61.54%
Beta - 0.21
Alpha - 0.44
Correlation - 5.23%
Treynor Ratio - 67817.86%
[Worst 5 Drawdowns]
Start Valley End Days Max Drawdown 99% Max Drawdown
-- ---------- ---------- ---------- ------ -------------- ------------------
1 2017-12-17 2018-12-15 2020-11-29 1079 -83.40 -82.23
2 2021-11-09 2022-11-21 2024-03-03 846 -76.63 -75.63
3 2014-09-18 2015-01-14 2015-12-14 453 -61.06 -53.97
4 2021-04-14 2021-07-20 2021-10-18 188 -53.06 -50.52
5 2025-10-07 2026-02-05 2026-04-04 180 -49.74 -48.20
[Strategy Visualization]
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