| Metric | /tmp/model.uniq_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 1,617.54% | 6,847.19% |
| Max Drawdown | -47.2% | -83.62% |
| Sharpe | 1.3 | 1.09 |
| Sortino | 2.06 | 1.63 |
| Payoff Ratio | 1.29 | 1.14 |
| Profit Factor | 1.31 | 1.18 |
| Common Sense Ratio | 1.69 | 1.32 |
| CPC Index | 0.84 | 0.69 |
| Tail Ratio | 1.29 | 1.12 |
| Outlier Win Ratio | 10.03 | 3.25 |
| Outlier Loss Ratio | 10.51 | 3.16 |
| Volatility (ann.) | 30.75% | 72.84% |
| R^2 | 0.51 | 0.51 |
| Calmar | 0.89 | 0.82 |
| Skew | 0.58 | -0.06 |
| Kurtosis | 11.76 | 6.66 |
| Expected Daily % | 0.1% | 0.14% |
| Expected Monthly % | 2.94% | 4.42% |
| Expected Yearly % | 37.16% | 60.19% |
| Kelly Criterion | 11.08% | 7.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.54% | -6.05% |
| Expected Shortfall (cVaR) | -2.54% | -6.05% |
| Year | BTCUSD | /tmp/model.uniq_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2017 | 1067.27 | 55.72 | 0.05 | - |
| 2018 | -73.42 | -14.87 | 0.20 | + |
| 2019 | 94.27 | 28.26 | 0.30 | - |
| 2020 | 304.42 | 201.32 | 0.66 | - |
| 2021 | 59.34 | 30.74 | 0.52 | - |
| 2022 | -64.22 | -38.54 | 0.60 | + |
| 2023 | 155.54 | 122.42 | 0.79 | - |
| 2024 | 121.00 | 96.09 | 0.79 | - |
| 2025 | -11.51 | -4.34 | 0.38 | + |
| Metric | /tmp/model.uniq_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.46% | -2.0% |
| 3M | -4.61% | -13.65% |
| 6M | 40.28% | 26.75% |
| YTD | -4.34% | -11.51% |
| 1Y | 72.2% | 16.68% |
| 3Y (ann.) | 35.8% | 20.53% |
| 5Y (ann.) | 52.27% | 67.54% |
| Metric | /tmp/model.uniq_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -47.2% | -83.62% |
| Longest DD Days | 545.0 | 1079.0 |
| Avg. Drawdown | -3.75% | -10.89% |
| Avg. Drawdown Days | 29.0 | 49.0 |
| Recovery Factor | 34.27 | 81.88 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-08-29 | -47.20 | 545 |
| 2021-01-09 | 2021-12-23 | -34.15 | 348 |
| 2019-06-27 | 2020-04-23 | -26.44 | 301 |
| 2017-12-17 | 2019-05-13 | -25.19 | 512 |
| 2022-01-13 | 2022-02-08 | -15.19 | 26 |
| 2025-03-03 | 2025-03-29 | -14.38 | 26 |
| 2024-03-12 | 2024-04-19 | -11.76 | 38 |
| 2024-01-09 | 2024-03-11 | -11.52 | 62 |
| 2024-07-02 | 2024-07-15 | -9.45 | 13 |
| 2020-05-08 | 2020-06-01 | -9.31 | 24 |
| Metric | /tmp/model.uniq_daily_ | BTCUSD |
|---|---|---|
| Best Day | 11.34% | 22.27% |
| Worst Day | -12.84% | -39.01% |
| Best Week | 29.61% | 45.75% |
| Worst Week | -19.58% | -38.6% |
| Best Month | 33.75% | 80.49% |
| Worst Month | -21.38% | -37.12% |
| Best Year | 201.32% | 1067.27% |
| Worst Year | -38.54% | -73.42% |
| Avg. Up Day | 1.02% | 2.86% |
| Avg. Down Day | -0.8% | -2.52% |
| Avg. Up Week | 3.04% | 8.5% |
| Avg. Down Week | -1.87% | -6.62% |
| Avg. Up Month | 9.26% | 23.89% |
| Avg. Down Month | -4.95% | -13.19% |
| Win Days % | 49.96% | 51.07% |
| Win Month % | 63.92% | 54.64% |
| Win Week % | 54.57% | 54.19% |
| Win Quarter % | 66.67% | 54.55% |
| Win Year % | 66.67% | 66.67% |