| Metric | configs/btc_100/build_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 541.92% | 787.53% |
| Max Drawdown | -29.01% | -76.85% |
| Sharpe | 1.55 | 0.99 |
| Sortino | 2.24 | 1.45 |
| Payoff Ratio | 1.3 | 1.07 |
| Profit Factor | 1.4 | 1.17 |
| Common Sense Ratio | 2.11 | 1.22 |
| CPC Index | 0.92 | 0.67 |
| Tail Ratio | 1.51 | 1.05 |
| Outlier Win Ratio | 9.35 | 3.11 |
| Outlier Loss Ratio | 11.33 | 2.76 |
| Volatility (ann.) | 25.77% | 64.47% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.52 | 0.7 |
| Skew | -3.58 | -0.33 |
| Kurtosis | 95.61 | 10.09 |
| Expected Daily % | 0.1% | 0.12% |
| Expected Monthly % | 3.04% | 3.58% |
| Expected Yearly % | 36.33% | 43.89% |
| Kelly Criterion | 12.26% | 10.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.11% | -5.38% |
| Expected Shortfall (cVaR) | -2.11% | -5.38% |
| Year | BTCUSD | configs/btc_100/build_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 199.07 | 92.02 | 0.46 | - |
| 2021 | 63.12 | 34.12 | 0.54 | - |
| 2022 | -64.99 | 1.35 | -0.02 | + |
| 2023 | 154.85 | 70.64 | 0.46 | - |
| 2024 | 119.18 | 100.45 | 0.84 | - |
| 2025 | -6.96 | -28.10 | 4.04 | - |
| Metric | configs/btc_100/build_daily_ | BTCUSD |
|---|---|---|
| MTD | -25.36% | 7.72% |
| 3M | -28.28% | -12.39% |
| 6M | 0.32% | 34.04% |
| YTD | -28.1% | -6.96% |
| 1Y | 20.36% | 22.09% |
| 3Y (ann.) | 32.47% | 24.4% |
| 5Y (ann.) | 44.68% | 66.77% |
| Metric | configs/btc_100/build_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -29.01% | -76.85% |
| Longest DD Days | 290.0 | 850.0 |
| Avg. Drawdown | -2.68% | -11.54% |
| Avg. Drawdown Days | 19.0 | 49.0 |
| Recovery Factor | 18.68 | 10.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-28 | -29.01 | 101 |
| 2021-03-14 | 2021-10-10 | -23.69 | 210 |
| 2022-03-30 | 2023-01-14 | -16.88 | 290 |
| 2021-01-10 | 2021-02-18 | -12.79 | 39 |
| 2021-12-25 | 2022-02-08 | -11.40 | 45 |
| 2020-05-09 | 2020-07-28 | -9.12 | 80 |
| 2024-01-09 | 2024-02-13 | -8.14 | 35 |
| 2023-06-26 | 2023-10-24 | -7.66 | 120 |
| 2023-03-25 | 2023-06-21 | -6.55 | 88 |
| 2022-03-02 | 2022-03-28 | -6.47 | 26 |
| Metric | configs/btc_100/build_daily_ | BTCUSD |
|---|---|---|
| Best Day | 9.56% | 21.26% |
| Worst Day | -27.06% | -35.14% |
| Best Week | 16.22% | 29.96% |
| Worst Week | -25.4% | -45.58% |
| Best Month | 35.65% | 56.35% |
| Worst Month | -25.36% | -36.86% |
| Best Year | 100.45% | 199.07% |
| Worst Year | -28.1% | -64.99% |
| Avg. Up Day | 0.87% | 2.5% |
| Avg. Down Day | -0.67% | -2.34% |
| Avg. Up Week | 3.06% | 7.74% |
| Avg. Down Week | -1.44% | -5.88% |
| Avg. Up Month | 10.29% | 20.81% |
| Avg. Down Month | -2.87% | -13.69% |
| Win Days % | 50.38% | 53.87% |
| Win Month % | 59.68% | 58.06% |
| Win Week % | 52.59% | 55.19% |
| Win Quarter % | 76.19% | 57.14% |
| Win Year % | 83.33% | 66.67% |