CoinTrader 주간 리포트 (2026-03-22) (Compounded)

9 Jun, 2025 - 4 Jan, 2026

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	100.0%
Cumulative Return	39.06%
CAGR﹪	394.35%
Sharpe	2.13
Prob. Sharpe Ratio	84.03%
Smart Sharpe	1.99
Sortino	3.66
Smart Sortino	3.43
Sortino/√2	2.58
Smart Sortino/√2	2.42
Omega	1.4
Max Drawdown	-24.38%
Max DD Date	2025-06-16
Max DD Period Start	2025-06-09
Max DD Period End	2025-06-17
Longest DD Days	85
Volatility (ann.)	96.21%
Calmar	16.17
Skew	0.56
Kurtosis	0.47
Ulcer Performance Index	4.57
Risk-Adjusted Return	394.35%
Risk-Return Ratio	0.13
Avg. Return	0.81%
Avg. Win	4.94%
Avg. Loss	-4.82%
Win/Loss Ratio	1.03
Profit Ratio	0.75
Expected Daily	0.64%
Expected Monthly	5.65%
Expected Yearly	17.93%
Kelly Criterion	16.43%
Risk of Ruin	0.0%
Daily Value-at-Risk	-9.16%
Expected Shortfall (cVaR)	-10.86%
Max Consecutive Wins	5
Max Consecutive Losses	4
Gain/Pain Ratio	0.4
Gain/Pain (1M)	5.48
Payoff Ratio	1.03
Profit Factor	1.4
Common Sense Ratio	2.3
CPC Index	0.83
Tail Ratio	1.64
Outlier Win Ratio	3.27
Outlier Loss Ratio	1.92
MTD	6.03%
3M	13.84%
6M	52.17%
YTD	6.03%
1Y	39.06%
3Y (ann.)	394.35%
5Y (ann.)	394.35%
10Y (ann.)	394.35%
All-time (ann.)	394.35%
Best Day	18.61%
Worst Day	-10.86%
Best Month	28.59%
Worst Month	-8.03%
Best Year	31.15%
Worst Year	6.03%
Avg. Drawdown	-11.14%
Avg. Drawdown Days	26
Recovery Factor	1.73
Ulcer Index	0.09
Serenity Index	1.42
Avg. Up Month	12.27%
Avg. Down Month	-5.69%
Win Days	57.69%
Win Month	66.67%
Win Quarter	75.0%
Win Year	100.0%