| Metric | configs/btc_100/build_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 89.0% | 100.0% |
| Cumulative Return | 13.82% | 39.84% |
| Max Drawdown | -28.24% | -28.38% |
| Sharpe | 0.32 | 0.5 |
| Sortino | 0.36 | 0.73 |
| Payoff Ratio | 1.39 | 1.11 |
| Profit Factor | 1.14 | 1.08 |
| Common Sense Ratio | 1.36 | 1.04 |
| CPC Index | 0.78 | 0.62 |
| Tail Ratio | 1.19 | 0.96 |
| Outlier Win Ratio | 13.31 | 3.15 |
| Outlier Loss Ratio | 10.58 | 2.72 |
| Volatility (ann.) | 16.48% | 26.07% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.57 | 1.67 |
| Skew | -20.87 | 0.16 |
| Kurtosis | 646.86 | 6.36 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.18% | 3.1% |
| Expected Yearly % | 6.68% | 18.25% |
| Kelly Criterion | 12.64% | 7.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.4% | -2.21% |
| Expected Shortfall (cVaR) | -1.4% | -2.21% |
| Year | BTCUSD | configs/btc_100/build_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 54.70 | 1.11 | + |
| 2025 | -6.45 | -26.43 | 4.10 | - |
| Metric | configs/btc_100/build_fwd_ | BTCUSD |
|---|---|---|
| MTD | -24.45% | 3.6% |
| 3M | -26.63% | -11.42% |
| 6M | -0.6% | 35.88% |
| YTD | -26.43% | -6.45% |
| 1Y | 13.82% | 39.84% |
| 3Y (ann.) | 16.18% | 47.48% |
| 5Y (ann.) | 16.18% | 47.48% |
| Metric | configs/btc_100/build_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -28.24% | -28.38% |
| Longest DD Days | 65.0 | 144.0 |
| Avg. Drawdown | -1.73% | -4.96% |
| Avg. Drawdown Days | 7.0 | 12.0 |
| Recovery Factor | 0.49 | 1.4 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-03-27 | -28.24 | 65 |
| 2024-05-21 | 2024-07-15 | -5.37 | 55 |
| 2024-12-17 | 2025-01-20 | -5.11 | 34 |
| 2024-08-24 | 2024-09-19 | -3.97 | 26 |
| 2024-11-13 | 2024-11-19 | -3.94 | 5 |
| 2024-07-22 | 2024-08-08 | -3.85 | 17 |
| 2024-10-21 | 2024-11-06 | -2.75 | 16 |
| 2024-07-17 | 2024-07-19 | -1.91 | 2 |
| 2024-05-16 | 2024-05-17 | -1.35 | 1 |
| 2024-11-12 | 2024-11-13 | -1.35 | 1 |
| Metric | configs/btc_100/build_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 6.64% | 9.33% |
| Worst Day | -25.88% | -9.32% |
| Best Week | 15.08% | 18.93% |
| Worst Week | -24.6% | -12.33% |
| Best Month | 31.71% | 37.42% |
| Worst Month | -24.45% | -17.69% |
| Best Year | 54.7% | 49.48% |
| Worst Year | -26.43% | -6.45% |
| Avg. Up Day | 0.28% | 0.99% |
| Avg. Down Day | -0.2% | -0.89% |
| Avg. Up Week | 2.84% | 6.3% |
| Avg. Down Week | -0.91% | -4.71% |
| Avg. Up Month | 9.8% | 13.36% |
| Avg. Down Month | -0.81% | -11.18% |
| Win Days % | 49.2% | 51.54% |
| Win Month % | 54.55% | 63.64% |
| Win Week % | 53.19% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |