| Metric | configs/btc_100/build.uniq_ | BTCUSD |
|---|---|---|
| Time in Market | 90.0% | 100.0% |
| Cumulative Return | -69.21% | 101.92% |
| Max Drawdown | -89.47% | -67.18% |
| Sharpe | 0.06 | 0.34 |
| Sortino | 0.07 | 0.49 |
| Payoff Ratio | 1.2 | 1.12 |
| Profit Factor | 1.05 | 1.06 |
| Common Sense Ratio | 1.83 | 1.03 |
| CPC Index | 0.62 | 0.6 |
| Tail Ratio | 1.75 | 0.97 |
| Outlier Win Ratio | 16.98 | 4.0 |
| Outlier Loss Ratio | 13.74 | 3.77 |
| Volatility (ann.) | 29.32% | 26.8% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.34 | 0.37 |
| Skew | -40.77 | 0.17 |
| Kurtosis | 2360.55 | 6.12 |
| Expected Daily % | -0.03% | 0.02% |
| Expected Monthly % | -2.98% | 1.82% |
| Expected Yearly % | -25.51% | 19.21% |
| Kelly Criterion | 6.49% | 7.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.52% | -2.28% |
| Expected Shortfall (cVaR) | -2.52% | -2.28% |
| Year | BTCUSD | configs/btc_100/build.uniq_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | -36.40 | 0.61 | + |
| 2023 | 155.54 | 120.91 | 0.78 | - |
| 2024 | 121.00 | 96.39 | 0.80 | - |
| 2025 | -11.95 | -88.84 | 7.44 | - |
| Metric | configs/btc_100/build.uniq_ | BTCUSD |
|---|---|---|
| MTD | -88.4% | -2.49% |
| 3M | -88.84% | -12.15% |
| 6M | -83.65% | 24.81% |
| YTD | -88.84% | -11.95% |
| 1Y | -79.85% | 18.06% |
| 3Y (ann.) | -33.46% | 20.38% |
| 5Y (ann.) | -30.86% | 24.63% |
| Metric | configs/btc_100/build.uniq_ | BTCUSD |
|---|---|---|
| Max Drawdown | -89.47% | -67.18% |
| Longest DD Days | 478.0 | 683.0 |
| Avg. Drawdown | -3.17% | -7.16% |
| Avg. Drawdown Days | 14.0 | 34.0 |
| Recovery Factor | -0.77 | 1.52 |
| Ulcer Index | inf | inf |
| 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 |
| 2022-01-21 | 2022-02-04 | -11.50 | 14 |
| 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 |
| 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 | -88.4% | -37.12% |
| Best Year | 120.91% | 155.54% |
| Worst Year | -88.84% | -59.39% |
| Avg. Up Day | 0.21% | 0.96% |
| Avg. Down Day | -0.18% | -0.86% |
| Avg. Up Week | 2.91% | 6.76% |
| Avg. Down Week | -2.91% | -4.93% |
| Avg. Up Month | 9.48% | 14.0% |
| Avg. Down Month | -13.39% | -13.38% |
| Win Days % | 48.96% | 51.02% |
| Win Month % | 61.54% | 56.41% |
| Win Week % | 52.63% | 49.12% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |