Quants Space Strategy Performance Report

Generated by qstats v0.1.33 on Monday, 01 Dec, 2025 at 07:44:16 UTC

Contact: info@quants.space Website: quants.space

Strategy: strategy

Compound Performance Report

METRICS

Start Date Jan 07, 2023
End Date Dec 01, 2025

Main Metrics

Metric strategy BTC
Cumulative Return [%] 1049.5% 436.2%
CAGR [%] 132.0% 78.4%
Volatility [%] 18.0% 47.0%
Sharpe 4.7823 1.4649
Sortino 9.5607 2.3388
Calmar 20.0487 2.4462
Max Drawdown (MD) [%] -6.6% -32.0%
Duration of MD [days] 27 54
Max Drawdown Duration (MDD) [days] 46 237
Drawdown of MDD [%] -5.8% -26.3%

Returns Metrics

Metric strategy BTC
1-day VaR (95%) -1.04% -3.61%
1-month VaR (99%) -3.13% -7.90%
CVaR (95%) -1.70% -4.89%
CVaR (99%) -2.27% -6.37%
Gini Coefficient 0.6358 0.5092
Omega Ratio 2.3225 1.2456
Gain/Pain Ratio (1M) 46.5445 2.0039
Tail Ratio 1.9495 1.1901
Outlier Win Ratio 0.0132 0.0123
Outlier Loss Ratio 0.0019 0.0047

Rolling Metrics

Metric strategy BTC
Rolling Sharpe 90d Mean 4.8911 1.4357
Rolling Sharpe 90d Median 4.9548 1.2725
Rolling Sharpe 90d Last 3.4635 -1.7367
Rolling Sharpe 365d Mean 5.0095 1.6168
Rolling Sharpe 365d Median 5.0017 1.7352
Rolling Sharpe 365d Last 4.5098 0.0684

Cumulative Return Metrics

Metric strategy BTC
MTD [%] 2.9% -17.1%
3M [%] 12.7% -16.1%
6M [%] 29.0% -13.9%
YTD [%] 81.8% -2.9%
Best Day [%] 5.9% 11.9%
Worst Day [%] -3.9% -8.5%
Best Month [%] 19.2% 43.8%
Worst Month [%] -2.3% -17.7%
Best Year [%] 235.1% 149.7%
Worst Year [%] 81.8% -2.9%

Benchmark Metrics

Metric strategy BTC
Alpha 0.0453 0.0000
Beta -0.0110 1.0000
Information Ratio 0.3344 0.0000
Treynor Ratio -4.07 0.04
Correlation -0.03 1.00

Worst Drawdowns

Started Recovered Drawdown Days
2023-10-19 2023-11-15 -6.58 27
2024-01-31 2024-02-29 -5.83 29
2023-03-28 2023-05-13 -5.8 46
2024-09-25 2024-10-25 -4.63 30
2025-02-28 2025-03-18 -4.52 18
2025-07-18 2025-08-08 -4.42 21
2023-12-05 2023-12-31 -3.86 26
2024-08-15 2024-08-28 -3.44 13
2023-03-02 2023-03-14 -3.25 12
2024-07-20 2024-07-27 -3.08 7

PLOTS

Jul 2023Jan 2024Jul 2024Jan 2025Jul 20250.00%200.00%400.00%600.00%800.00%1000.00%
strategyBTCCUMULATIVE RETURNTIMECUMULATIVE RETURN
Cumulative Returns
Jul 2023Jan 2024Jul 2024Jan 2025Jul 2025−30.00%−25.00%−20.00%−15.00%−10.00%−5.00%0.00%
strategyBTCAverage -0.88% strategyAverage -8.57% BTCUNDERWATER CHART FOR ACCUMULATED CAPITALTIMEDRAWDOWN
Underwater Plot
Jul 2023Jan 2024Jul 2024Jan 2025Jul 2025−200.00%−150.00%−100.00%−50.00%0.00%
strategyBTCAverage -3.45% strategyAverage -39.05% BTCUNDERWATER CHART FOR INITIAL CAPITALTIMEDRAWDOWN
Underwater Start Plot
5.79.74.6-2.09.718.72.05.13.2-1.38.52.888.78.7-0.219.214.410.85.511.118.812.32.713.212.4235.110.75.74.36.69.02.9-2.313.16.03.42.90.081.8JanFebMarAprMayJunJulAugSepOctNovDecTotal2023202420250.05.010.015.0MONTHLY PERCENTAGE RETURNS HEATMAPMONTHYEAR
Monthly Returns Heatmap
0.00.00.00.00.00.00.00.00.00.60.01.3-0.10.01.7-0.70.40.50.00.00.40.30.40.0-1.40.01.10.00.4-0.41.05.7-0.51.20.70.00.30.3-0.83.11.90.6-0.10.00.3-0.80.0-1.31.21.0-0.9-0.81.40.7-1.60.70.01.10.01.60.00.00.09.7-1.60.00.70.00.00.0-2.40.3-0.11.41.50.01.01.00.2-0.41.60.30.6-0.10.4-2.21.1-0.31.02.0-0.50.4-0.3-1.00.04.60.00.3-1.00.00.30.30.00.00.00.00.00.01.3-1.0-0.40.0-1.4-0.5-2.0-0.50.00.60.00.10.31.60.10.00.00.00.0-2.00.0-0.8-0.70.62.5-2.30.00.30.01.20.52.40.60.52.50.30.90.3-1.00.00.0-0.4-0.7-0.5-0.10.60.00.01.40.01.49.71.3-0.70.00.00.61.91.80.40.02.31.70.02.5-0.80.0-1.80.00.00.01.50.31.61.50.40.0-0.70.10.60.12.90.018.70.00.00.00.01.41.00.00.00.00.50.00.0-0.71.10.00.0-0.1-1.0-0.4-0.30.00.0-0.40.60.00.00.00.00.00.30.02.00.60.00.00.30.00.0-0.10.00.51.70.00.00.0-0.40.00.01.0-0.8-0.80.01.50.00.00.60.70.00.00.00.11.0-0.95.1-0.10.0-0.10.50.0-0.30.00.90.00.71.9-0.2-0.40.60.00.00.00.0-1.10.80.00.00.01.00.00.00.1-1.10.00.00.03.2-1.12.4-0.7-0.41.10.60.00.00.60.00.70.0-0.40.00.00.80.0-0.40.0-0.50.00.0-3.5-1.7-0.60.60.31.00.00.00.0-1.31.0-0.80.3-0.1-0.80.0-0.73.10.90.90.00.00.01.60.00.31.00.00.60.30.31.00.00.00.0-0.20.70.0-1.30.00.08.52.10.00.0-1.00.10.00.3-0.7-0.80.31.3-0.9-1.00.3-1.10.41.30.7-0.4-0.70.0-0.70.00.0-0.7-0.30.50.03.00.60.62.80.5-0.80.8-0.20.30.02.00.4-0.31.40.20.7-0.20.40.00.60.00.00.30.00.01.51.80.00.40.00.00.00.0-0.7-0.88.70.0-0.80.00.01.10.0-2.2-0.70.90.02.0-1.5-2.60.0-0.20.6-0.41.70.0-0.80.0-0.60.50.0-1.50.02.05.0-2.40.00.0-0.2-0.20.00.03.34.52.02.0-0.30.00.01.30.5-1.40.92.4-1.0-1.0-1.02.02.8-0.10.00.00.00.02.5-1.1-1.50.00.01.119.21.32.00.50.80.70.00.60.01.42.10.0-1.4-0.85.9-1.93.10.4-0.71.50.00.0-0.3-0.80.3-1.20.00.00.0-0.50.50.014.43.2-0.10.00.02.0-0.10.80.00.01.00.00.00.40.30.00.0-0.80.00.0-0.20.00.01.3-0.20.00.50.02.00.0-0.30.510.80.00.00.00.60.50.0-0.30.00.00.01.60.10.50.00.00.0-0.81.60.00.80.30.00.01.0-0.6-0.20.0-0.80.01.20.05.50.00.00.32.90.00.40.51.50.51.90.0-0.80.01.10.5-0.10.51.6-1.50.0-0.20.0-1.42.1-0.31.60.20.30.00.0-0.611.10.01.30.60.53.72.1-1.01.81.7-0.80.01.80.5-0.3-0.20.00.00.4-0.8-2.20.5-0.71.10.00.50.31.72.91.8-0.40.618.8-0.71.50.31.12.1-0.90.02.40.00.30.52.2-0.10.50.30.01.21.31.40.20.00.00.0-3.9-0.81.8-0.70.00.01.80.012.31.20.0-1.30.00.00.0-0.20.00.00.0-0.80.50.0-0.21.40.00.00.40.00.5-0.80.40.30.6-0.60.40.0-0.70.01.40.32.7-1.10.00.70.0-2.12.50.90.50.00.40.23.81.5-0.10.20.0-1.51.01.32.00.50.60.00.31.20.60.00.5-1.30.00.013.20.01.50.00.41.1-0.20.00.43.50.5-0.7-1.1-0.70.02.0-0.30.40.02.71.9-0.80.3-0.10.9-0.9-1.10.90.01.6-0.1-0.212.4-0.71.1-0.70.00.00.03.2-0.72.4-1.70.00.00.00.5-0.90.00.90.60.14.31.10.01.3-0.30.00.00.00.6-0.80.00.010.70.00.7-0.80.92.20.00.40.0-0.11.10.5-1.20.00.50.00.0-1.2-0.10.00.00.30.00.01.20.91.8-0.6-1.00.00.00.05.7-0.2-2.1-0.80.70.32.30.9-0.70.0-2.32.20.8-0.5-0.70.00.51.50.3-0.70.00.70.00.00.6-0.31.10.00.00.70.0-0.14.30.0-0.80.0-0.70.00.31.40.32.20.0-1.3-0.70.30.40.50.00.00.0-0.10.00.51.80.0-0.80.00.5-0.51.12.00.00.06.6-0.80.00.00.30.00.30.0-0.70.00.00.02.80.50.0-0.41.10.0-0.9-0.80.0-1.00.01.50.00.50.02.51.12.10.70.09.0-0.4-0.4-0.80.50.0-0.70.50.00.50.00.30.60.60.00.00.50.30.00.00.10.00.01.00.00.00.50.00.00.00.00.02.90.50.0-0.60.30.00.00.50.0-0.60.0-0.40.0-0.11.11.00.6-1.10.30.00.0-0.8-0.70.4-0.10.30.60.00.00.0-1.1-2.2-2.30.40.70.01.00.00.02.90.00.00.30.60.0-0.71.50.30.00.00.02.10.01.20.00.01.40.3-0.40.51.1-0.70.00.013.10.03.60.00.00.00.00.00.00.60.00.00.00.00.01.10.00.00.00.00.00.00.00.30.00.70.00.0-0.40.00.00.06.00.00.02.50.0-1.40.00.30.00.00.00.01.60.0-2.20.30.30.20.00.00.6-0.81.5-0.70.00.00.00.00.00.10.90.03.40.00.00.00.7-0.30.01.40.00.00.40.6-0.70.3-2.21.3-1.10.4-0.1-0.10.31.9-0.60.60.00.00.00.00.00.00.00.02.912345678910111213141516171819202122232425262728293031TotalJanuary 2023February 2023March 2023April 2023May 2023June 2023July 2023August 2023September 2023October 2023November 2023December 2023January 2024February 2024March 2024April 2024May 2024June 2024July 2024August 2024September 2024October 2024November 2024December 2024January 2025February 2025March 2025April 2025May 2025June 2025July 2025August 2025September 2025October 2025November 2025−3.0−2.0−1.00.01.02.03.04.05.0DAILY PERCENTAGE RETURNS HEATMAPDAYMONTH
Daily Returns Heatmap
5.7%9.7%4.6%-2.0%9.7%18.7%2.0%5.1%3.2%-1.3%8.5%2.8%8.7%-0.2%19.2%14.4%10.8%5.5%11.1%18.8%12.3%2.7%13.2%12.4%10.7%5.7%4.3%6.6%9.0%2.9%-2.3%13.1%6.0%3.4%2.9%2023-Jan2023-Feb2023-Mar2023-Apr2023-May2023-Jun2023-Jul2023-Aug2023-Sep2023-Oct2023-Nov2023-Dec2024-Jan2024-Feb2024-Mar2024-Apr2024-May2024-Jun2024-Jul2024-Aug2024-Sep2024-Oct2024-Nov2024-Dec2025-Jan2025-Feb2025-Mar2025-Apr2025-May2025-Jun2025-Jul2025-Aug2025-Sep2025-Oct2025-Nov0.00%5.00%10.00%15.00%20.00%
MONTHLY RETURNSMONTHRETURNAverage Profit 8.5%Average Loss -1.4%Average Return 7.4%
Average Monthly Profit
DailyWeeklyMonthlyQuarterlyYearly0.00%50.00%100.00%150.00%200.00%
DailyWeeklyMonthlyQuarterlyYearlyRETURN QUANTILESRETURNPERIOD
Return Quantiles
EOY Returns
Jul 2023Jan 2024Jul 2024Jan 2025Jul 2025−2.000.002.004.006.008.00
strategyBTCAverage 4.89 strategyAverage 1.44 BTCROLLING SHARPE 90DTIMESHARPE
Rolling Sharpe 90d
Jul 2023Jan 2024Jul 2024Jan 2025Jul 20250.001.002.003.004.005.006.00
strategyBTCAverage 5.01 strategyAverage 1.62 BTCROLLING SHARPE 365DTIMESHARPE
EOY Returns
Returns Correlations
-28 days-21 days-14 days-7 days0 days7 days14 days21 days28 days−40.00%−30.00%−20.00%−10.00%0.00%10.00%20.00%30.00%40.00%50.00%-28 days-21 days-14 days-7 days0 days7 days14 days21 days28 days−20.00%0.00%20.00%40.00%60.00%-28 days-21 days-14 days-7 days0 days7 days14 days21 days28 days−6.00%−4.00%−2.00%0.00%2.00%4.00%6.00%8.00%-28 days-21 days-14 days-7 days0 days7 days14 days21 days28 days−20.00%−15.00%−10.00%−5.00%0.00%5.00%10.00%15.00%20.00%25.00%-28 days-21 days-14 days-7 days0 days7 days14 days21 days28 days−20.00%−15.00%−10.00%−5.00%0.00%5.00%10.00%15.00%20.00%-28 days-21 days-14 days-7 days0 days7 days14 days21 days28 days−10.00%−8.00%−6.00%−4.00%−2.00%0.00%2.00%4.00%
maxq95q75q25q5minmedianmeanRETURNS SIGNATURES FOR 7 DAYS HORIZON (760 WINS, 243 LOSSES, 1 DRAWS)​AN AVERAGE TRAJECTORY OF BENCHMARK OR ACCUMULATED CAPITAL BEFORE AND AFTER WIN, LOSS OR DRAW EVENT OF THE STRATEGY​RELATIVE TIMERELATIVE TIMERELATIVE TIMERELATIVE TIMERELATIVE TIMERELATIVE TIMERETURNRETURNRETURNRETURNRETURNRETURNWIN EVENT RETURNS SIGNATURES OF BENCHMARKLOSS EVENT RETURNS SIGNATURES OF BENCHMARKDRAW EVENT RETURNS SIGNATURES OF BENCHMARKWIN EVENT RETURNS SIGNATURES OF ACCUMULATED CAPITALLOSS EVENT RETURNS SIGNATURES OF ACCUMULATED CAPITALDRAW EVENT RETURNS SIGNATURES OF ACCUMULATED CAPITAL
Signatures 7d
-14 days-7 days0 days7 days14 days−30.00%−20.00%−10.00%0.00%10.00%20.00%30.00%40.00%-14 days-7 days0 days7 days14 days−30.00%−20.00%−10.00%0.00%10.00%20.00%30.00%-14 days-7 days0 days7 days14 days−20.00%−10.00%0.00%10.00%20.00%30.00%40.00%-14 days-7 days0 days7 days14 days−15.00%−10.00%−5.00%0.00%5.00%10.00%15.00%20.00%-14 days-7 days0 days7 days14 days−15.00%−10.00%−5.00%0.00%5.00%10.00%15.00%-14 days-7 days0 days7 days14 days−15.00%−10.00%−5.00%0.00%5.00%10.00%15.00%
maxq95q75q25q5minmedianmeanRETURNS SIGNATURES FOR 1 DAYS HORIZON (420 WINS, 239 LOSSES, 373 DRAWS)​AN AVERAGE TRAJECTORY OF BENCHMARK OR ACCUMULATED CAPITAL BEFORE AND AFTER WIN, LOSS OR DRAW EVENT OF THE STRATEGY​RELATIVE TIMERELATIVE TIMERELATIVE TIMERELATIVE TIMERELATIVE TIMERELATIVE TIMERETURNRETURNRETURNRETURNRETURNRETURNWIN EVENT RETURNS SIGNATURES OF BENCHMARKLOSS EVENT RETURNS SIGNATURES OF BENCHMARKDRAW EVENT RETURNS SIGNATURES OF BENCHMARKWIN EVENT RETURNS SIGNATURES OF ACCUMULATED CAPITALLOSS EVENT RETURNS SIGNATURES OF ACCUMULATED CAPITALDRAW EVENT RETURNS SIGNATURES OF ACCUMULATED CAPITAL
Signatures 1d
-28 days-21 days-14 days-7 days0 days7 days14 days21 days28 days−5.00%0.00%5.00%10.00%15.00%-28 days-21 days-14 days-7 days0 days7 days14 days21 days28 days−6.00%−4.00%−2.00%0.00%2.00%4.00%6.00%8.00%-28 days-21 days-14 days-7 days0 days7 days14 days21 days28 days−6.00%−4.00%−2.00%0.00%2.00%4.00%6.00%8.00%-28 days-21 days-14 days-7 days0 days7 days14 days21 days28 days−5.00%0.00%5.00%10.00%15.00%-28 days-21 days-14 days-7 days0 days7 days14 days21 days28 days−6.00%−4.00%−2.00%0.00%2.00%4.00%-28 days-21 days-14 days-7 days0 days7 days14 days21 days28 days−10.00%−8.00%−6.00%−4.00%−2.00%0.00%2.00%4.00%
strategy (760 wins, 243 losses, 1 draws)BTC (551 wins, 453 losses, 0 draws)RETURNS CROSS SIGNATURES FOR 7 DAYS HORIZON​AN AVERAGE TRAJECTORY OF BENCHMARK OR ACCUMULATED CAPITAL BEFORE AND AFTER WIN, LOSS OR DRAW EVENT OF THE STRATEGY​RELATIVE TIMERELATIVE TIMERELATIVE TIMERELATIVE TIMERELATIVE TIMERELATIVE TIMERETURNRETURNRETURNRETURNRETURNRETURNWIN EVENT RETURNS SIGNATURES OF BENCHMARKLOSS EVENT RETURNS SIGNATURES OF BENCHMARKDRAW EVENT RETURNS SIGNATURES OF BENCHMARKWIN EVENT RETURNS SIGNATURES OF ACCUMULATED CAPITALLOSS EVENT RETURNS SIGNATURES OF ACCUMULATED CAPITALDRAW EVENT RETURNS SIGNATURES OF ACCUMULATED CAPITAL
Cross Signatures 7d
-14 days-7 days0 days7 days14 days−2.00%−1.00%0.00%1.00%2.00%3.00%4.00%5.00%6.00%-14 days-7 days0 days7 days14 days−3.00%−2.00%−1.00%0.00%1.00%2.00%3.00%-14 days-7 days0 days7 days14 days−1.00%−0.50%0.00%0.50%1.00%1.50%2.00%-14 days-7 days0 days7 days14 days−2.00%0.00%2.00%4.00%6.00%-14 days-7 days0 days7 days14 days−3.00%−2.00%−1.00%0.00%1.00%2.00%-14 days-7 days0 days7 days14 days−3.00%−2.00%−1.00%0.00%1.00%2.00%3.00%
strategy (420 wins, 239 losses, 373 draws)BTC (526 wins, 506 losses, 0 draws)RETURNS CROSS SIGNATURES FOR 1 DAYS HORIZON​AN AVERAGE TRAJECTORY OF BENCHMARK OR ACCUMULATED CAPITAL BEFORE AND AFTER WIN, LOSS OR DRAW EVENT OF THE STRATEGY​RELATIVE TIMERELATIVE TIMERELATIVE TIMERELATIVE TIMERELATIVE TIMERELATIVE TIMERETURNRETURNRETURNRETURNRETURNRETURNWIN EVENT RETURNS SIGNATURES OF BENCHMARKLOSS EVENT RETURNS SIGNATURES OF BENCHMARKDRAW EVENT RETURNS SIGNATURES OF BENCHMARKWIN EVENT RETURNS SIGNATURES OF ACCUMULATED CAPITALLOSS EVENT RETURNS SIGNATURES OF ACCUMULATED CAPITALDRAW EVENT RETURNS SIGNATURES OF ACCUMULATED CAPITAL
Cross Signatures 1d