CoinTrader 주간 리포트 (2026-05-03) (Compounded)

23 Jun, 2024 - 20 Apr, 2026

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	100.0%
Cumulative Return	62.38%
CAGR﹪	666.07%
Sharpe	2.29
Prob. Sharpe Ratio	89.34%
Smart Sharpe	1.7
Sortino	5.22
Smart Sortino	3.89
Sortino/√2	3.69
Smart Sortino/√2	2.75
Omega	1.46
Max Drawdown	-26.1%
Max DD Date	2025-04-02
Max DD Period Start	2025-01-02
Max DD Period End	2026-01-01
Longest DD Days	365
Volatility (ann.)	116.44%
Calmar	25.52
Skew	1.5
Kurtosis	2.56
Ulcer Performance Index	5.19
Risk-Adjusted Return	666.07%
Risk-Return Ratio	0.14
Avg. Return	1.06%
Avg. Win	8.74%
Avg. Loss	-3.72%
Win/Loss Ratio	2.35
Profit Ratio	3.78
Expected Daily	0.81%
Expected Monthly	3.08%
Expected Yearly	17.54%
Kelly Criterion	12.1%
Risk of Ruin	0.0%
Daily Value-at-Risk	-11.01%
Expected Shortfall (cVaR)	-11.01%
Max Consecutive Wins	3
Max Consecutive Losses	6
Gain/Pain Ratio	0.46
Gain/Pain (1M)	1.69
Payoff Ratio	2.35
Profit Factor	1.46
Common Sense Ratio	3.78
CPC Index	1.32
Tail Ratio	2.58
Outlier Win Ratio	2.83
Outlier Loss Ratio	2.37
MTD	8.44%
3M	0.75%
6M	14.64%
YTD	9.49%
1Y	28.3%
3Y (ann.)	666.07%
5Y (ann.)	666.07%
10Y (ann.)	666.07%
All-time (ann.)	666.07%
Best Day	27.09%
Worst Day	-8.97%
Best Month	35.08%
Worst Month	-9.29%
Best Year	33.42%
Worst Year	9.49%
Avg. Drawdown	-10.24%
Avg. Drawdown Days	79
Recovery Factor	2.43
Ulcer Index	0.12
Serenity Index	1.62
Avg. Up Month	12.03%
Avg. Down Month	-4.77%
Win Days	38.33%
Win Month	50.0%
Win Quarter	55.56%
Win Year	100.0%