| Metric | btc.med3_ | BTCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 22.61% | 29.68% |
| Max Drawdown | -2.61% | -28.38% |
| Sharpe | 1.44 | 0.44 |
| Sortino | 2.51 | 0.63 |
| Payoff Ratio | 1.33 | 1.17 |
| Profit Factor | 1.5 | 1.07 |
| Common Sense Ratio | 2.31 | 0.99 |
| CPC Index | 0.99 | 0.64 |
| Tail Ratio | 1.54 | 0.92 |
| Outlier Win Ratio | 35.36 | 2.58 |
| Outlier Loss Ratio | 13.98 | 2.38 |
| Volatility (ann.) | 4.42% | 26.24% |
| R^2 | 0.23 | 0.23 |
| Calmar | 10.93 | 1.33 |
| Skew | 2.07 | 0.13 |
| Kurtosis | 26.95 | 6.47 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.06% | 2.63% |
| Expected Yearly % | 10.73% | 13.88% |
| Kelly Criterion | 11.39% | 9.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.36% | -2.23% |
| Expected Shortfall (cVaR) | -0.36% | -2.23% |
| Year | BTCUSD | btc.med3_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 19.54 | 0.51 | - |
| 2025 | -6.05 | 2.57 | -0.42 | + |
| Metric | btc.med3_ | BTCUSD |
|---|---|---|
| MTD | 0.55% | 4.05% |
| 3M | 0.43% | -7.76% |
| 6M | 10.69% | 38.43% |
| YTD | 2.57% | -6.05% |
| 1Y | 22.61% | 29.68% |
| 3Y (ann.) | 28.57% | 37.78% |
| 5Y (ann.) | 28.57% | 37.78% |
| Metric | btc.med3_ | BTCUSD |
|---|---|---|
| Max Drawdown | -2.61% | -28.38% |
| Longest DD Days | 41.0 | 144.0 |
| Avg. Drawdown | -0.6% | -4.56% |
| Avg. Drawdown Days | 6.0 | 11.0 |
| Recovery Factor | 8.65 | 1.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-26 | 2025-01-17 | -2.61 | 22 |
| 2024-09-28 | 2024-10-11 | -2.26 | 13 |
| 2024-08-09 | 2024-08-23 | -2.17 | 14 |
| 2025-02-11 | 2025-03-24 | -1.99 | 41 |
| 2024-08-07 | 2024-08-08 | -1.84 | 0 |
| 2024-06-20 | 2024-07-27 | -1.76 | 37 |
| 2024-12-05 | 2024-12-06 | -1.30 | 1 |
| 2024-09-11 | 2024-09-11 | -1.13 | 0 |
| 2024-09-05 | 2024-09-09 | -0.96 | 4 |
| 2025-02-07 | 2025-02-11 | -0.78 | 3 |
| Metric | btc.med3_ | BTCUSD |
|---|---|---|
| Best Day | 2.15% | 9.33% |
| Worst Day | -1.6% | -9.32% |
| Best Week | 6.23% | 18.93% |
| Worst Week | -1.34% | -12.33% |
| Best Month | 7.38% | 37.42% |
| Worst Month | -1.13% | -17.69% |
| Best Year | 19.54% | 38.02% |
| Worst Year | 2.57% | -6.05% |
| Avg. Up Day | 0.24% | 0.98% |
| Avg. Down Day | -0.18% | -0.84% |
| Avg. Up Week | 1.04% | 5.97% |
| Avg. Down Week | -0.44% | -5.02% |
| Avg. Up Month | 2.28% | 12.08% |
| Avg. Down Month | -1.13% | -17.69% |
| Win Days % | 49.43% | 51.31% |
| Win Month % | 90.0% | 60.0% |
| Win Week % | 55.81% | 52.27% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |