| Metric | configs/btc_100/build.uniq_100_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 89.0% | 100.0% |
| Cumulative Return | 7.68% | 31.62% |
| Max Drawdown | -27.73% | -28.38% |
| Sharpe | 0.23 | 0.43 |
| Sortino | 0.25 | 0.62 |
| Payoff Ratio | 1.38 | 1.11 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.29 | 1.01 |
| CPC Index | 0.73 | 0.61 |
| Tail Ratio | 1.18 | 0.94 |
| Outlier Win Ratio | 13.98 | 2.95 |
| Outlier Loss Ratio | 11.24 | 2.59 |
| Volatility (ann.) | 15.25% | 25.96% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.32 | 1.3 |
| Skew | -23.8 | 0.17 |
| Kurtosis | 762.69 | 6.4 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.67% | 2.53% |
| Expected Yearly % | 3.77% | 14.73% |
| Kelly Criterion | 11.04% | 7.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -2.2% |
| Expected Shortfall (cVaR) | -1.3% | -2.2% |
| Year | BTCUSD | configs/btc_100/build.uniq_100_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 45.06 | 0.91 | - |
| 2025 | -11.95 | -25.77 | 2.16 | - |
| Metric | configs/btc_100/build.uniq_100_fwd_ | BTCUSD |
|---|---|---|
| MTD | -25.12% | -2.49% |
| 3M | -25.81% | -12.15% |
| 6M | -4.32% | 24.81% |
| YTD | -25.77% | -11.95% |
| 1Y | 7.68% | 31.62% |
| 3Y (ann.) | 8.81% | 36.81% |
| 5Y (ann.) | 8.81% | 36.81% |
| Metric | configs/btc_100/build.uniq_100_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -27.73% | -28.38% |
| Longest DD Days | 63.0 | 144.0 |
| Avg. Drawdown | -1.49% | -4.96% |
| Avg. Drawdown Days | 6.0 | 12.0 |
| Recovery Factor | 0.28 | 1.11 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-24 | 2025-03-31 | -27.73 | 6 |
| 2025-01-07 | 2025-01-20 | -4.54 | 13 |
| 2024-05-21 | 2024-07-17 | -4.47 | 57 |
| 2025-01-20 | 2025-03-24 | -4.28 | 63 |
| 2024-08-24 | 2024-09-17 | -3.73 | 24 |
| 2024-07-22 | 2024-08-08 | -3.20 | 17 |
| 2024-11-13 | 2024-11-19 | -3.05 | 5 |
| 2024-10-21 | 2024-11-06 | -2.24 | 16 |
| 2024-07-17 | 2024-07-19 | -1.54 | 2 |
| 2024-10-07 | 2024-10-11 | -1.17 | 4 |
| Metric | configs/btc_100/build.uniq_100_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 5.66% | 9.33% |
| Worst Day | -25.06% | -9.32% |
| Best Week | 11.68% | 18.93% |
| Worst Week | -26.01% | -12.33% |
| Best Month | 25.1% | 37.42% |
| Worst Month | -25.12% | -17.69% |
| Best Year | 45.06% | 49.48% |
| Worst Year | -25.77% | -11.95% |
| Avg. Up Day | 0.25% | 0.99% |
| Avg. Down Day | -0.18% | -0.89% |
| Avg. Up Week | 2.24% | 5.89% |
| Avg. Down Week | -2.1% | -4.6% |
| Avg. Up Month | 8.12% | 13.36% |
| Avg. Down Month | -9.17% | -9.1% |
| Win Days % | 48.46% | 51.41% |
| Win Month % | 63.64% | 54.55% |
| Win Week % | 56.25% | 52.08% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |