| Metric | configs/btc/btc.med_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 49.45% | 28.15% |
| Max Drawdown | -12.74% | -26.06% |
| Sharpe | 2.1 | 0.85 |
| Sortino | 3.76 | 1.23 |
| Payoff Ratio | 1.44 | 1.14 |
| Profit Factor | 1.66 | 1.13 |
| Common Sense Ratio | 3.29 | 1.14 |
| CPC Index | 1.21 | 0.67 |
| Tail Ratio | 1.98 | 1.01 |
| Outlier Win Ratio | 13.22 | 3.11 |
| Outlier Loss Ratio | 5.03 | 2.63 |
| Volatility (ann.) | 24.9% | 51.73% |
| R^2 | 0.32 | 0.32 |
| Calmar | 5.01 | 1.37 |
| Skew | 1.23 | -0.2 |
| Kurtosis | 8.73 | 2.91 |
| Expected Daily % | 0.13% | 0.08% |
| Expected Monthly % | 4.1% | 2.51% |
| Expected Yearly % | 22.25% | 13.2% |
| Kelly Criterion | 16.45% | 10.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.0% | -4.33% |
| Expected Shortfall (cVaR) | -2.0% | -4.33% |
| Year | BTCUSD | configs/btc/btc.med_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 25.46 | 0.69 | - |
| 2025 | -6.26 | 19.12 | -3.05 | + |
| Metric | configs/btc/btc.med_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 12.39% | 8.53% |
| 3M | 17.71% | -9.8% |
| 6M | 37.6% | 37.7% |
| YTD | 19.12% | -6.26% |
| 1Y | 49.45% | 28.15% |
| 3Y (ann.) | 63.84% | 35.63% |
| 5Y (ann.) | 63.84% | 35.63% |
| Metric | configs/btc/btc.med_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -12.74% | -26.06% |
| Longest DD Days | 64.0 | 144.0 |
| Avg. Drawdown | -2.8% | -8.25% |
| Avg. Drawdown Days | 14.0 | 30.0 |
| Recovery Factor | 3.88 | 1.08 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-08-09 | -12.74 | 64 |
| 2025-02-01 | 2025-03-01 | -6.86 | 28 |
| 2024-12-06 | 2024-12-16 | -5.44 | 10 |
| 2024-08-12 | 2024-09-10 | -4.16 | 29 |
| 2024-12-22 | 2025-01-03 | -3.82 | 12 |
| 2024-10-08 | 2024-10-12 | -3.29 | 4 |
| 2025-03-07 | 2025-03-15 | -2.13 | 8 |
| 2024-09-11 | 2024-09-12 | -1.23 | 1 |
| 2024-08-10 | 2024-08-11 | -1.01 | 1 |
| 2025-03-04 | 2025-03-06 | -0.68 | 2 |
| Metric | configs/btc/btc.med_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.06% | 9.49% |
| Worst Day | -5.69% | -13.23% |
| Best Week | 11.6% | 15.41% |
| Worst Week | -4.54% | -18.81% |
| Best Month | 12.39% | 34.43% |
| Worst Month | -10.48% | -23.44% |
| Best Year | 25.46% | 36.7% |
| Worst Year | 19.12% | -6.26% |
| Avg. Up Day | 1.67% | 2.18% |
| Avg. Down Day | -1.17% | -1.92% |
| Avg. Up Week | 3.76% | 5.77% |
| Avg. Down Week | -2.48% | -6.02% |
| Avg. Up Month | 6.89% | 14.29% |
| Avg. Down Month | -6.65% | -16.85% |
| Win Days % | 50.76% | 52.19% |
| Win Month % | 80.0% | 60.0% |
| Win Week % | 65.52% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |