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 | -27.65% | 25.28% | 15.52% |
| Annualized Return | -24.22% | 21.30% | 13.16% |
| Ann. Volatility | 45.80% | 18.02% | 11.08% |
| Sharpe Ratio | -0.53 | 1.18 | 1.19 |
| Max Drawdown | -50.10% | -14.08% | -8.45% |
| Total Trades | 0 | 4402 | 484 |
| Win Rate | 0.0% | 54.7% | 58.9% |
| Profit Factor | 0.00 | 1.26 | 1.94 |
| Avg Return/Trade | 0.000% | 0.263% | 0.984% |
| 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% | - | - | 4.16% | 5.01 | -1.24% | 220 | 66.8% | 0.92% | 6.30 | -0.29% | 22 | 86.4% | ||
| 2025-02 | -17.72% | -4.67 | -22.99% | - | - | 0.13% | 0.05 | -14.05% | 481 | 53.4% | 8.16% | 3.98 | -4.23% | 112 | 62.5% | ||
| 2025-03 | -1.55% | -0.29 | -17.66% | - | - | -4.38% | -2.83 | -6.93% | 402 | 45.5% | -3.27% | -2.84 | -4.13% | 57 | 28.1% | ||
| 2025-04 | 13.96% | 3.25 | -14.06% | - | - | 6.01% | 3.95 | -3.71% | 151 | 72.2% | 6.90% | 4.51 | -2.02% | 47 | 83.0% | ||
| 2025-05 | 10.79% | 3.40 | -7.70% | - | - | 3.45% | 2.70 | -4.29% | 461 | 55.5% | 0.23% | 5.26 | -0.04% | 6 | 83.3% | ||
| 2025-06 | 2.57% | 0.96 | -10.35% | - | - | -1.74% | -1.62 | -6.13% | 299 | 52.2% | -0.06% | -0.48 | -0.41% | 13 | 46.2% | ||
| 2025-07 | 7.80% | 2.95 | -6.35% | - | - | 4.61% | 4.28 | -1.81% | 217 | 60.4% | 0.33% | 2.45 | -0.20% | 10 | 80.0% | ||
| 2025-08 | -6.20% | -2.26 | -13.29% | - | - | 2.72% | 1.69 | -4.80% | 419 | 53.2% | 0.16% | 1.92 | -0.14% | 9 | 88.9% | ||
| 2025-09 | 5.37% | 2.33 | -7.61% | - | - | 0.22% | 0.23 | -3.55% | 275 | 46.5% | 0.00% | 1.94 | -0.00% | 1 | 100.0% | ||
| 2025-10 | -4.05% | -1.11 | -17.06% | - | - | 1.58% | 1.07 | -4.42% | 251 | 55.8% | 0.07% | 0.63 | -0.49% | 34 | 58.8% | ||
| 2025-11 | -17.66% | -4.30 | -26.05% | - | - | -2.30% | -1.28 | -6.58% | 311 | 46.6% | 0.90% | 1.66 | -0.87% | 72 | 62.5% | ||
| 2025-12 | 0.73% | 0.20 | -10.30% | - | - | 2.41% | 4.97 | -0.77% | 246 | 63.8% | 0.14% | 2.83 | -0.11% | 5 | 100.0% | ||
| 2026-01 | -10.33% | -3.22 | -20.39% | - | - | -4.02% | -3.13 | -8.82% | 345 | 47.5% | -0.05% | -1.95 | -0.07% | 9 | 22.2% | ||
| 2026-02 | -15.12% | -3.03 | -20.45% | - | - | 9.70% | 5.75 | -3.95% | 312 | 65.1% | 0.60% | 0.34 | -8.45% | 85 | 47.1% | ||
| 2026-03 | 2.28% | 4.07 | -4.14% | - | - | 1.08% | 14.56 | -0.30% | 12 | 83.3% | -0.01% | -3.68 | -0.04% | 2 | 50.0% | ||