| Metric | configs/btc_100/build.uniq_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 90.0% | 100.0% |
| Cumulative Return | -80.97% | 21.46% |
| Max Drawdown | -89.47% | -28.38% |
| Sharpe | -0.21 | 0.35 |
| Sortino | -0.22 | 0.51 |
| Payoff Ratio | 1.57 | 1.11 |
| Profit Factor | 0.81 | 1.06 |
| Common Sense Ratio | 1.89 | 0.98 |
| CPC Index | 0.62 | 0.6 |
| Tail Ratio | 2.32 | 0.92 |
| Outlier Win Ratio | 14.55 | 3.8 |
| Outlier Loss Ratio | 8.9 | 3.4 |
| Volatility (ann.) | 50.86% | 26.06% |
| R^2 | 0.0 | 0.0 |
| Calmar | -0.97 | 0.93 |
| Skew | -30.0 | 0.14 |
| Kurtosis | 999.54 | 6.53 |
| Expected Daily % | -0.14% | 0.02% |
| Expected Monthly % | -15.29% | 1.96% |
| Expected Yearly % | -56.37% | 10.21% |
| Kelly Criterion | 15.74% | 7.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.41% | -2.22% |
| Expected Shortfall (cVaR) | -4.41% | -2.22% |
| Year | BTCUSD | configs/btc_100/build.uniq_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 70.56 | 1.86 | + |
| 2025 | -12.00 | -88.84 | 7.40 | - |
| Metric | configs/btc_100/build.uniq_fwd_ | BTCUSD |
|---|---|---|
| MTD | -88.39% | -2.54% |
| 3M | -88.85% | -13.64% |
| 6M | -83.65% | 24.74% |
| YTD | -88.84% | -12.0% |
| 1Y | -80.97% | 21.46% |
| 3Y (ann.) | -86.45% | 26.39% |
| 5Y (ann.) | -86.45% | 26.39% |
| Metric | configs/btc_100/build.uniq_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -89.47% | -28.38% |
| Longest DD Days | 75.0 | 144.0 |
| Avg. Drawdown | -3.14% | -4.56% |
| Avg. Drawdown Days | 6.0 | 12.0 |
| Recovery Factor | -0.9 | 0.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-03-31 | -89.47 | 28 |
| 2024-07-01 | 2024-07-15 | -9.29 | 13 |
| 2024-12-17 | 2025-03-02 | -7.10 | 75 |
| 2024-08-09 | 2024-10-12 | -5.64 | 64 |
| 2024-07-22 | 2024-08-08 | -5.10 | 17 |
| 2024-11-22 | 2024-12-15 | -3.86 | 22 |
| 2024-10-29 | 2024-11-06 | -3.40 | 7 |
| 2024-11-13 | 2024-11-15 | -3.40 | 1 |
| 2024-07-17 | 2024-07-19 | -1.62 | 2 |
| 2024-06-26 | 2024-06-30 | -1.61 | 4 |
| Metric | configs/btc_100/build.uniq_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 9.76% | 9.33% |
| Worst Day | -88.29% | -9.32% |
| Best Week | 17.75% | 18.93% |
| Worst Week | -88.34% | -12.33% |
| Best Month | 33.9% | 37.42% |
| Worst Month | -88.39% | -17.69% |
| Best Year | 70.56% | 38.02% |
| Worst Year | -88.84% | -12.0% |
| Avg. Up Day | 0.25% | 1.0% |
| Avg. Down Day | -0.16% | -0.9% |
| Avg. Up Week | 3.29% | 6.07% |
| Avg. Down Week | -6.17% | -4.95% |
| Avg. Up Month | 12.3% | 14.69% |
| Avg. Down Month | -46.02% | -10.12% |
| Win Days % | 48.52% | 51.24% |
| Win Month % | 70.0% | 50.0% |
| Win Week % | 55.56% | 51.11% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |