Strategy CAGR Sharpe Max Drawdown Turnover
Portfolio 22.55% 1.12 15.40% 44.24%
BTC Buy & Hold 0.01% 0.01 17.96% /
Note: Returns are displayed as non-compounded (simple sum of percentage returns) for easier interpretation. Drawdown is always calculated from the actual equity curve, which is inherently compounded, as this reflects the real risk experienced by the strategy.