CoinTrader 주간 리포트 (2026-03-07) (Compounded)

9 Jun, 2025 - 4 Jan, 2026

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	100.0%
Cumulative Return	37.94%
CAGR﹪	375.28%
Sharpe	2.09
Prob. Sharpe Ratio	83.52%
Smart Sharpe	1.95
Sortino	3.57
Smart Sortino	3.35
Sortino/√2	2.52
Smart Sortino/√2	2.37
Omega	1.39
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.)	96.23%
Calmar	15.39
Skew	0.55
Kurtosis	0.44
Ulcer Performance Index	4.39
Risk-Adjusted Return	375.28%
Risk-Return Ratio	0.13
Avg. Return	0.8%
Avg. Win	4.94%
Avg. Loss	-4.85%
Win/Loss Ratio	1.02
Profit Ratio	0.75
Expected Daily	0.62%
Expected Monthly	5.51%
Expected Yearly	17.45%
Kelly Criterion	16.13%
Risk of Ruin	0.0%
Daily Value-at-Risk	-9.17%
Expected Shortfall (cVaR)	-10.85%
Max Consecutive Wins	5
Max Consecutive Losses	4
Gain/Pain Ratio	0.39
Gain/Pain (1M)	5.13
Payoff Ratio	1.02
Profit Factor	1.39
Common Sense Ratio	2.27
CPC Index	0.82
Tail Ratio	1.63
Outlier Win Ratio	3.27
Outlier Loss Ratio	1.91
MTD	5.95%
3M	13.63%
6M	51.39%
YTD	5.95%
1Y	37.94%
3Y (ann.)	375.28%
5Y (ann.)	375.28%
10Y (ann.)	375.28%
All-time (ann.)	375.28%
Best Day	18.49%
Worst Day	-10.85%
Best Month	28.26%
Worst Month	-8.29%
Best Year	30.19%
Worst Year	5.95%
Avg. Drawdown	-11.24%
Avg. Drawdown Days	27
Recovery Factor	1.7
Ulcer Index	0.09
Serenity Index	1.38
Avg. Up Month	12.13%
Avg. Down Month	-5.86%
Win Days	57.69%
Win Month	66.67%
Win Quarter	75.0%
Win Year	100.0%