| Metric | configs/btc_100/build_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 89.0% | 100.0% |
| Cumulative Return | -69.45% | 31.62% |
| Max Drawdown | -82.95% | -28.38% |
| Sharpe | -0.18 | 0.43 |
| Sortino | -0.19 | 0.62 |
| Payoff Ratio | 1.51 | 1.11 |
| Profit Factor | 0.84 | 1.07 |
| Common Sense Ratio | 1.6 | 1.01 |
| CPC Index | 0.62 | 0.61 |
| Tail Ratio | 1.9 | 0.94 |
| Outlier Win Ratio | 14.76 | 3.7 |
| Outlier Loss Ratio | 9.11 | 3.28 |
| Volatility (ann.) | 45.55% | 25.96% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.89 | 1.3 |
| Skew | -30.68 | 0.17 |
| Kurtosis | 1049.12 | 6.4 |
| Expected Daily % | -0.09% | 0.02% |
| Expected Monthly % | -10.22% | 2.53% |
| Expected Yearly % | -44.73% | 14.73% |
| Kelly Criterion | 15.13% | 7.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.95% | -2.2% |
| Expected Shortfall (cVaR) | -3.95% | -2.2% |
| Year | BTCUSD | configs/btc_100/build_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 70.43 | 1.42 | + |
| 2025 | -11.95 | -82.08 | 6.87 | - |
| Metric | configs/btc_100/build_fwd_ | BTCUSD |
|---|---|---|
| MTD | -81.35% | -2.49% |
| 3M | -82.08% | -12.15% |
| 6M | -73.85% | 24.81% |
| YTD | -82.08% | -11.95% |
| 1Y | -69.45% | 31.62% |
| 3Y (ann.) | -74.15% | 36.81% |
| 5Y (ann.) | -74.15% | 36.81% |
| Metric | configs/btc_100/build_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -82.95% | -28.38% |
| Longest DD Days | 75.0 | 144.0 |
| Avg. Drawdown | -2.99% | -4.96% |
| Avg. Drawdown Days | 7.0 | 12.0 |
| Recovery Factor | -0.84 | 1.11 |
| Ulcer Index | 1.04 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-03-31 | -82.95 | 28 |
| 2024-07-01 | 2024-07-15 | -8.49 | 13 |
| 2024-12-17 | 2025-03-02 | -6.86 | 75 |
| 2024-08-09 | 2024-10-12 | -5.17 | 64 |
| 2024-07-22 | 2024-08-08 | -4.69 | 17 |
| 2024-11-13 | 2024-11-15 | -3.57 | 1 |
| 2024-11-22 | 2024-12-15 | -3.55 | 22 |
| 2024-10-30 | 2024-11-06 | -3.20 | 7 |
| 2024-07-17 | 2024-07-19 | -1.69 | 2 |
| 2024-06-26 | 2024-06-30 | -1.47 | 4 |
| Metric | configs/btc_100/build_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 8.87% | 9.33% |
| Worst Day | -81.14% | -9.32% |
| Best Week | 17.84% | 18.93% |
| Worst Week | -81.26% | -12.33% |
| Best Month | 34.49% | 37.42% |
| Worst Month | -81.35% | -17.69% |
| Best Year | 70.43% | 49.48% |
| Worst Year | -82.08% | -11.95% |
| Avg. Up Day | 0.24% | 0.99% |
| Avg. Down Day | -0.16% | -0.89% |
| Avg. Up Week | 3.16% | 6.03% |
| Avg. Down Week | -5.44% | -4.77% |
| Avg. Up Month | 10.11% | 13.36% |
| Avg. Down Month | -42.36% | -10.09% |
| Win Days % | 48.9% | 51.41% |
| Win Month % | 72.73% | 54.55% |
| Win Week % | 54.17% | 52.08% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |