| Metric | configs/btc_100/build.uniq_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 95.0% | 100.0% |
| Cumulative Return | 63.47% | 30.91% |
| Max Drawdown | -14.09% | -26.0% |
| Sharpe | 1.99 | 0.84 |
| Sortino | 3.7 | 1.31 |
| Payoff Ratio | 1.75 | 1.24 |
| Profit Factor | 1.57 | 1.13 |
| Common Sense Ratio | 2.09 | 1.26 |
| CPC Index | 1.28 | 0.69 |
| Tail Ratio | 1.33 | 1.12 |
| Outlier Win Ratio | 8.99 | 3.94 |
| Outlier Loss Ratio | 8.23 | 2.59 |
| Volatility (ann.) | 29.26% | 50.29% |
| R^2 | 0.58 | 0.58 |
| Calmar | 5.11 | 1.33 |
| Skew | 1.96 | 0.6 |
| Kurtosis | 14.33 | 2.5 |
| Expected Daily % | 0.15% | 0.08% |
| Expected Monthly % | 4.57% | 2.48% |
| Expected Yearly % | 27.86% | 14.41% |
| Kelly Criterion | 16.18% | 8.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.36% | -4.21% |
| Expected Shortfall (cVaR) | -2.36% | -4.21% |
| Year | BTCUSD | configs/btc_100/build.uniq_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 71.11 | 1.47 | + |
| 2025 | -11.78 | -4.46 | 0.38 | + |
| Metric | configs/btc_100/build.uniq_fwd_ | BTCUSD |
|---|---|---|
| MTD | -0.6% | -2.3% |
| 3M | -4.34% | -12.54% |
| 6M | 39.93% | 25.19% |
| YTD | -4.46% | -11.78% |
| 1Y | 63.47% | 30.91% |
| 3Y (ann.) | 71.94% | 34.58% |
| 5Y (ann.) | 71.94% | 34.58% |
| Metric | configs/btc_100/build.uniq_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -14.09% | -26.0% |
| Longest DD Days | 75.0 | 161.0 |
| Avg. Drawdown | -3.12% | -6.87% |
| Avg. Drawdown Days | 16.0 | 22.0 |
| Recovery Factor | 4.51 | 1.19 |
| Ulcer Index | 1.0 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-03-30 | -14.09 | 27 |
| 2024-07-02 | 2024-07-15 | -9.24 | 13 |
| 2024-12-17 | 2025-03-02 | -7.09 | 75 |
| 2024-08-09 | 2024-10-12 | -5.37 | 64 |
| 2024-07-22 | 2024-08-08 | -4.97 | 17 |
| 2024-11-23 | 2024-12-15 | -3.86 | 22 |
| 2024-10-30 | 2024-11-06 | -3.32 | 7 |
| 2024-11-14 | 2024-11-15 | -2.65 | 1 |
| 2024-06-26 | 2024-06-30 | -1.55 | 4 |
| 2024-07-17 | 2024-07-19 | -1.30 | 2 |
| Metric | configs/btc_100/build.uniq_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 9.63% | 11.89% |
| Worst Day | -7.22% | -8.6% |
| Best Week | 17.49% | 18.93% |
| Worst Week | -5.04% | -12.33% |
| Best Month | 33.88% | 37.42% |
| Worst Month | -3.7% | -17.69% |
| Best Year | 71.11% | 48.38% |
| Worst Year | -4.46% | -11.78% |
| Avg. Up Day | 1.17% | 2.27% |
| Avg. Down Day | -0.67% | -1.84% |
| Avg. Up Week | 3.15% | 6.24% |
| Avg. Down Week | -1.34% | -5.14% |
| Avg. Up Month | 9.92% | 13.2% |
| Avg. Down Month | -2.15% | -9.99% |
| Win Days % | 46.67% | 49.24% |
| Win Month % | 72.73% | 54.55% |
| Win Week % | 58.33% | 51.02% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |