| Metric | configs/btc/btc.med.outlier_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 71.0% | 100.0% |
| Cumulative Return | 134.32% | 130.02% |
| Max Drawdown | -13.52% | -66.89% |
| Sharpe | 1.74 | 0.75 |
| Sortino | 3.32 | 1.13 |
| Payoff Ratio | 1.49 | 1.22 |
| Profit Factor | 1.59 | 1.12 |
| Common Sense Ratio | 2.42 | 1.19 |
| CPC Index | 1.18 | 0.7 |
| Tail Ratio | 1.52 | 1.06 |
| Outlier Win Ratio | 19.38 | 3.07 |
| Outlier Loss Ratio | 12.98 | 2.5 |
| Volatility (ann.) | 16.27% | 55.05% |
| R^2 | 0.38 | 0.38 |
| Calmar | 2.29 | 0.45 |
| Skew | 3.3 | 0.23 |
| Kurtosis | 42.16 | 3.51 |
| Expected Daily % | 0.07% | 0.07% |
| Expected Monthly % | 2.21% | 2.16% |
| Expected Yearly % | 23.72% | 23.15% |
| Kelly Criterion | 16.27% | 11.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -4.63% |
| Expected Shortfall (cVaR) | -1.32% | -4.63% |
| Year | BTCUSD | configs/btc/btc.med.outlier_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.07 | 9.11 | -0.16 | + |
| 2023 | 154.85 | 26.70 | 0.17 | - |
| 2024 | 119.18 | 59.64 | 0.50 | - |
| 2025 | -6.26 | 6.18 | -0.99 | + |
| Metric | configs/btc/btc.med.outlier_daily_ | BTCUSD |
|---|---|---|
| MTD | 4.31% | 8.53% |
| 3M | 4.8% | -9.8% |
| 6M | 25.04% | 37.7% |
| YTD | 6.18% | -6.26% |
| 1Y | 61.23% | 34.78% |
| 3Y (ann.) | 28.11% | 26.26% |
| 5Y (ann.) | 31.0% | 30.23% |
| Metric | configs/btc/btc.med.outlier_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -13.52% | -66.89% |
| Longest DD Days | 285.0 | 683.0 |
| Avg. Drawdown | -1.63% | -9.77% |
| Avg. Drawdown Days | 21.0 | 62.0 |
| Recovery Factor | 9.94 | 1.94 |
| Ulcer Index | 1.13 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-02 | 2023-03-14 | -13.52 | 285 |
| 2023-04-29 | 2023-06-21 | -5.71 | 53 |
| 2024-06-06 | 2024-08-09 | -5.67 | 64 |
| 2025-01-29 | 2025-03-03 | -4.96 | 33 |
| 2022-03-03 | 2022-05-13 | -4.78 | 71 |
| 2024-01-03 | 2024-02-27 | -4.48 | 55 |
| 2023-07-15 | 2023-11-16 | -4.21 | 124 |
| 2024-12-06 | 2024-12-21 | -3.33 | 15 |
| 2022-02-27 | 2022-03-01 | -2.59 | 2 |
| 2024-10-10 | 2024-10-12 | -2.24 | 2 |
| Metric | configs/btc/btc.med.outlier_daily_ | BTCUSD |
|---|---|---|
| Best Day | 11.39% | 14.21% |
| Worst Day | -6.55% | -14.67% |
| Best Week | 12.97% | 28.96% |
| Worst Week | -6.34% | -30.92% |
| Best Month | 10.89% | 45.57% |
| Worst Month | -6.62% | -36.86% |
| Best Year | 59.64% | 154.85% |
| Worst Year | 6.18% | -56.07% |
| Avg. Up Day | 0.65% | 2.33% |
| Avg. Down Day | -0.44% | -1.92% |
| Avg. Up Week | 1.76% | 6.09% |
| Avg. Down Week | -1.09% | -5.16% |
| Avg. Up Month | 4.54% | 15.28% |
| Avg. Down Month | -2.86% | -13.17% |
| Win Days % | 49.94% | 51.52% |
| Win Month % | 74.36% | 56.41% |
| Win Week % | 60.74% | 52.98% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 100.0% | 50.0% |