| Metric | ./configs/btc/btc.med.outlier_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 68.0% | 100.0% |
| Cumulative Return | 42.57% | 30.09% |
| Max Drawdown | -6.46% | -28.38% |
| Sharpe | 1.38 | 0.44 |
| Sortino | 2.37 | 0.63 |
| Payoff Ratio | 1.31 | 1.18 |
| Profit Factor | 1.42 | 1.07 |
| Common Sense Ratio | 1.73 | 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.) | 8.09% | 26.18% |
| R^2 | 0.38 | 0.38 |
| Calmar | 8.43 | 1.34 |
| Skew | 1.8 | 0.13 |
| Kurtosis | 22.74 | 6.5 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.61% | 2.67% |
| Expected Yearly % | 19.4% | 14.06% |
| Kelly Criterion | 11.42% | 10.22% |
| 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 | -5.74 | 5.68 | -0.99 | + |
| Metric | ./configs/btc/btc.med.outlier_fwd_ | BTCUSD |
|---|---|---|
| MTD | 2.96% | 4.38% |
| 3M | 4.16% | -10.75% |
| 6M | 25.02% | 38.92% |
| YTD | 5.68% | -5.74% |
| 1Y | 42.57% | 30.09% |
| 3Y (ann.) | 54.4% | 38.02% |
| 5Y (ann.) | 54.4% | 38.02% |
| 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 | 6.59 | 1.06 |
| 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 | 5.68% | -5.74% |
| Avg. Up Day | 0.31% | 1.03% |
| Avg. Down Day | -0.24% | -0.87% |
| Avg. Up Week | 1.58% | 5.75% |
| Avg. Down Week | -0.88% | -4.61% |
| Avg. Up Month | 4.79% | 12.14% |
| Avg. Down Month | -1.77% | -12.52% |
| Win Days % | 49.81% | 51.38% |
| Win Month % | 80.0% | 60.0% |
| Win Week % | 68.18% | 52.27% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |