| Metric | configs/btc_100/build.uniq_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | -67.55% | 118.03% |
| Max Drawdown | -89.46% | -66.89% |
| Sharpe | 0.16 | 0.72 |
| Sortino | 0.17 | 1.08 |
| Payoff Ratio | 1.01 | 1.18 |
| Profit Factor | 1.06 | 1.12 |
| Common Sense Ratio | 1.27 | 1.19 |
| CPC Index | 0.52 | 0.68 |
| Tail Ratio | 1.19 | 1.06 |
| Outlier Win Ratio | 9.38 | 4.03 |
| Outlier Loss Ratio | 8.27 | 3.34 |
| Volatility (ann.) | 58.49% | 54.95% |
| R^2 | 0.0 | 0.0 |
| Calmar | -0.33 | 0.42 |
| Skew | -20.69 | 0.23 |
| Kurtosis | 600.8 | 3.53 |
| Expected Daily % | -0.1% | 0.07% |
| Expected Monthly % | -2.84% | 2.02% |
| Expected Yearly % | -24.52% | 21.51% |
| Kelly Criterion | -3.21% | 10.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.01% | -4.62% |
| Expected Shortfall (cVaR) | -5.01% | -4.62% |
| Year | BTCUSD | configs/btc_100/build.uniq_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.07 | -32.96 | 0.59 | + |
| 2023 | 154.85 | 120.89 | 0.78 | - |
| 2024 | 119.18 | 96.36 | 0.81 | - |
| 2025 | -11.15 | -88.84 | 7.97 | - |
| Metric | configs/btc_100/build.uniq_daily_ | BTCUSD |
|---|---|---|
| MTD | -88.39% | 2.87% |
| 3M | -88.85% | -13.04% |
| 6M | -83.65% | 24.54% |
| YTD | -88.84% | -11.15% |
| 1Y | -79.85% | 17.28% |
| 3Y (ann.) | -33.47% | 20.0% |
| 5Y (ann.) | -29.89% | 27.88% |
| Metric | configs/btc_100/build.uniq_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -89.46% | -66.89% |
| Longest DD Days | 478.0 | 683.0 |
| Avg. Drawdown | -5.76% | -9.77% |
| Avg. Drawdown Days | 27.0 | 62.0 |
| Recovery Factor | -0.76 | 1.76 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-03-31 | -89.46 | 28 |
| 2022-03-02 | 2023-06-23 | -46.44 | 478 |
| 2024-03-12 | 2024-04-19 | -11.42 | 38 |
| 2024-01-09 | 2024-03-11 | -11.20 | 62 |
| 2024-07-02 | 2024-07-15 | -9.24 | 13 |
| 2024-12-17 | 2025-03-02 | -7.09 | 75 |
| 2023-08-30 | 2023-10-23 | -6.36 | 54 |
| 2024-08-09 | 2024-10-12 | -5.37 | 64 |
| 2024-07-22 | 2024-08-08 | -4.97 | 17 |
| 2022-02-10 | 2022-02-28 | -4.32 | 18 |
| Metric | configs/btc_100/build.uniq_daily_ | BTCUSD |
|---|---|---|
| Best Day | 11.17% | 14.21% |
| Worst Day | -88.32% | -14.67% |
| Best Week | 21.2% | 28.96% |
| Worst Week | -88.35% | -30.92% |
| Best Month | 33.88% | 45.57% |
| Worst Month | -88.39% | -36.86% |
| Best Year | 120.89% | 154.85% |
| Worst Year | -88.84% | -56.07% |
| Avg. Up Day | 0.77% | 2.17% |
| Avg. Down Day | -0.76% | -1.84% |
| Avg. Up Week | 2.72% | 6.48% |
| Avg. Down Week | -3.01% | -5.22% |
| Avg. Up Month | 9.99% | 14.05% |
| Avg. Down Month | -6.09% | -16.41% |
| Win Days % | 48.22% | 51.34% |
| Win Month % | 64.1% | 56.41% |
| Win Week % | 54.44% | 52.66% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |