| Metric | configs/btc/btc.med2_ | BTCUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 118.11% | 142.37% |
| Max Drawdown | -22.57% | -67.18% |
| Sharpe | 0.73 | 0.39 |
| Sortino | 1.23 | 0.57 |
| Payoff Ratio | 1.3 | 1.18 |
| Profit Factor | 1.3 | 1.07 |
| Common Sense Ratio | 1.66 | 1.04 |
| CPC Index | 0.81 | 0.64 |
| Tail Ratio | 1.28 | 0.98 |
| Outlier Win Ratio | 29.59 | 3.36 |
| Outlier Loss Ratio | 10.76 | 3.06 |
| Volatility (ann.) | 9.02% | 26.78% |
| R^2 | 0.24 | 0.24 |
| Calmar | 1.23 | 0.48 |
| Skew | 3.29 | 0.18 |
| Kurtosis | 63.26 | 6.15 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.02% | 2.3% |
| Expected Yearly % | 21.53% | 24.77% |
| Kelly Criterion | 8.15% | 9.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.28% |
| Expected Shortfall (cVaR) | -0.76% | -2.28% |
| Year | BTCUSD | configs/btc/btc.med2_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 2.33 | -0.04 | + |
| 2023 | 155.54 | 18.67 | 0.12 | - |
| 2024 | 121.00 | 82.29 | 0.68 | - |
| 2025 | -7.32 | -1.47 | 0.20 | + |
| Metric | configs/btc/btc.med2_ | BTCUSD |
|---|---|---|
| MTD | 0.56% | 2.63% |
| 3M | -1.6% | -12.25% |
| 6M | 27.28% | 34.61% |
| YTD | -1.47% | -7.32% |
| 1Y | 63.41% | 23.79% |
| 3Y (ann.) | 27.19% | 24.94% |
| 5Y (ann.) | 27.87% | 32.19% |
| Metric | configs/btc/btc.med2_ | BTCUSD |
|---|---|---|
| Max Drawdown | -22.57% | -67.18% |
| Longest DD Days | 476.0 | 683.0 |
| Avg. Drawdown | -1.72% | -6.09% |
| Avg. Drawdown Days | 20.0 | 28.0 |
| Recovery Factor | 5.23 | 2.12 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-21 | -22.57 | 476 |
| 2025-01-28 | 2025-03-26 | -7.34 | 57 |
| 2023-07-14 | 2023-11-15 | -6.76 | 124 |
| 2024-06-05 | 2024-08-08 | -5.49 | 63 |
| 2023-11-16 | 2024-02-27 | -5.14 | 103 |
| 2024-12-05 | 2025-01-27 | -5.06 | 53 |
| 2024-09-20 | 2024-10-11 | -4.08 | 21 |
| 2022-02-27 | 2022-02-28 | -4.07 | 1 |
| 2022-02-15 | 2022-02-24 | -3.12 | 9 |
| 2024-09-14 | 2024-09-17 | -2.82 | 3 |
| Metric | configs/btc/btc.med2_ | BTCUSD |
|---|---|---|
| Best Day | 7.24% | 9.33% |
| Worst Day | -5.08% | -9.32% |
| Best Week | 11.24% | 35.75% |
| Worst Week | -10.95% | -29.64% |
| Best Month | 16.05% | 43.77% |
| Worst Month | -11.72% | -37.12% |
| Best Year | 82.29% | 155.54% |
| Worst Year | -1.47% | -53.69% |
| Avg. Up Day | 0.35% | 0.98% |
| Avg. Down Day | -0.27% | -0.83% |
| Avg. Up Week | 1.97% | 6.88% |
| Avg. Down Week | -0.91% | -5.29% |
| Avg. Up Month | 4.96% | 15.03% |
| Avg. Down Month | -2.44% | -13.55% |
| Win Days % | 48.1% | 51.08% |
| Win Month % | 64.1% | 61.54% |
| Win Week % | 56.08% | 49.7% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |