| Metric | configs/btc/btc.med2_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 61.0% | 100.0% |
| Cumulative Return | 56.11% | 28.15% |
| Max Drawdown | -7.34% | -26.06% |
| Sharpe | 2.85 | 0.85 |
| Sortino | 6.09 | 1.23 |
| Payoff Ratio | 1.53 | 1.27 |
| Profit Factor | 2.41 | 1.13 |
| Common Sense Ratio | 7.06 | 1.14 |
| CPC Index | 2.19 | 0.75 |
| Tail Ratio | 2.93 | 1.01 |
| Outlier Win Ratio | 16.72 | 2.99 |
| Outlier Loss Ratio | 9.85 | 2.32 |
| Volatility (ann.) | 19.82% | 51.73% |
| R^2 | 0.28 | 0.28 |
| Calmar | 9.93 | 1.37 |
| Skew | 2.66 | -0.2 |
| Kurtosis | 21.36 | 2.91 |
| Expected Daily % | 0.15% | 0.08% |
| Expected Monthly % | 4.55% | 2.51% |
| Expected Yearly % | 24.94% | 13.2% |
| Kelly Criterion | 32.62% | 14.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.55% | -4.33% |
| Expected Shortfall (cVaR) | -1.55% | -4.33% |
| Year | BTCUSD | configs/btc/btc.med2_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 58.27 | 1.59 | + |
| 2025 | -6.26 | -1.37 | 0.22 | + |
| Metric | configs/btc/btc.med2_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.56% | 8.53% |
| 3M | -1.32% | -9.8% |
| 6M | 27.42% | 37.7% |
| YTD | -1.37% | -6.26% |
| 1Y | 56.11% | 28.15% |
| 3Y (ann.) | 72.86% | 35.63% |
| 5Y (ann.) | 72.86% | 35.63% |
| Metric | configs/btc/btc.med2_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -7.34% | -26.06% |
| Longest DD Days | 64.0 | 144.0 |
| Avg. Drawdown | -1.89% | -8.25% |
| Avg. Drawdown Days | 19.0 | 30.0 |
| Recovery Factor | 7.65 | 1.08 |
| Ulcer Index | 0.99 | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-29 | 2025-03-25 | -7.34 | 55 |
| 2024-06-06 | 2024-08-09 | -4.82 | 64 |
| 2024-12-06 | 2025-01-28 | -4.21 | 53 |
| 2024-09-21 | 2024-10-12 | -2.58 | 21 |
| 2024-09-16 | 2024-09-18 | -1.74 | 2 |
| 2024-11-13 | 2024-11-14 | -1.64 | 1 |
| 2024-09-11 | 2024-09-12 | -1.11 | 1 |
| 2024-08-10 | 2024-08-24 | -0.77 | 14 |
| 2024-10-20 | 2024-10-28 | -0.14 | 8 |
| 2024-09-13 | 2024-09-14 | -0.08 | 1 |
| Metric | configs/btc/btc.med2_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.94% | 9.49% |
| Worst Day | -5.29% | -13.23% |
| Best Week | 9.56% | 15.41% |
| Worst Week | -3.34% | -18.81% |
| Best Month | 16.05% | 34.43% |
| Worst Month | -3.78% | -23.44% |
| Best Year | 58.27% | 36.7% |
| Worst Year | -1.37% | -6.26% |
| Avg. Up Day | 0.82% | 2.09% |
| Avg. Down Day | -0.54% | -1.65% |
| Avg. Up Week | 2.49% | 6.72% |
| Avg. Down Week | -1.12% | -6.3% |
| Avg. Up Month | 6.69% | 14.29% |
| Avg. Down Month | -2.44% | -16.85% |
| Win Days % | 59.22% | 52.19% |
| Win Month % | 80.0% | 60.0% |
| Win Week % | 70.45% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |