| Metric | configs/btc/btc.med2_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 55.0% | 100.0% |
| Cumulative Return | 118.15% | 146.24% |
| Max Drawdown | -22.35% | -66.89% |
| Sharpe | 1.38 | 0.79 |
| Sortino | 2.46 | 1.19 |
| Payoff Ratio | 1.49 | 1.28 |
| Profit Factor | 1.58 | 1.13 |
| Common Sense Ratio | 2.67 | 1.2 |
| CPC Index | 1.17 | 0.75 |
| Tail Ratio | 1.69 | 1.06 |
| Outlier Win Ratio | 24.51 | 3.27 |
| Outlier Loss Ratio | 11.05 | 2.66 |
| Volatility (ann.) | 19.2% | 55.09% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.25 | 0.49 |
| Skew | 2.59 | 0.22 |
| Kurtosis | 45.8 | 3.47 |
| Expected Daily % | 0.07% | 0.08% |
| Expected Monthly % | 2.02% | 2.34% |
| Expected Yearly % | 21.53% | 25.27% |
| Kelly Criterion | 16.22% | 13.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.58% | -4.62% |
| Expected Shortfall (cVaR) | -1.58% | -4.62% |
| Year | BTCUSD | configs/btc/btc.med2_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -52.97 | 2.40 | -0.05 | + |
| 2023 | 154.85 | 18.57 | 0.12 | - |
| 2024 | 119.18 | 82.15 | 0.69 | - |
| 2025 | -6.26 | -1.37 | 0.22 | + |
| Metric | configs/btc/btc.med2_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.56% | 8.53% |
| 3M | -1.32% | -9.8% |
| 6M | 27.42% | 37.7% |
| YTD | -1.37% | -6.26% |
| 1Y | 64.91% | 34.78% |
| 3Y (ann.) | 27.16% | 26.26% |
| 5Y (ann.) | 27.93% | 32.91% |
| Metric | configs/btc/btc.med2_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -22.35% | -66.89% |
| Longest DD Days | 475.0 | 683.0 |
| Avg. Drawdown | -2.52% | -9.49% |
| Avg. Drawdown Days | 38.0 | 59.0 |
| Recovery Factor | 5.29 | 2.19 |
| Ulcer Index | 1.07 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-03 | 2023-06-21 | -22.35 | 475 |
| 2025-01-29 | 2025-03-25 | -7.34 | 55 |
| 2023-07-15 | 2023-11-16 | -6.14 | 124 |
| 2024-06-06 | 2024-08-09 | -4.82 | 64 |
| 2024-12-06 | 2025-01-28 | -4.21 | 53 |
| 2023-11-17 | 2024-02-27 | -3.23 | 102 |
| 2022-02-24 | 2022-02-25 | -3.04 | 1 |
| 2022-02-27 | 2022-03-01 | -2.84 | 2 |
| 2024-09-21 | 2024-10-12 | -2.58 | 21 |
| 2024-05-22 | 2024-06-05 | -2.04 | 14 |
| Metric | configs/btc/btc.med2_daily_ | BTCUSD |
|---|---|---|
| Best Day | 12.71% | 14.21% |
| Worst Day | -9.96% | -14.67% |
| Best Week | 14.27% | 28.96% |
| Worst Week | -9.68% | -30.92% |
| Best Month | 16.05% | 45.57% |
| Worst Month | -11.6% | -36.86% |
| Best Year | 82.15% | 154.85% |
| Worst Year | -1.37% | -52.97% |
| Avg. Up Day | 0.78% | 2.26% |
| Avg. Down Day | -0.53% | -1.76% |
| Avg. Up Week | 2.14% | 6.53% |
| Avg. Down Week | -1.17% | -5.57% |
| Avg. Up Month | 4.7% | 15.42% |
| Avg. Down Month | -2.38% | -13.05% |
| Win Days % | 49.92% | 51.64% |
| Win Month % | 66.67% | 58.97% |
| Win Week % | 56.21% | 53.85% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |