| Metric | configs/btc/btc.med_ | BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 231.91% | 107.92% |
| Max Drawdown | -26.19% | -67.18% |
| Sharpe | 0.78 | 0.35 |
| Sortino | 1.28 | 0.51 |
| Payoff Ratio | 1.21 | 1.13 |
| Profit Factor | 1.27 | 1.06 |
| Common Sense Ratio | 1.55 | 1.03 |
| CPC Index | 0.76 | 0.61 |
| Tail Ratio | 1.22 | 0.98 |
| Outlier Win Ratio | 21.49 | 3.94 |
| Outlier Loss Ratio | 5.12 | 3.61 |
| Volatility (ann.) | 13.45% | 26.61% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.78 | 0.39 |
| Skew | 2.23 | 0.16 |
| Kurtosis | 35.48 | 6.23 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.21% | 1.94% |
| Expected Yearly % | 34.98% | 20.08% |
| Kelly Criterion | 7.77% | 7.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.13% | -2.27% |
| Expected Shortfall (cVaR) | -1.13% | -2.27% |
| Year | BTCUSD | configs/btc/btc.med_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 4.48 | -0.07 | + |
| 2023 | 155.54 | 48.68 | 0.31 | - |
| 2024 | 121.00 | 81.11 | 0.67 | - |
| 2025 | -7.32 | 17.98 | -2.45 | + |
| Metric | configs/btc/btc.med_ | BTCUSD |
|---|---|---|
| MTD | 7.41% | 2.63% |
| 3M | 15.22% | -12.25% |
| 6M | 37.6% | 34.61% |
| YTD | 17.98% | -7.32% |
| 1Y | 84.4% | 23.79% |
| 3Y (ann.) | 38.98% | 24.94% |
| 5Y (ann.) | 46.63% | 26.31% |
| Metric | configs/btc/btc.med_ | BTCUSD |
|---|---|---|
| Max Drawdown | -26.19% | -67.18% |
| Longest DD Days | 301.0 | 683.0 |
| Avg. Drawdown | -2.74% | -7.04% |
| Avg. Drawdown Days | 16.0 | 36.0 |
| Recovery Factor | 8.86 | 1.61 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-13 | -26.19 | 301 |
| 2024-06-05 | 2024-08-08 | -14.15 | 64 |
| 2024-01-02 | 2024-03-23 | -11.73 | 81 |
| 2023-04-26 | 2023-11-15 | -9.35 | 203 |
| 2022-03-09 | 2022-05-13 | -8.76 | 64 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-02-01 | 2025-02-03 | -6.86 | 2 |
| 2024-08-09 | 2024-09-10 | -5.69 | 32 |
| 2023-11-16 | 2023-12-01 | -5.63 | 15 |
| 2022-05-13 | 2022-05-15 | -5.11 | 2 |
| Metric | configs/btc/btc.med_ | BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -5.87% | -9.32% |
| Best Week | 24.63% | 35.75% |
| Worst Week | -10.37% | -29.64% |
| Best Month | 26.25% | 43.77% |
| Worst Month | -10.87% | -37.12% |
| Best Year | 81.11% | 155.54% |
| Worst Year | 4.48% | -60.27% |
| Avg. Up Day | 0.81% | 0.99% |
| Avg. Down Day | -0.67% | -0.88% |
| Avg. Up Week | 3.79% | 6.94% |
| Avg. Down Week | -2.53% | -4.84% |
| Avg. Up Month | 6.7% | 13.67% |
| Avg. Down Month | -5.02% | -11.54% |
| Win Days % | 49.52% | 51.1% |
| Win Month % | 72.97% | 60.53% |
| Win Week % | 60.82% | 49.1% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 100.0% | 50.0% |