| Metric | configs/btc_100/build.uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 62.92% | 22.63% |
| Max Drawdown | -14.09% | -26.06% |
| Sharpe | 2.07 | 0.74 |
| Sortino | 3.85 | 1.06 |
| Payoff Ratio | 2.21 | 1.05 |
| Profit Factor | 1.57 | 1.11 |
| Common Sense Ratio | 2.11 | 1.12 |
| CPC Index | 1.63 | 0.61 |
| Tail Ratio | 1.35 | 1.01 |
| Outlier Win Ratio | 7.56 | 3.9 |
| Outlier Loss Ratio | 8.83 | 2.72 |
| Volatility (ann.) | 30.61% | 51.44% |
| R^2 | 0.02 | 0.02 |
| Calmar | 5.71 | 1.07 |
| Skew | 1.85 | -0.19 |
| Kurtosis | 12.81 | 2.94 |
| Expected Daily % | 0.16% | 0.07% |
| Expected Monthly % | 5.0% | 2.06% |
| Expected Yearly % | 27.64% | 10.74% |
| Kelly Criterion | 23.05% | 5.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.46% | -4.32% |
| Expected Shortfall (cVaR) | -2.46% | -4.32% |
| Year | BTCUSD | configs/btc_100/build.uniq_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 70.53 | 1.92 | + |
| 2025 | -10.30 | -4.46 | 0.43 | + |
| Metric | configs/btc_100/build.uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.6% | 3.86% |
| 3M | -4.34% | -13.72% |
| 6M | 39.93% | 26.88% |
| YTD | -4.46% | -10.3% |
| 1Y | 62.92% | 22.63% |
| 3Y (ann.) | 80.38% | 27.96% |
| 5Y (ann.) | 80.38% | 27.96% |
| Metric | configs/btc_100/build.uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -14.09% | -26.06% |
| Longest DD Days | 75.0 | 144.0 |
| Avg. Drawdown | -3.29% | -8.25% |
| Avg. Drawdown Days | 15.0 | 31.0 |
| Recovery Factor | 4.47 | 0.87 |
| Ulcer Index | inf | 1.08 |
| 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_daily_ | BTCUSD |
|---|---|---|
| Best Day | 9.63% | 9.49% |
| Worst Day | -7.22% | -13.23% |
| Best Week | 17.49% | 15.41% |
| Worst Week | -5.04% | -18.81% |
| Best Month | 33.88% | 34.43% |
| Worst Month | -3.7% | -23.44% |
| Best Year | 70.53% | 36.7% |
| Worst Year | -4.46% | -10.3% |
| Avg. Up Day | 1.06% | 2.01% |
| Avg. Down Day | -0.48% | -1.9% |
| Avg. Up Week | 3.24% | 6.32% |
| Avg. Down Week | -1.27% | -4.9% |
| Avg. Up Month | 12.31% | 16.1% |
| Avg. Down Month | -3.7% | -23.44% |
| Win Days % | 47.0% | 51.66% |
| Win Month % | 70.0% | 60.0% |
| Win Week % | 57.78% | 48.89% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |