| Metric | configs/btc_100/build.s.no37_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | 41.85% | 26.03% |
| Max Drawdown | -4.87% | -26.06% |
| Sharpe | 2.46 | 0.78 |
| Sortino | 5.09 | 1.13 |
| Payoff Ratio | 1.73 | 1.1 |
| Profit Factor | 1.74 | 1.12 |
| Common Sense Ratio | 2.53 | 1.17 |
| CPC Index | 1.47 | 0.63 |
| Tail Ratio | 1.45 | 1.05 |
| Outlier Win Ratio | 9.25 | 2.56 |
| Outlier Loss Ratio | 14.3 | 2.37 |
| Volatility (ann.) | 16.85% | 50.82% |
| R^2 | 0.36 | 0.36 |
| Calmar | 10.14 | 1.17 |
| Skew | 2.78 | -0.16 |
| Kurtosis | 19.1 | 3.01 |
| Expected Daily % | 0.11% | 0.07% |
| Expected Monthly % | 3.23% | 2.13% |
| Expected Yearly % | 19.1% | 12.26% |
| Kelly Criterion | 19.32% | 7.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -4.27% |
| Expected Shortfall (cVaR) | -1.34% | -4.27% |
| Year | BTCUSD | configs/btc_100/build.s.no37_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 46.09 | 1.14 | + |
| 2025 | -10.30 | -2.90 | 0.28 | + |
| Metric | configs/btc_100/build.s.no37_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.63% | 3.86% |
| 3M | -3.23% | -13.72% |
| 6M | 28.83% | 26.88% |
| YTD | -2.9% | -10.3% |
| 1Y | 41.85% | 26.03% |
| 3Y (ann.) | 49.37% | 30.41% |
| 5Y (ann.) | 49.37% | 30.41% |
| Metric | configs/btc_100/build.s.no37_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -4.87% | -26.06% |
| Longest DD Days | 82.0 | 144.0 |
| Avg. Drawdown | -1.02% | -7.98% |
| Avg. Drawdown Days | 9.0 | 30.0 |
| Recovery Factor | 8.59 | 1.0 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-22 | 2024-07-17 | -4.87 | 56 |
| 2024-08-25 | 2024-09-19 | -4.39 | 25 |
| 2025-01-07 | 2025-03-30 | -4.00 | 82 |
| 2024-07-23 | 2024-07-27 | -3.43 | 4 |
| 2024-10-22 | 2024-11-06 | -1.87 | 15 |
| 2024-11-15 | 2024-11-16 | -1.51 | 1 |
| 2024-11-13 | 2024-11-14 | -1.33 | 1 |
| 2024-07-18 | 2024-07-20 | -1.25 | 2 |
| 2024-09-21 | 2024-09-25 | -0.95 | 4 |
| 2024-11-17 | 2024-11-19 | -0.73 | 2 |
| Metric | configs/btc_100/build.s.no37_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 6.56% | 9.49% |
| Worst Day | -2.93% | -13.23% |
| Best Week | 11.93% | 15.41% |
| Worst Week | -3.41% | -18.81% |
| Best Month | 30.61% | 34.43% |
| Worst Month | -1.88% | -23.44% |
| Best Year | 46.09% | 40.49% |
| Worst Year | -2.9% | -10.3% |
| Avg. Up Day | 0.63% | 2.17% |
| Avg. Down Day | -0.36% | -1.98% |
| Avg. Up Week | 2.48% | 6.21% |
| Avg. Down Week | -0.91% | -4.38% |
| Avg. Up Month | 11.27% | 16.1% |
| Avg. Down Month | -1.25% | -15.08% |
| Win Days % | 48.88% | 51.57% |
| Win Month % | 45.45% | 63.64% |
| Win Week % | 56.25% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |