| Metric | configs/btc_100/build.uniq_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 192.61% | 274.13% |
| Max Drawdown | -7.11% | -35.53% |
| Sharpe | 2.98 | 1.23 |
| Sortino | 6.32 | 1.9 |
| Payoff Ratio | 1.9 | 1.31 |
| Profit Factor | 1.8 | 1.21 |
| Common Sense Ratio | 3.14 | 1.46 |
| CPC Index | 1.73 | 0.78 |
| Tail Ratio | 1.74 | 1.21 |
| Outlier Win Ratio | 12.27 | 3.04 |
| Outlier Loss Ratio | 13.73 | 2.42 |
| Volatility (ann.) | 13.73% | 50.38% |
| R^2 | 0.27 | 0.27 |
| Calmar | 6.91 | 1.79 |
| Skew | 2.39 | 0.27 |
| Kurtosis | 15.26 | 3.57 |
| Expected Daily % | 0.11% | 0.13% |
| Expected Monthly % | 3.31% | 4.08% |
| Expected Yearly % | 30.79% | 39.08% |
| Kelly Criterion | 24.62% | 10.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.07% | -4.17% |
| Expected Shortfall (cVaR) | -1.07% | -4.17% |
| Year | BTCUSD | configs/btc_100/build.uniq_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -28.83 | -0.70 | 0.02 | + |
| 2023 | 155.54 | 58.33 | 0.38 | - |
| 2024 | 121.00 | 85.16 | 0.70 | - |
| 2025 | -6.91 | 0.51 | -0.07 | + |
| Metric | configs/btc_100/build.uniq_ | BTCUSD |
|---|---|---|
| MTD | 2.64% | 3.09% |
| 3M | 0.45% | -8.3% |
| 6M | 33.93% | 37.2% |
| YTD | 0.51% | -6.91% |
| 1Y | 59.09% | 24.34% |
| 3Y (ann.) | 49.17% | 63.46% |
| 5Y (ann.) | 49.17% | 63.46% |
| Metric | configs/btc_100/build.uniq_ | BTCUSD |
|---|---|---|
| Max Drawdown | -7.11% | -35.53% |
| Longest DD Days | 156.0 | 231.0 |
| Avg. Drawdown | -1.13% | -6.49% |
| Avg. Drawdown Days | 14.0 | 21.0 |
| Recovery Factor | 27.08 | 7.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-10 | 2023-01-13 | -7.11 | 156 |
| 2024-01-09 | 2024-02-15 | -6.35 | 37 |
| 2023-06-26 | 2023-10-23 | -5.28 | 119 |
| 2024-05-22 | 2024-07-16 | -4.93 | 55 |
| 2023-04-15 | 2023-06-21 | -4.43 | 67 |
| 2024-12-17 | 2025-03-26 | -3.88 | 99 |
| 2024-03-14 | 2024-03-25 | -3.41 | 11 |
| 2024-08-25 | 2024-09-19 | -2.90 | 25 |
| 2024-07-23 | 2024-08-08 | -2.34 | 16 |
| 2022-07-21 | 2022-07-28 | -2.26 | 7 |
| Metric | configs/btc_100/build.uniq_ | BTCUSD |
|---|---|---|
| Best Day | 6.43% | 11.89% |
| Worst Day | -3.28% | -14.33% |
| Best Week | 12.01% | 35.75% |
| Worst Week | -3.42% | -19.4% |
| Best Month | 27.45% | 43.77% |
| Worst Month | -4.1% | -17.69% |
| Best Year | 85.16% | 155.54% |
| Worst Year | -0.7% | -28.83% |
| Avg. Up Day | 0.56% | 2.34% |
| Avg. Down Day | -0.29% | -1.79% |
| Avg. Up Week | 2.55% | 7.05% |
| Avg. Down Week | -0.87% | -4.46% |
| Avg. Up Month | 7.12% | 14.78% |
| Avg. Down Month | -1.93% | -10.06% |
| Win Days % | 50.62% | 49.34% |
| Win Month % | 66.67% | 63.64% |
| Win Week % | 54.17% | 51.39% |
| Win Quarter % | 81.82% | 54.55% |
| Win Year % | 75.0% | 50.0% |