| Metric | configs/btc/btc.med.outlier_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 73.0% | 100.0% |
| Cumulative Return | 42.53% | 28.15% |
| Max Drawdown | -5.67% | -26.06% |
| Sharpe | 2.84 | 0.85 |
| Sortino | 5.61 | 1.23 |
| Payoff Ratio | 1.43 | 1.12 |
| Profit Factor | 1.97 | 1.13 |
| Common Sense Ratio | 3.76 | 1.14 |
| CPC Index | 1.61 | 0.66 |
| Tail Ratio | 1.9 | 1.01 |
| Outlier Win Ratio | 14.48 | 2.66 |
| Outlier Loss Ratio | 10.9 | 2.3 |
| Volatility (ann.) | 15.71% | 51.73% |
| R^2 | 0.38 | 0.38 |
| Calmar | 9.62 | 1.37 |
| Skew | 2.0 | -0.2 |
| Kurtosis | 15.31 | 2.91 |
| Expected Daily % | 0.12% | 0.08% |
| Expected Monthly % | 3.61% | 2.51% |
| Expected Yearly % | 19.39% | 13.2% |
| Kelly Criterion | 26.82% | 9.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -4.33% |
| Expected Shortfall (cVaR) | -1.23% | -4.33% |
| Year | BTCUSD | configs/btc/btc.med.outlier_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 34.24 | 0.93 | - |
| 2025 | -6.26 | 6.18 | -0.99 | + |
| Metric | configs/btc/btc.med.outlier_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 4.31% | 8.53% |
| 3M | 4.8% | -9.8% |
| 6M | 25.04% | 37.7% |
| YTD | 6.18% | -6.26% |
| 1Y | 42.53% | 28.15% |
| 3Y (ann.) | 54.58% | 35.63% |
| 5Y (ann.) | 54.58% | 35.63% |
| Metric | configs/btc/btc.med.outlier_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -5.67% | -26.06% |
| Longest DD Days | 64.0 | 144.0 |
| Avg. Drawdown | -1.24% | -8.25% |
| Avg. Drawdown Days | 11.0 | 30.0 |
| Recovery Factor | 7.5 | 1.08 |
| Ulcer Index | 0.99 | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-08-09 | -5.67 | 64 |
| 2025-01-29 | 2025-03-03 | -4.96 | 33 |
| 2024-12-06 | 2024-12-21 | -3.33 | 15 |
| 2024-10-10 | 2024-10-12 | -2.24 | 2 |
| 2024-08-12 | 2024-09-10 | -2.08 | 29 |
| 2024-12-22 | 2025-01-04 | -2.07 | 13 |
| 2024-09-11 | 2024-09-12 | -1.14 | 1 |
| 2024-08-10 | 2024-08-11 | -0.83 | 1 |
| 2025-03-07 | 2025-03-15 | -0.79 | 8 |
| 2025-03-04 | 2025-03-06 | -0.74 | 2 |
| Metric | configs/btc/btc.med.outlier_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 5.86% | 9.49% |
| Worst Day | -3.76% | -13.23% |
| Best Week | 8.19% | 15.41% |
| Worst Week | -2.27% | -18.81% |
| Best Month | 8.14% | 34.43% |
| Worst Month | -3.44% | -23.44% |
| Best Year | 34.24% | 36.7% |
| Worst Year | 6.18% | -6.26% |
| Avg. Up Day | 0.67% | 2.27% |
| Avg. Down Day | -0.47% | -2.03% |
| Avg. Up Week | 1.71% | 6.19% |
| Avg. Down Week | -1.38% | -5.9% |
| Avg. Up Month | 5.32% | 14.29% |
| Avg. Down Month | -3.04% | -16.85% |
| Win Days % | 56.94% | 52.19% |
| Win Month % | 80.0% | 60.0% |
| Win Week % | 77.27% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |