Initial Capital: $40,000 (4 pairs x $10k) | LGBM Fee: 0.2% | GRU: no fee | Hold: 12h
| Metric | BTC Buy & Hold | Raw GRU Signals | LGBM Deterministic |
|---|---|---|---|
| Total Return | -35.57% | 16.95% | 19.04% |
| Annualized Return | -25.46% | 11.03% | 12.36% |
| Ann. Volatility | 45.15% | 17.27% | 10.72% |
| Sharpe Ratio | -0.56 | 0.64 | 1.15 |
| Max Drawdown | -53.77% | -13.72% | -7.82% |
| Total Trades | 0 | 5634 | 638 |
| Win Rate | 0.0% | 53.0% | 58.0% |
| Profit Factor | 0.00 | 1.13 | 2.04 |
| Avg Return/Trade | 0.000% | 0.149% | 0.859% |
| BTC Buy & Hold | Raw GRU Signals | LGBM Deterministic | |||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Month | Return | Sharpe | Max DD | Trades | Win% | Return | Sharpe | Max DD | Trades | Win% | Return | Sharpe | Max DD | Trades | Win% | ||
| 2025-01 | 8.49% | 1.85 | -11.22% | - | - | 4.94% | 5.90 | -1.23% | 220 | 67.3% | 0.93% | 3.64 | -0.74% | 32 | 71.9% | ||
| 2025-02 | -17.72% | -4.67 | -22.99% | - | - | 1.17% | 0.42 | -13.66% | 480 | 54.0% | 8.65% | 3.76 | -5.00% | 120 | 70.0% | ||
| 2025-03 | -1.55% | -0.29 | -17.66% | - | - | -4.27% | -2.79 | -6.71% | 404 | 47.0% | -1.74% | -1.76 | -3.17% | 51 | 37.3% | ||
| 2025-04 | 13.96% | 3.25 | -14.06% | - | - | 5.63% | 3.50 | -4.42% | 152 | 72.4% | 4.76% | 3.58 | -1.95% | 39 | 87.2% | ||
| 2025-05 | 10.79% | 3.40 | -7.70% | - | - | 3.93% | 3.09 | -3.87% | 459 | 56.4% | 0.10% | 3.38 | -0.09% | 12 | 66.7% | ||
| 2025-06 | 2.57% | 0.96 | -10.35% | - | - | -1.73% | -1.60 | -6.23% | 299 | 53.5% | 0.03% | 0.34 | -0.24% | 19 | 47.4% | ||
| 2025-07 | 7.80% | 2.95 | -6.35% | - | - | 5.09% | 4.61 | -1.72% | 216 | 60.2% | 0.50% | 3.05 | -0.21% | 8 | 100.0% | ||
| 2025-08 | -6.20% | -2.26 | -13.29% | - | - | 1.90% | 1.20 | -4.88% | 418 | 54.5% | 0.55% | 3.58 | -0.18% | 17 | 70.6% | ||
| 2025-09 | 5.37% | 2.33 | -7.61% | - | - | 0.13% | 0.14 | -3.78% | 275 | 44.4% | -0.15% | -3.61 | -0.15% | 7 | 28.6% | ||
| 2025-10 | -4.05% | -1.11 | -17.06% | - | - | 0.19% | 0.13 | -4.71% | 251 | 54.6% | 0.56% | 1.09 | -1.35% | 53 | 64.2% | ||
| 2025-11 | -17.66% | -4.30 | -26.05% | - | - | -2.74% | -1.52 | -6.88% | 311 | 47.3% | 1.11% | 1.91 | -0.94% | 80 | 60.0% | ||
| 2025-12 | 0.73% | 0.20 | -10.30% | - | - | 2.72% | 5.56 | -0.76% | 244 | 64.3% | 0.25% | 3.31 | -0.12% | 4 | 100.0% | ||
| 2026-01 | -10.33% | -3.22 | -20.39% | - | - | -3.86% | -2.98 | -8.70% | 352 | 48.6% | -0.13% | -2.84 | -0.15% | 7 | 28.6% | ||
| 2026-02 | -15.12% | -3.03 | -20.45% | - | - | 9.84% | 5.87 | -3.92% | 311 | 65.6% | 3.55% | 1.88 | -7.82% | 101 | 54.5% | ||
| 2026-03 | 2.23% | 0.54 | -13.20% | - | - | 1.17% | 1.49 | -2.82% | 342 | 47.4% | 0.01% | 0.47 | -0.06% | 8 | 50.0% | ||
| 2026-04 | 11.74% | 3.86 | -5.23% | - | - | -0.17% | -0.52 | -0.79% | 199 | 45.7% | -0.02% | -1.11 | -0.06% | 3 | 0.0% | ||
| 2026-05 | -3.61% | -1.39 | -11.62% | - | - | 1.85% | 1.79 | -3.64% | 318 | 52.5% | -0.08% | -1.16 | -0.19% | 4 | 50.0% | ||
| 2026-06 | -20.65% | -4.68 | -21.13% | - | - | -8.66% | -4.49 | -10.72% | 383 | 37.3% | -0.90% | -0.82 | -2.82% | 73 | 30.1% | ||
| 2026-07 | 3.85% | 29.23 | -1.38% | - | - | 0.00% | 0.00 | 0.00% | - | - | 0.00% | 0.00 | 0.00% | - | - | ||