| Metric | configs/btc/btc.med.outlier_ | BTCUSD |
|---|---|---|
| Time in Market | 64.0% | 100.0% |
| Cumulative Return | 134.67% | 137.31% |
| Max Drawdown | -13.56% | -67.18% |
| Sharpe | 0.92 | 0.39 |
| Sortino | 1.59 | 0.57 |
| Payoff Ratio | 1.29 | 1.17 |
| Profit Factor | 1.29 | 1.07 |
| Common Sense Ratio | 1.63 | 1.04 |
| CPC Index | 0.8 | 0.64 |
| Tail Ratio | 1.26 | 0.98 |
| Outlier Win Ratio | 22.49 | 3.17 |
| Outlier Loss Ratio | 13.16 | 2.97 |
| Volatility (ann.) | 7.66% | 26.66% |
| R^2 | 0.37 | 0.37 |
| Calmar | 2.29 | 0.47 |
| Skew | 3.09 | 0.18 |
| Kurtosis | 48.06 | 6.26 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.21% | 2.24% |
| Expected Yearly % | 23.77% | 24.12% |
| Kelly Criterion | 7.69% | 9.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.27% |
| Expected Shortfall (cVaR) | -0.64% | -2.27% |
| Year | BTCUSD | configs/btc/btc.med.outlier_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 9.33 | -0.17 | + |
| 2023 | 155.54 | 26.82 | 0.17 | - |
| 2024 | 121.00 | 60.36 | 0.50 | - |
| 2025 | -7.32 | 5.55 | -0.76 | + |
| Metric | configs/btc/btc.med.outlier_ | BTCUSD |
|---|---|---|
| MTD | 2.83% | 2.63% |
| 3M | 4.03% | -12.25% |
| 6M | 24.81% | 34.61% |
| YTD | 5.55% | -7.32% |
| 1Y | 55.13% | 23.79% |
| 3Y (ann.) | 28.08% | 24.94% |
| 5Y (ann.) | 31.0% | 31.47% |
| Metric | configs/btc/btc.med.outlier_ | BTCUSD |
|---|---|---|
| Max Drawdown | -13.56% | -67.18% |
| Longest DD Days | 301.0 | 683.0 |
| Avg. Drawdown | -1.18% | -6.16% |
| Avg. Drawdown Days | 11.0 | 30.0 |
| Recovery Factor | 9.93 | 2.04 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-13 | -13.56 | 301 |
| 2024-06-05 | 2024-08-08 | -6.46 | 63 |
| 2024-01-02 | 2024-02-27 | -5.99 | 55 |
| 2023-04-26 | 2023-06-20 | -5.82 | 55 |
| 2022-03-02 | 2022-05-13 | -5.11 | 72 |
| 2025-01-28 | 2025-03-02 | -4.96 | 33 |
| 2023-07-14 | 2023-11-15 | -4.51 | 124 |
| 2024-12-05 | 2024-12-20 | -4.05 | 15 |
| 2022-02-27 | 2022-02-28 | -3.79 | 1 |
| 2024-10-09 | 2024-10-11 | -3.67 | 2 |
| Metric | configs/btc/btc.med.outlier_ | BTCUSD |
|---|---|---|
| Best Day | 6.5% | 9.33% |
| Worst Day | -3.34% | -9.32% |
| Best Week | 12.32% | 35.75% |
| Worst Week | -7.17% | -29.64% |
| Best Month | 14.12% | 43.77% |
| Worst Month | -6.81% | -37.12% |
| Best Year | 60.36% | 155.54% |
| Worst Year | 5.55% | -54.66% |
| Avg. Up Day | 0.28% | 0.98% |
| Avg. Down Day | -0.22% | -0.84% |
| Avg. Up Week | 1.53% | 6.44% |
| Avg. Down Week | -0.9% | -4.88% |
| Avg. Up Month | 4.46% | 14.21% |
| Avg. Down Month | -2.95% | -13.36% |
| Win Days % | 48.02% | 51.09% |
| Win Month % | 71.79% | 61.54% |
| Win Week % | 59.01% | 49.7% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 100.0% | 50.0% |