| Metric | configs/btc_100/build.uniq_100_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 95.0% | 100.0% |
| Cumulative Return | 62.88% | 31.3% |
| Max Drawdown | -8.28% | -26.0% |
| Sharpe | 2.78 | 0.85 |
| Sortino | 5.73 | 1.33 |
| Payoff Ratio | 1.91 | 1.19 |
| Profit Factor | 1.79 | 1.13 |
| Common Sense Ratio | 2.76 | 1.27 |
| CPC Index | 1.66 | 0.66 |
| Tail Ratio | 1.54 | 1.12 |
| Outlier Win Ratio | 9.79 | 3.25 |
| Outlier Loss Ratio | 10.23 | 2.31 |
| Volatility (ann.) | 20.09% | 50.36% |
| R^2 | 0.53 | 0.53 |
| Calmar | 8.64 | 1.35 |
| Skew | 2.23 | 0.6 |
| Kurtosis | 13.41 | 2.48 |
| Expected Daily % | 0.15% | 0.08% |
| Expected Monthly % | 4.53% | 2.51% |
| Expected Yearly % | 27.62% | 14.59% |
| Kelly Criterion | 21.81% | 6.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.58% | -4.22% |
| Expected Shortfall (cVaR) | -1.58% | -4.22% |
| Year | BTCUSD | configs/btc_100/build.uniq_100_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 67.90 | 1.40 | + |
| 2025 | -11.51 | -2.99 | 0.26 | + |
| Metric | configs/btc_100/build.uniq_100_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.61% | -2.0% |
| 3M | -3.29% | -13.65% |
| 6M | 36.09% | 26.75% |
| YTD | -2.99% | -11.51% |
| 1Y | 62.88% | 31.3% |
| 3Y (ann.) | 71.53% | 35.15% |
| 5Y (ann.) | 71.53% | 35.15% |
| Metric | configs/btc_100/build.uniq_100_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -8.28% | -26.0% |
| Longest DD Days | 54.0 | 161.0 |
| Avg. Drawdown | -1.47% | -6.87% |
| Avg. Drawdown Days | 10.0 | 22.0 |
| Recovery Factor | 7.59 | 1.2 |
| Ulcer Index | 0.99 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-03-29 | -8.28 | 26 |
| 2024-05-22 | 2024-07-15 | -5.49 | 54 |
| 2025-01-25 | 2025-03-02 | -5.47 | 36 |
| 2024-11-23 | 2025-01-04 | -3.82 | 42 |
| 2024-07-22 | 2024-07-28 | -2.84 | 6 |
| 2024-08-10 | 2024-08-21 | -2.52 | 11 |
| 2024-08-25 | 2024-09-19 | -1.85 | 25 |
| 2025-01-07 | 2025-01-21 | -1.62 | 14 |
| 2024-10-30 | 2024-11-06 | -1.12 | 7 |
| 2024-07-29 | 2024-08-06 | -1.12 | 8 |
| Metric | configs/btc_100/build.uniq_100_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.21% | 11.89% |
| Worst Day | -4.12% | -8.6% |
| Best Week | 14.48% | 18.93% |
| Worst Week | -3.28% | -12.33% |
| Best Month | 30.42% | 37.42% |
| Worst Month | -3.65% | -17.69% |
| Best Year | 67.9% | 48.38% |
| Worst Year | -2.99% | -11.51% |
| Avg. Up Day | 0.9% | 2.28% |
| Avg. Down Day | -0.47% | -1.92% |
| Avg. Up Week | 3.17% | 6.71% |
| Avg. Down Week | -1.03% | -4.91% |
| Avg. Up Month | 7.92% | 12.62% |
| Avg. Down Month | -3.65% | -17.69% |
| Win Days % | 48.73% | 49.39% |
| Win Month % | 90.91% | 54.55% |
| Win Week % | 54.17% | 51.02% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |