| Metric | configs/btc_100/build.uniq_100_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 89.0% | 100.0% |
| Cumulative Return | -0.98% | 31.62% |
| Max Drawdown | -33.41% | -28.38% |
| Sharpe | 0.1 | 0.43 |
| Sortino | 0.1 | 0.62 |
| Payoff Ratio | 1.39 | 1.11 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 1.24 | 1.01 |
| CPC Index | 0.71 | 0.61 |
| Tail Ratio | 1.18 | 0.94 |
| Outlier Win Ratio | 14.56 | 2.94 |
| Outlier Loss Ratio | 10.96 | 2.55 |
| Volatility (ann.) | 18.04% | 25.96% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.03 | 1.3 |
| Skew | -27.8 | 0.17 |
| Kurtosis | 925.23 | 6.4 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.09% | 2.53% |
| Expected Yearly % | -0.49% | 14.73% |
| Kelly Criterion | 11.76% | 7.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.55% | -2.2% |
| Expected Shortfall (cVaR) | -1.55% | -2.2% |
| Year | BTCUSD | configs/btc_100/build.uniq_100_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 44.75 | 0.90 | - |
| 2025 | -11.95 | -31.59 | 2.64 | - |
| Metric | configs/btc_100/build.uniq_100_fwd_ | BTCUSD |
|---|---|---|
| MTD | -30.9% | -2.49% |
| 3M | -31.63% | -12.15% |
| 6M | -11.94% | 24.81% |
| YTD | -31.59% | -11.95% |
| 1Y | -0.98% | 31.62% |
| 3Y (ann.) | -1.11% | 36.81% |
| 5Y (ann.) | -1.11% | 36.81% |
| Metric | configs/btc_100/build.uniq_100_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -33.41% | -28.38% |
| Longest DD Days | 63.0 | 144.0 |
| Avg. Drawdown | -1.54% | -4.96% |
| Avg. Drawdown Days | 6.0 | 12.0 |
| Recovery Factor | -0.03 | 1.11 |
| Ulcer Index | 1.02 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-24 | 2025-03-31 | -33.41 | 6 |
| 2024-05-21 | 2024-07-15 | -4.47 | 55 |
| 2025-01-07 | 2025-01-20 | -4.33 | 13 |
| 2025-01-20 | 2025-03-24 | -4.00 | 63 |
| 2024-08-24 | 2024-09-17 | -3.52 | 24 |
| 2024-07-22 | 2024-08-08 | -3.16 | 17 |
| 2024-11-13 | 2024-11-19 | -2.98 | 5 |
| 2024-10-21 | 2024-11-06 | -2.06 | 16 |
| 2024-07-17 | 2024-07-19 | -1.42 | 2 |
| 2024-10-07 | 2024-10-11 | -1.10 | 4 |
| Metric | configs/btc_100/build.uniq_100_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 5.44% | 9.33% |
| Worst Day | -31.12% | -9.32% |
| Best Week | 12.11% | 18.93% |
| Worst Week | -31.94% | -12.33% |
| Best Month | 25.15% | 37.42% |
| Worst Month | -30.9% | -17.69% |
| Best Year | 44.75% | 49.48% |
| Worst Year | -31.59% | -11.95% |
| Avg. Up Day | 0.24% | 0.99% |
| Avg. Down Day | -0.17% | -0.9% |
| Avg. Up Week | 2.25% | 5.89% |
| Avg. Down Week | -2.55% | -4.17% |
| Avg. Up Month | 8.05% | 13.36% |
| Avg. Down Month | -11.05% | -9.1% |
| Win Days % | 48.72% | 51.41% |
| Win Month % | 63.64% | 54.55% |
| Win Week % | 58.33% | 52.08% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |