| Metric | btc.med2_ | BTCUSD |
|---|---|---|
| Time in Market | 54.0% | 100.0% |
| Cumulative Return | 56.11% | 29.68% |
| Max Drawdown | -7.34% | -28.38% |
| Sharpe | 1.41 | 0.44 |
| Sortino | 2.69 | 0.63 |
| Payoff Ratio | 1.47 | 1.26 |
| Profit Factor | 1.59 | 1.07 |
| Common Sense Ratio | 2.32 | 0.99 |
| CPC Index | 1.17 | 0.69 |
| Tail Ratio | 1.46 | 0.92 |
| Outlier Win Ratio | 23.0 | 3.56 |
| Outlier Loss Ratio | 9.95 | 2.73 |
| Volatility (ann.) | 10.1% | 26.24% |
| R^2 | 0.27 | 0.27 |
| Calmar | 9.97 | 1.33 |
| Skew | 3.68 | 0.13 |
| Kurtosis | 47.2 | 6.47 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.55% | 2.63% |
| Expected Yearly % | 24.94% | 13.88% |
| Kelly Criterion | 16.11% | 12.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.23% |
| Expected Shortfall (cVaR) | -0.83% | -2.23% |
| Year | BTCUSD | btc.med2_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 58.43 | 1.54 | + |
| 2025 | -6.05 | -1.47 | 0.24 | + |
| Metric | btc.med2_ | BTCUSD |
|---|---|---|
| MTD | 0.56% | 4.05% |
| 3M | -1.22% | -7.76% |
| 6M | 27.1% | 38.43% |
| YTD | -1.47% | -6.05% |
| 1Y | 56.11% | 29.68% |
| 3Y (ann.) | 73.18% | 37.78% |
| 5Y (ann.) | 73.18% | 37.78% |
| Metric | btc.med2_ | BTCUSD |
|---|---|---|
| Max Drawdown | -7.34% | -28.38% |
| Longest DD Days | 63.0 | 144.0 |
| Avg. Drawdown | -1.53% | -4.56% |
| Avg. Drawdown Days | 10.0 | 11.0 |
| Recovery Factor | 7.65 | 1.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-28 | 2025-03-24 | -7.34 | 55 |
| 2024-06-05 | 2024-08-08 | -5.49 | 63 |
| 2024-12-05 | 2025-01-27 | -5.06 | 53 |
| 2024-09-20 | 2024-10-11 | -4.08 | 21 |
| 2024-09-14 | 2024-09-17 | -2.82 | 3 |
| 2024-11-13 | 2024-12-04 | -2.33 | 21 |
| 2024-09-11 | 2024-09-11 | -2.19 | 0 |
| 2024-08-09 | 2024-09-08 | -2.08 | 30 |
| 2024-11-12 | 2024-11-13 | -1.90 | 1 |
| 2024-09-17 | 2024-09-18 | -1.28 | 1 |
| Metric | btc.med2_ | BTCUSD |
|---|---|---|
| Best Day | 7.12% | 9.33% |
| Worst Day | -3.96% | -9.32% |
| Best Week | 10.87% | 18.93% |
| Worst Week | -3.56% | -12.33% |
| Best Month | 16.05% | 37.42% |
| Worst Month | -3.55% | -17.69% |
| Best Year | 58.43% | 38.02% |
| Worst Year | -1.47% | -6.05% |
| Avg. Up Day | 0.4% | 1.01% |
| Avg. Down Day | -0.27% | -0.8% |
| Avg. Up Week | 2.1% | 5.96% |
| Avg. Down Week | -0.66% | -5.08% |
| Avg. Up Month | 6.58% | 12.08% |
| Avg. Down Month | -2.16% | -12.52% |
| Win Days % | 50.08% | 51.31% |
| Win Month % | 80.0% | 60.0% |
| Win Week % | 66.67% | 52.27% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |