CoinTrader 주간 리포트 (2026-03-29) (Compounded)

23 Jun, 2024 - 16 Jan, 2026

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	100.0%
Cumulative Return	61.18%
CAGR﹪	1064.52%
Sharpe	2.55
Prob. Sharpe Ratio	89.67%
Smart Sharpe	1.89
Sortino	5.97
Smart Sortino	4.42
Sortino/√2	4.22
Smart Sortino/√2	3.13
Omega	1.53
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.)	124.39%
Calmar	40.78
Skew	1.45
Kurtosis	2.11
Ulcer Performance Index	4.74
Risk-Adjusted Return	1064.52%
Risk-Return Ratio	0.16
Avg. Return	1.26%
Avg. Win	9.39%
Avg. Loss	-3.89%
Win/Loss Ratio	2.41
Profit Ratio	3.81
Expected Daily	0.98%
Expected Monthly	3.47%
Expected Yearly	17.25%
Kelly Criterion	13.4%
Risk of Ruin	0.0%
Daily Value-at-Risk	-11.63%
Expected Shortfall (cVaR)	-11.63%
Max Consecutive Wins	3
Max Consecutive Losses	6
Gain/Pain Ratio	0.53
Gain/Pain (1M)	2.04
Payoff Ratio	2.41
Profit Factor	1.53
Common Sense Ratio	3.88
CPC Index	1.43
Tail Ratio	2.54
Outlier Win Ratio	2.68
Outlier Loss Ratio	2.27
MTD	8.68%
3M	13.79%
6M	35.4%
YTD	8.68%
1Y	23.52%
3Y (ann.)	1064.52%
5Y (ann.)	1064.52%
10Y (ann.)	1064.52%
All-time (ann.)	1064.52%
Best Day	27.09%
Worst Day	-8.97%
Best Month	35.08%
Worst Month	-9.29%
Best Year	33.42%
Worst Year	8.68%
Avg. Drawdown	-10.03%
Avg. Drawdown Days	78
Recovery Factor	2.36
Ulcer Index	0.13
Serenity Index	1.47
Avg. Up Month	12.54%
Avg. Down Month	-4.43%
Win Days	38.78%
Win Month	50.0%
Win Quarter	50.0%
Win Year	100.0%