| Metric | configs/btc_100/build.uniq_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 95.0% | 100.0% |
| Cumulative Return | 51.66% | 38.12% |
| Max Drawdown | -4.76% | -26.0% |
| Sharpe | 3.32 | 0.96 |
| Sortino | 7.73 | 1.52 |
| Payoff Ratio | 1.93 | 1.2 |
| Profit Factor | 1.93 | 1.15 |
| Common Sense Ratio | 3.21 | 1.29 |
| CPC Index | 1.88 | 0.68 |
| Tail Ratio | 1.66 | 1.12 |
| Outlier Win Ratio | 11.53 | 2.86 |
| Outlier Loss Ratio | 12.22 | 2.07 |
| Volatility (ann.) | 14.28% | 50.41% |
| R^2 | 0.3 | 0.3 |
| Calmar | 12.43 | 1.67 |
| Skew | 3.06 | 0.59 |
| Kurtosis | 19.74 | 2.49 |
| Expected Daily % | 0.13% | 0.1% |
| Expected Monthly % | 3.86% | 2.98% |
| Expected Yearly % | 23.15% | 17.53% |
| Kelly Criterion | 24.77% | 7.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.1% | -4.21% |
| Expected Shortfall (cVaR) | -1.1% | -4.21% |
| Year | BTCUSD | configs/btc_100/build.uniq_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 50.90 | 1.05 | + |
| 2025 | -6.91 | 0.51 | -0.07 | + |
| Metric | configs/btc_100/build.uniq_fwd_ | BTCUSD |
|---|---|---|
| MTD | 2.64% | 3.09% |
| 3M | 0.45% | -8.3% |
| 6M | 33.93% | 37.2% |
| YTD | 0.51% | -6.91% |
| 1Y | 51.66% | 38.12% |
| 3Y (ann.) | 59.19% | 43.4% |
| 5Y (ann.) | 59.19% | 43.4% |
| Metric | configs/btc_100/build.uniq_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -4.76% | -26.0% |
| Longest DD Days | 99.0 | 161.0 |
| Avg. Drawdown | -1.04% | -6.87% |
| Avg. Drawdown Days | 13.0 | 21.0 |
| Recovery Factor | 10.85 | 1.47 |
| Ulcer Index | 0.97 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-22 | 2024-07-16 | -4.76 | 55 |
| 2024-12-17 | 2025-03-26 | -3.88 | 99 |
| 2024-08-25 | 2024-09-19 | -2.90 | 25 |
| 2024-07-23 | 2024-08-08 | -2.34 | 16 |
| 2024-08-10 | 2024-08-24 | -1.30 | 14 |
| 2024-11-23 | 2024-12-11 | -1.23 | 18 |
| 2024-10-22 | 2024-11-06 | -1.11 | 15 |
| 2024-11-17 | 2024-11-19 | -0.63 | 2 |
| 2024-07-18 | 2024-07-19 | -0.59 | 1 |
| 2024-09-21 | 2024-09-25 | -0.58 | 4 |
| Metric | configs/btc_100/build.uniq_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 6.43% | 11.89% |
| Worst Day | -1.84% | -8.6% |
| Best Week | 12.01% | 18.93% |
| Worst Week | -2.08% | -12.33% |
| Best Month | 27.45% | 37.42% |
| Worst Month | -1.84% | -17.69% |
| Best Year | 50.9% | 48.38% |
| Worst Year | 0.51% | -6.91% |
| Avg. Up Day | 0.61% | 2.32% |
| Avg. Down Day | -0.32% | -1.94% |
| Avg. Up Week | 2.77% | 6.77% |
| Avg. Down Week | -0.9% | -4.71% |
| Avg. Up Month | 7.67% | 11.51% |
| Avg. Down Month | -1.36% | -12.4% |
| Win Days % | 50.48% | 49.54% |
| Win Month % | 72.73% | 63.64% |
| Win Week % | 55.32% | 52.08% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |