| Metric | configs/btc/btc.med3_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 22.22% | 27.92% |
| Max Drawdown | -2.61% | -28.38% |
| Sharpe | 1.41 | 0.42 |
| Sortino | 2.45 | 0.6 |
| Payoff Ratio | 1.32 | 1.16 |
| Profit Factor | 1.49 | 1.07 |
| Common Sense Ratio | 2.26 | 0.99 |
| CPC Index | 0.97 | 0.63 |
| Tail Ratio | 1.52 | 0.93 |
| Outlier Win Ratio | 35.52 | 2.59 |
| Outlier Loss Ratio | 13.91 | 2.37 |
| Volatility (ann.) | 4.41% | 26.18% |
| R^2 | 0.23 | 0.23 |
| Calmar | 10.66 | 1.24 |
| Skew | 2.07 | 0.13 |
| Kurtosis | 27.03 | 6.48 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.03% | 2.49% |
| Expected Yearly % | 10.56% | 13.1% |
| Kelly Criterion | 10.96% | 9.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.36% | -2.22% |
| Expected Shortfall (cVaR) | -0.36% | -2.22% |
| Year | BTCUSD | configs/btc/btc.med3_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 19.54 | 0.51 | - |
| 2025 | -7.32 | 2.25 | -0.31 | + |
| Metric | configs/btc/btc.med3_fwd_ | BTCUSD |
|---|---|---|
| MTD | 0.24% | 2.63% |
| 3M | 0.17% | -12.25% |
| 6M | 10.23% | 34.61% |
| YTD | 2.25% | -7.32% |
| 1Y | 22.22% | 27.92% |
| 3Y (ann.) | 27.87% | 35.2% |
| 5Y (ann.) | 27.87% | 35.2% |
| Metric | configs/btc/btc.med3_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -2.61% | -28.38% |
| Longest DD Days | 43.0 | 144.0 |
| Avg. Drawdown | -0.6% | -4.56% |
| Avg. Drawdown Days | 6.0 | 12.0 |
| Recovery Factor | 8.5 | 0.98 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-26 | 2025-01-17 | -2.61 | 22 |
| 2024-09-28 | 2024-10-11 | -2.26 | 13 |
| 2024-08-09 | 2024-08-23 | -2.17 | 14 |
| 2025-02-11 | 2025-03-26 | -1.99 | 43 |
| 2024-08-07 | 2024-08-08 | -1.84 | 0 |
| 2024-06-20 | 2024-07-27 | -1.76 | 37 |
| 2024-12-05 | 2024-12-06 | -1.30 | 1 |
| 2024-09-11 | 2024-09-11 | -1.13 | 0 |
| 2024-09-05 | 2024-09-09 | -0.96 | 4 |
| 2025-02-07 | 2025-02-11 | -0.78 | 3 |
| Metric | configs/btc/btc.med3_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 2.15% | 9.33% |
| Worst Day | -1.6% | -9.32% |
| Best Week | 6.23% | 18.93% |
| Worst Week | -1.34% | -12.33% |
| Best Month | 7.38% | 37.42% |
| Worst Month | -1.13% | -17.69% |
| Best Year | 19.54% | 38.02% |
| Worst Year | 2.25% | -7.32% |
| Avg. Up Day | 0.24% | 0.98% |
| Avg. Down Day | -0.18% | -0.84% |
| Avg. Up Week | 1.1% | 6.07% |
| Avg. Down Week | -0.44% | -5.02% |
| Avg. Up Month | 2.23% | 11.85% |
| Avg. Down Month | -1.13% | -17.69% |
| Win Days % | 49.34% | 51.34% |
| Win Month % | 90.0% | 60.0% |
| Win Week % | 53.49% | 52.27% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |