| Metric | configs/btc_100/build.uniq_ | BTCUSD |
|---|---|---|
| Time in Market | 90.0% | 100.0% |
| Cumulative Return | -67.23% | 125.34% |
| Max Drawdown | -89.47% | -67.18% |
| Sharpe | 0.08 | 0.37 |
| Sortino | 0.09 | 0.54 |
| Payoff Ratio | 1.23 | 1.12 |
| Profit Factor | 1.06 | 1.06 |
| Common Sense Ratio | 1.83 | 1.04 |
| CPC Index | 0.64 | 0.61 |
| Tail Ratio | 1.73 | 0.98 |
| Outlier Win Ratio | 17.08 | 4.04 |
| Outlier Loss Ratio | 13.78 | 3.74 |
| Volatility (ann.) | 29.29% | 26.63% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.33 | 0.43 |
| Skew | -41.14 | 0.19 |
| Kurtosis | 2386.5 | 6.28 |
| Expected Daily % | -0.02% | 0.02% |
| Expected Monthly % | -2.82% | 2.11% |
| Expected Yearly % | -24.34% | 22.52% |
| Kelly Criterion | 7.56% | 7.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.51% | -2.27% |
| Expected Shortfall (cVaR) | -2.51% | -2.27% |
| Year | BTCUSD | configs/btc_100/build.uniq_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -32.31 | 0.59 | + |
| 2023 | 155.54 | 120.91 | 0.78 | - |
| 2024 | 121.00 | 96.39 | 0.80 | - |
| 2025 | -12.00 | -88.84 | 7.40 | - |
| Metric | configs/btc_100/build.uniq_ | BTCUSD |
|---|---|---|
| MTD | -88.39% | -2.54% |
| 3M | -88.85% | -13.64% |
| 6M | -83.65% | 24.74% |
| YTD | -88.84% | -12.0% |
| 1Y | -79.85% | 17.99% |
| 3Y (ann.) | -33.46% | 20.36% |
| 5Y (ann.) | -29.67% | 29.21% |
| Metric | configs/btc_100/build.uniq_ | BTCUSD |
|---|---|---|
| Max Drawdown | -89.47% | -67.18% |
| Longest DD Days | 478.0 | 683.0 |
| Avg. Drawdown | -3.0% | -6.16% |
| Avg. Drawdown Days | 14.0 | 30.0 |
| Recovery Factor | -0.75 | 1.87 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-03-31 | -89.47 | 28 |
| 2022-03-02 | 2023-06-23 | -46.52 | 478 |
| 2024-03-11 | 2024-04-20 | -11.87 | 39 |
| 2024-01-09 | 2024-03-11 | -11.26 | 62 |
| 2024-07-01 | 2024-07-15 | -9.29 | 13 |
| 2024-12-17 | 2025-03-02 | -7.10 | 75 |
| 2023-08-30 | 2023-10-23 | -6.42 | 54 |
| 2024-08-09 | 2024-10-12 | -5.64 | 64 |
| 2024-07-22 | 2024-08-08 | -5.10 | 17 |
| 2022-02-10 | 2022-02-28 | -4.41 | 18 |
| Metric | configs/btc_100/build.uniq_ | BTCUSD |
|---|---|---|
| Best Day | 11.28% | 9.33% |
| Worst Day | -88.29% | -9.32% |
| Best Week | 21.81% | 35.75% |
| Worst Week | -88.34% | -29.64% |
| Best Month | 33.9% | 43.77% |
| Worst Month | -88.39% | -37.12% |
| Best Year | 120.91% | 155.54% |
| Worst Year | -88.84% | -54.66% |
| Avg. Up Day | 0.21% | 0.95% |
| Avg. Down Day | -0.17% | -0.85% |
| Avg. Up Week | 2.87% | 6.76% |
| Avg. Down Week | -2.83% | -4.85% |
| Avg. Up Month | 9.06% | 13.56% |
| Avg. Down Month | -14.28% | -14.18% |
| Win Days % | 48.93% | 51.06% |
| Win Month % | 64.1% | 58.97% |
| Win Week % | 52.94% | 49.41% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |