| Metric | configs/btc_100/build.uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 95.0% | 100.0% |
| Cumulative Return | 50.88% | 38.63% |
| Max Drawdown | -4.67% | -26.0% |
| Sharpe | 3.37 | 0.97 |
| Sortino | 8.0 | 1.53 |
| Payoff Ratio | 1.95 | 1.14 |
| Profit Factor | 1.97 | 1.15 |
| Common Sense Ratio | 3.5 | 1.29 |
| CPC Index | 1.97 | 0.65 |
| Tail Ratio | 1.78 | 1.12 |
| Outlier Win Ratio | 12.11 | 2.87 |
| Outlier Loss Ratio | 12.54 | 2.04 |
| Volatility (ann.) | 13.84% | 50.34% |
| R^2 | 0.27 | 0.27 |
| Calmar | 12.44 | 1.69 |
| Skew | 3.06 | 0.59 |
| Kurtosis | 19.26 | 2.5 |
| Expected Daily % | 0.13% | 0.1% |
| Expected Monthly % | 3.81% | 3.01% |
| Expected Yearly % | 22.83% | 17.74% |
| Kelly Criterion | 26.3% | 5.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -4.2% |
| Expected Shortfall (cVaR) | -1.06% | -4.2% |
| Year | BTCUSD | configs/btc_100/build.uniq_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 50.76 | 1.05 | + |
| 2025 | -6.57 | 0.08 | -0.01 | + |
| Metric | configs/btc_100/build.uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 2.62% | 3.46% |
| 3M | -0.09% | -11.54% |
| 6M | 32.87% | 35.7% |
| YTD | 0.08% | -6.57% |
| 1Y | 50.88% | 38.63% |
| 3Y (ann.) | 58.05% | 43.83% |
| 5Y (ann.) | 58.05% | 43.83% |
| Metric | configs/btc_100/build.uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -4.67% | -26.0% |
| Longest DD Days | 99.0 | 161.0 |
| Avg. Drawdown | -1.08% | -6.87% |
| Avg. Drawdown Days | 13.0 | 21.0 |
| Recovery Factor | 10.9 | 1.49 |
| Ulcer Index | 0.97 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-22 | 2024-07-16 | -4.67 | 55 |
| 2024-12-18 | 2025-03-27 | -4.04 | 99 |
| 2024-08-25 | 2024-09-19 | -2.79 | 25 |
| 2024-07-23 | 2024-08-08 | -2.36 | 16 |
| 2024-08-10 | 2024-08-24 | -1.28 | 14 |
| 2024-10-22 | 2024-11-06 | -1.22 | 15 |
| 2024-11-23 | 2024-12-05 | -1.12 | 12 |
| 2024-12-06 | 2024-12-12 | -0.73 | 6 |
| 2024-11-17 | 2024-11-19 | -0.62 | 2 |
| 2024-07-18 | 2024-07-19 | -0.60 | 1 |
| Metric | configs/btc_100/build.uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 6.16% | 11.89% |
| Worst Day | -1.87% | -8.6% |
| Best Week | 11.74% | 18.93% |
| Worst Week | -1.69% | -12.33% |
| Best Month | 27.05% | 37.42% |
| Worst Month | -1.6% | -17.69% |
| Best Year | 50.76% | 48.38% |
| Worst Year | 0.08% | -6.57% |
| Avg. Up Day | 0.58% | 2.25% |
| Avg. Down Day | -0.3% | -1.98% |
| Avg. Up Week | 2.53% | 6.51% |
| Avg. Down Week | -0.84% | -4.71% |
| Avg. Up Month | 7.58% | 11.58% |
| Avg. Down Month | -1.31% | -12.4% |
| Win Days % | 51.28% | 49.7% |
| Win Month % | 72.73% | 63.64% |
| Win Week % | 57.45% | 52.08% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |