| Metric | configs/btc_100/build_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 163.8% | 90.23% |
| Max Drawdown | -43.45% | -66.89% |
| Sharpe | 1.23 | 0.65 |
| Sortino | 1.95 | 0.97 |
| Payoff Ratio | 1.4 | 1.19 |
| Profit Factor | 1.32 | 1.1 |
| Common Sense Ratio | 1.61 | 1.16 |
| CPC Index | 0.89 | 0.67 |
| Tail Ratio | 1.22 | 1.05 |
| Outlier Win Ratio | 9.32 | 3.83 |
| Outlier Loss Ratio | 10.33 | 3.18 |
| Volatility (ann.) | 28.53% | 54.74% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.84 | 0.34 |
| Skew | 0.59 | 0.2 |
| Kurtosis | 15.38 | 3.56 |
| Expected Daily % | 0.09% | 0.06% |
| Expected Monthly % | 2.59% | 1.71% |
| Expected Yearly % | 27.44% | 17.44% |
| Kelly Criterion | 11.3% | 10.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.36% | -4.62% |
| Expected Shortfall (cVaR) | -2.36% | -4.62% |
| Year | BTCUSD | configs/btc_100/build_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.04 | -34.71 | 0.56 | + |
| 2023 | 154.85 | 114.96 | 0.74 | - |
| 2024 | 119.18 | 97.14 | 0.82 | - |
| 2025 | -10.30 | -4.65 | 0.45 | + |
| Metric | configs/btc_100/build_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.77% | 3.86% |
| 3M | -4.54% | -13.72% |
| 6M | 39.1% | 26.88% |
| YTD | -4.65% | -10.3% |
| 1Y | 70.62% | 18.13% |
| 3Y (ann.) | 36.95% | 20.26% |
| 5Y (ann.) | 36.46% | 22.88% |
| Metric | configs/btc_100/build_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -43.45% | -66.89% |
| Longest DD Days | 476.0 | 683.0 |
| Avg. Drawdown | -3.72% | -10.7% |
| Avg. Drawdown Days | 28.0 | 65.0 |
| Recovery Factor | 3.77 | 1.35 |
| Ulcer Index | inf | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-21 | -43.45 | 476 |
| 2025-03-03 | 2025-03-30 | -13.02 | 27 |
| 2024-01-09 | 2024-03-10 | -10.94 | 61 |
| 2024-03-13 | 2024-04-18 | -10.17 | 36 |
| 2024-07-02 | 2024-07-15 | -8.44 | 13 |
| 2024-12-17 | 2025-03-02 | -6.86 | 75 |
| 2023-08-30 | 2023-10-23 | -5.83 | 54 |
| 2024-08-09 | 2024-10-12 | -4.92 | 64 |
| 2024-07-22 | 2024-08-08 | -4.44 | 17 |
| 2023-06-24 | 2023-08-29 | -3.58 | 66 |
| Metric | configs/btc_100/build_daily_ | BTCUSD |
|---|---|---|
| Best Day | 10.51% | 14.21% |
| Worst Day | -11.77% | -14.67% |
| Best Week | 19.28% | 28.96% |
| Worst Week | -14.49% | -30.92% |
| Best Month | 34.45% | 45.57% |
| Worst Month | -15.81% | -36.86% |
| Best Year | 114.96% | 154.85% |
| Worst Year | -34.71% | -62.04% |
| Avg. Up Day | 0.74% | 2.19% |
| Avg. Down Day | -0.53% | -1.84% |
| Avg. Up Week | 2.7% | 6.34% |
| Avg. Down Week | -1.58% | -5.18% |
| Avg. Up Month | 9.13% | 16.6% |
| Avg. Down Month | -5.88% | -16.41% |
| Win Days % | 48.19% | 51.36% |
| Win Month % | 65.79% | 55.26% |
| Win Week % | 54.49% | 52.69% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |