| Metric | configs/btc/btc.med.outlier_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 68.0% | 100.0% |
| Cumulative Return | 42.39% | 27.92% |
| Max Drawdown | -6.46% | -28.38% |
| Sharpe | 1.38 | 0.42 |
| Sortino | 2.36 | 0.6 |
| Payoff Ratio | 1.31 | 1.18 |
| Profit Factor | 1.42 | 1.07 |
| Common Sense Ratio | 1.72 | 0.99 |
| CPC Index | 0.93 | 0.65 |
| Tail Ratio | 1.21 | 0.93 |
| Outlier Win Ratio | 18.06 | 3.05 |
| Outlier Loss Ratio | 11.33 | 2.68 |
| Volatility (ann.) | 8.08% | 26.18% |
| R^2 | 0.38 | 0.38 |
| Calmar | 8.39 | 1.24 |
| Skew | 1.81 | 0.13 |
| Kurtosis | 22.76 | 6.48 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.6% | 2.49% |
| Expected Yearly % | 19.33% | 13.1% |
| Kelly Criterion | 11.36% | 10.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.22% |
| Expected Shortfall (cVaR) | -0.67% | -2.22% |
| Year | BTCUSD | configs/btc/btc.med.outlier_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 34.91 | 0.92 | - |
| 2025 | -7.32 | 5.55 | -0.76 | + |
| Metric | configs/btc/btc.med.outlier_fwd_ | BTCUSD |
|---|---|---|
| MTD | 2.83% | 2.63% |
| 3M | 4.03% | -12.25% |
| 6M | 24.81% | 34.61% |
| YTD | 5.55% | -7.32% |
| 1Y | 42.39% | 27.92% |
| 3Y (ann.) | 54.16% | 35.2% |
| 5Y (ann.) | 54.16% | 35.2% |
| Metric | configs/btc/btc.med.outlier_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -6.46% | -28.38% |
| Longest DD Days | 63.0 | 144.0 |
| Avg. Drawdown | -0.97% | -4.56% |
| Avg. Drawdown Days | 6.0 | 12.0 |
| Recovery Factor | 6.57 | 0.98 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-08 | -6.46 | 63 |
| 2025-01-28 | 2025-03-02 | -4.96 | 33 |
| 2024-12-05 | 2024-12-20 | -4.05 | 15 |
| 2024-10-09 | 2024-10-11 | -3.67 | 2 |
| 2024-08-09 | 2024-09-09 | -2.96 | 31 |
| 2024-12-21 | 2025-01-03 | -2.07 | 13 |
| 2024-09-11 | 2024-09-11 | -1.94 | 0 |
| 2025-03-13 | 2025-03-14 | -1.59 | 1 |
| 2025-03-06 | 2025-03-12 | -1.08 | 6 |
| 2024-09-14 | 2024-09-17 | -1.07 | 3 |
| Metric | configs/btc/btc.med.outlier_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 3.75% | 9.33% |
| Worst Day | -3.11% | -9.32% |
| Best Week | 8.01% | 18.93% |
| Worst Week | -2.83% | -12.33% |
| Best Month | 8.14% | 37.42% |
| Worst Month | -2.29% | -17.69% |
| Best Year | 34.91% | 38.02% |
| Worst Year | 5.55% | -7.32% |
| Avg. Up Day | 0.31% | 1.03% |
| Avg. Down Day | -0.24% | -0.87% |
| Avg. Up Week | 1.65% | 5.8% |
| Avg. Down Week | -0.88% | -4.61% |
| Avg. Up Month | 4.77% | 11.85% |
| Avg. Down Month | -1.77% | -12.52% |
| Win Days % | 49.75% | 51.34% |
| Win Month % | 80.0% | 60.0% |
| Win Week % | 65.91% | 52.27% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |