| Metric | configs/btc/btc.med3_ | BTCUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 90.35% | 137.31% |
| Max Drawdown | -6.71% | -67.18% |
| Sharpe | 1.0 | 0.39 |
| Sortino | 1.84 | 0.57 |
| Payoff Ratio | 1.37 | 1.2 |
| Profit Factor | 1.37 | 1.07 |
| Common Sense Ratio | 1.85 | 1.04 |
| CPC Index | 0.88 | 0.65 |
| Tail Ratio | 1.35 | 0.98 |
| Outlier Win Ratio | 36.86 | 2.87 |
| Outlier Loss Ratio | 15.47 | 2.76 |
| Volatility (ann.) | 5.22% | 26.66% |
| R^2 | 0.27 | 0.27 |
| Calmar | 3.37 | 0.47 |
| Skew | 4.75 | 0.18 |
| Kurtosis | 84.61 | 6.26 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.66% | 2.24% |
| Expected Yearly % | 17.46% | 24.12% |
| Kelly Criterion | 8.38% | 10.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.44% | -2.27% |
| Expected Shortfall (cVaR) | -0.44% | -2.27% |
| Year | BTCUSD | configs/btc/btc.med3_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 20.74 | -0.38 | + |
| 2023 | 155.54 | 19.96 | 0.13 | - |
| 2024 | 121.00 | 28.53 | 0.24 | - |
| 2025 | -7.32 | 2.25 | -0.31 | + |
| Metric | configs/btc/btc.med3_ | BTCUSD |
|---|---|---|
| MTD | 0.24% | 2.63% |
| 3M | 0.17% | -12.25% |
| 6M | 10.23% | 34.61% |
| YTD | 2.25% | -7.32% |
| 1Y | 26.61% | 23.79% |
| 3Y (ann.) | 20.17% | 24.94% |
| 5Y (ann.) | 22.6% | 31.47% |
| Metric | configs/btc/btc.med3_ | BTCUSD |
|---|---|---|
| Max Drawdown | -6.71% | -67.18% |
| Longest DD Days | 146.0 | 683.0 |
| Avg. Drawdown | -0.96% | -6.16% |
| Avg. Drawdown Days | 11.0 | 30.0 |
| Recovery Factor | 13.46 | 2.04 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-02-16 | 2023-03-13 | -6.71 | 24 |
| 2023-12-20 | 2024-02-28 | -6.24 | 69 |
| 2023-04-30 | 2023-06-21 | -5.41 | 51 |
| 2022-10-26 | 2023-02-15 | -4.70 | 112 |
| 2022-07-30 | 2022-10-04 | -3.83 | 65 |
| 2022-03-02 | 2022-04-20 | -3.45 | 49 |
| 2022-06-01 | 2022-07-08 | -3.01 | 37 |
| 2024-03-26 | 2024-04-19 | -2.86 | 23 |
| 2022-02-27 | 2022-02-28 | -2.66 | 1 |
| 2024-12-26 | 2025-01-17 | -2.61 | 22 |
| Metric | configs/btc/btc.med3_ | BTCUSD |
|---|---|---|
| Best Day | 5.47% | 9.33% |
| Worst Day | -2.4% | -9.32% |
| Best Week | 12.74% | 35.75% |
| Worst Week | -4.62% | -29.64% |
| Best Month | 9.35% | 43.77% |
| Worst Month | -2.91% | -37.12% |
| Best Year | 28.53% | 155.54% |
| Worst Year | 2.25% | -54.66% |
| Avg. Up Day | 0.24% | 0.98% |
| Avg. Down Day | -0.18% | -0.82% |
| Avg. Up Week | 1.43% | 6.84% |
| Avg. Down Week | -0.56% | -4.89% |
| Avg. Up Month | 2.96% | 14.26% |
| Avg. Down Month | -1.79% | -13.88% |
| Win Days % | 47.03% | 51.09% |
| Win Month % | 74.36% | 61.54% |
| Win Week % | 50.32% | 49.7% |
| Win Quarter % | 92.31% | 53.85% |
| Win Year % | 100.0% | 50.0% |