| Metric | configs/btc/btc.med3_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 55.0% | 100.0% |
| Cumulative Return | 89.75% | 130.02% |
| Max Drawdown | -5.93% | -66.89% |
| Sharpe | 1.82 | 0.75 |
| Sortino | 3.91 | 1.13 |
| Payoff Ratio | 1.65 | 1.3 |
| Profit Factor | 1.7 | 1.12 |
| Common Sense Ratio | 2.45 | 1.19 |
| CPC Index | 1.34 | 0.75 |
| Tail Ratio | 1.44 | 1.06 |
| Outlier Win Ratio | 29.29 | 2.83 |
| Outlier Loss Ratio | 15.87 | 2.37 |
| Volatility (ann.) | 11.52% | 55.05% |
| R^2 | 0.29 | 0.29 |
| Calmar | 3.8 | 0.45 |
| Skew | 4.64 | 0.23 |
| Kurtosis | 49.48 | 3.51 |
| Expected Daily % | 0.06% | 0.07% |
| Expected Monthly % | 1.66% | 2.16% |
| Expected Yearly % | 17.37% | 23.15% |
| Kelly Criterion | 16.23% | 14.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -4.63% |
| Expected Shortfall (cVaR) | -0.93% | -4.63% |
| Year | BTCUSD | configs/btc/btc.med3_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.07 | 19.98 | -0.36 | + |
| 2023 | 154.85 | 19.96 | 0.13 | - |
| 2024 | 119.18 | 27.90 | 0.23 | - |
| 2025 | -6.26 | 3.07 | -0.49 | + |
| Metric | configs/btc/btc.med3_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.55% | 8.53% |
| 3M | 0.43% | -9.8% |
| 6M | 10.69% | 37.7% |
| YTD | 3.07% | -6.26% |
| 1Y | 30.68% | 34.78% |
| 3Y (ann.) | 20.28% | 26.26% |
| 5Y (ann.) | 22.52% | 30.23% |
| Metric | configs/btc/btc.med3_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -5.93% | -66.89% |
| Longest DD Days | 146.0 | 683.0 |
| Avg. Drawdown | -1.17% | -9.77% |
| Avg. Drawdown Days | 18.0 | 62.0 |
| Recovery Factor | 15.14 | 1.94 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-02-17 | 2023-03-14 | -5.93 | 25 |
| 2023-04-29 | 2023-06-22 | -5.35 | 54 |
| 2022-10-28 | 2023-02-16 | -4.52 | 111 |
| 2023-12-24 | 2024-02-29 | -4.43 | 67 |
| 2022-07-30 | 2022-10-04 | -3.31 | 66 |
| 2022-06-02 | 2022-07-08 | -2.99 | 36 |
| 2022-03-03 | 2022-04-20 | -2.99 | 48 |
| 2024-03-28 | 2024-04-21 | -2.78 | 24 |
| 2024-12-25 | 2025-01-18 | -2.56 | 24 |
| 2023-06-23 | 2023-11-16 | -1.94 | 146 |
| Metric | configs/btc/btc.med3_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.4% | 14.21% |
| Worst Day | -3.62% | -14.67% |
| Best Week | 13.28% | 28.96% |
| Worst Week | -5.11% | -30.92% |
| Best Month | 7.38% | 45.57% |
| Worst Month | -2.87% | -36.86% |
| Best Year | 27.9% | 154.85% |
| Worst Year | 3.07% | -56.07% |
| Avg. Up Day | 0.59% | 2.42% |
| Avg. Down Day | -0.36% | -1.87% |
| Avg. Up Week | 1.43% | 6.2% |
| Avg. Down Week | -0.71% | -5.34% |
| Avg. Up Month | 3.03% | 15.73% |
| Avg. Down Month | -1.63% | -13.13% |
| Win Days % | 47.87% | 51.52% |
| Win Month % | 74.36% | 56.41% |
| Win Week % | 55.48% | 52.98% |
| Win Quarter % | 92.31% | 53.85% |
| Win Year % | 100.0% | 50.0% |