Cryptosystems - CONTROLLED ALPHA
Internal Analytics Dashboard • Generated on February 05, 2026 at 09:56:16 UTC
📊 Executive Summary
CAGR
Compound Annual Growth Rate
How much your money grows each year on average, with compounding taken into account.
Above 20% is excellent. 10-20% is solid. Below 10% may underperform the market.
140.27%
Sharpe Ratio
Sharpe Ratio
How much return you earn for each unit of risk taken. Higher means better risk-adjusted performance.
Above 1.5 is excellent. 0.75-1.5 is good. Below 0.75 means high risk for the returns.
💡 Think of it like fuel efficiency—how far you go per gallon of risk.
3.789
Max Drawdown
Maximum Drawdown
The largest peak-to-valley drop in account value. This is your "worst nightmare" number.
-22.21%
Win Rate
Win Rate
The percentage of trades that ended in profit.
32.5%
Total Return
Total Return
Your total profit from start to finish, expressed as a percentage of your starting capital.
This is the "headline number"—your cumulative gain over the entire period.
💡 Started with $100K, ended with $250K = 150% total return.
3524.62%
Profit Factor
Profit Factor
Total money won ÷ Total money lost. Anything above 1.0 means you're profitable.
Above 2.0 is excellent (wins = 2× losses). 1.3-2.0 is solid. Below 1.3 leaves thin margins.
💡 Made $50K on winners, lost $25K on losers = 2.0 profit factor.
2.48
📈 Portfolio Performance
📉 Drawdown Analysis
📅 Monthly Returns
📊 Performance Breakdown
CAGR
Compound Annual Growth Rate
How much your money grows each year on average, with compounding taken into account.
Above 20% is excellent. 10-20% is solid. Below 10% may underperform the market.
140.27%
Cumulative Return
Cumulative Return
Total percentage gain (or loss) from the very start to now.
The bigger picture of your overall performance.
3524.62%
Best Day
Best Day
Your single most profitable day as a percentage.
Shows your upside potential when things go right.
9.26%
Worst Day
Worst Day
Your single worst day as a percentage loss.
Shows the pain you need to stomach on bad days.
-7.12%
Best Month
Best Month
Your most profitable month as a percentage.
Monthly highs show what's possible when momentum is with you.
81.09%
Worst Month
Worst Month
Your worst month as a percentage loss.
Even great strategies have rough months—this shows the downside.
-7.06%
Avg Up Month
Average Up Month
The average gain during profitable months.
Shows typical upside in good times.
14.55%
Avg Down Month
Average Down Month
The average loss during unprofitable months.
Shows typical pain in bad times.
-3.99%
Winning Months %
Winning Months
Percentage of months that were profitable.
68.00%
Return Analysis
Annual Volatility
Annual Volatility
How much your account value bounces around in a typical year. Higher = wilder ride.
37.020
VaR 95%
Value at Risk (95%)
The maximum daily loss you can expect 95% of the time. Caveat: Assumes normal return distribution, which is underrepresentative of real risks.
-1.459
CVaR 95%
Conditional VaR (95%)
When losses DO exceed VaR, this is the average damage. Caveat: Assumes normal return distribution, which is underrepresentative of real risks.
-2.465
Skewness
Skewness
Whether returns lean toward big gains or big losses.
Positive skew = more big wins. Negative skew = more big losses.
0.924
Kurtosis
Kurtosis
How often extreme moves (outliers) happen vs. a normal distribution.
Higher kurtosis = more extreme events (both good and bad).
11.572
Max Drawdown
Maximum Drawdown
The largest peak-to-valley drop in account value. This is your "worst nightmare" number.
-22.21%
Avg Drawdown
Average Drawdown
The typical drawdown depth you experience.
This is the normal underwater feeling.
-3.61%
Portfolio Risk-Adjusted Performance
Downside Risk Analysis
Total Trades
Total Trades
How many trades were executed over this period.
More trades = more statistical confidence (and more fees).
661
Winning Trades
Winning Trades
The count of trades that made money.
Compare to Total Trades for perspective.
215
Losing Trades
Losing Trades
The count of trades that lost money.
Losses are part of the game—even the best lose often.
446
Win Rate
Win Rate
The percentage of trades that ended in profit.
32.53%
Avg Win (Portfolio)
Average Win
The average profit on winning trades.
Compare to Average Loss—bigger wins than losses is key.
3.35%
Avg Loss (Portfolio)
Average Loss
The average loss on losing trades.
Smaller avg loss than avg win = good risk management.
-0.66%
Avg Win (Individual Trades)
Average Win
The average profit on winning trades.
Compare to Average Loss—bigger wins than losses is key.
31.33%
Avg Loss (Individual Trades)
Average Loss
The average loss on losing trades.
Smaller avg loss than avg win = good risk management.
-6.10%
Best Trade (Portfolio)
Best Trade
Your single most profitable trade.
Shows your home run potential.
82.58%
Worst Trade (Portfolio)
Worst Trade
Your single worst trade.
Shows max single-trade pain. Good risk management limits this.
-1.25%
Profit Factor
Profit Factor
Total money won ÷ Total money lost. Anything above 1.0 means you're profitable.
Above 2.0 is excellent (wins = 2× losses). 1.3-2.0 is solid. Below 1.3 leaves thin margins.
💡 Made $50K on winners, lost $25K on losers = 2.0 profit factor.
2.48
Expectancy
Expectancy
The average amount you expect to make per trade.
Positive expectancy = profitable system over time.
💡 +0.5% expectancy means each trade averages +0.5% gain.
6.07%
Avg Duration (hrs)
Average Duration
How long trades typically stay open.
Shorter = more active trading. Longer = more patience required.
196.3
Trade Performance Analysis
Trade Execution Analysis
📊 Excursion Analysis
⬇️ MAE (Maximum Adverse Excursion)
⬆️ MFE (Maximum Favorable Excursion)
Performance Comparison
Asset Performance Heatmap
Asset Performance Analysis
Monte Carlo Simulation (12 Months Forward)
1,000 simulations resampling from strategy-level daily returns
Cumulative Returns by Year
📋 Detailed Metrics
⚖️ Risk-Adjusted Metrics
Sharpe Ratio
3.789
Sortino Ratio
5.197
Calmar Ratio
6.315
Omega Ratio
1.299
Annual Return
140.27%
Annual Volatility
37.02%
📉 Drawdown Metrics
Max Drawdown
-22.21%
Average Drawdown
-3.61%
Longest Drawdown
143.0 days
Avg Drawdown Duration
9.3 days
Number of DD Periods
141
📅 Period-by-Period Breakdown
Total Days
1496
Total Months
49.1
Total Years
4.1
Start Date
2022-01-01
End Date
2026-02-05
PERFORMANCE DISCLOSURE & RISK NOTICE
Systematic Execution: Performance data presented represents the historical output of the proprietary execution engines. Past performance is not indicative of future
results. The equity curve is based on systematic trade logic and may not reflect the impact of liquidity limitations or execution slippage in all market conditions.
Risk & Sovereignty: Trading digital assets involves significant risk of loss. Strategies are intended for sophisticated allocators capable of evaluating the merits and risks of
algorithmic execution. CryptoSystems provides execution infrastructure, not investment advice. All operations are non-custodial; users retain full sovereignty and control
of their assets at all times.