Strategy CAGR Sharpe Max Drawdown Turnover
Product 2 175.21% 3.67 16.30% 53.35%
BTC Buy & Hold 61.76% 1.09 76.67% /
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.