| Metric | configs/btc_100/build.s_ | BTCUSD |
|---|---|---|
| Time in Market | 89.0% | 100.0% |
| Cumulative Return | 1,151.68% | 6,826.16% |
| Max Drawdown | -43.91% | -83.62% |
| Sharpe | 1.29 | 1.09 |
| Sortino | 2.03 | 1.63 |
| Payoff Ratio | 1.29 | 1.15 |
| Profit Factor | 1.31 | 1.18 |
| Common Sense Ratio | 1.7 | 1.32 |
| CPC Index | 0.85 | 0.69 |
| Tail Ratio | 1.29 | 1.12 |
| Outlier Win Ratio | 11.85 | 3.11 |
| Outlier Loss Ratio | 10.71 | 3.04 |
| Volatility (ann.) | 27.24% | 72.83% |
| R^2 | 0.46 | 0.46 |
| Calmar | 0.84 | 0.82 |
| Skew | 0.56 | -0.06 |
| Kurtosis | 13.07 | 6.66 |
| Expected Daily % | 0.09% | 0.14% |
| Expected Monthly % | 2.61% | 4.42% |
| Expected Yearly % | 32.42% | 60.14% |
| Kelly Criterion | 11.21% | 8.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.25% | -6.05% |
| Expected Shortfall (cVaR) | -2.25% | -6.05% |
| Year | BTCUSD | configs/btc_100/build.s_ | Multiplier | Won |
|---|---|---|---|---|
| 2017 | 1067.27 | 23.02 | 0.02 | - |
| 2018 | -73.42 | -8.06 | 0.11 | + |
| 2019 | 94.27 | 21.38 | 0.23 | - |
| 2020 | 304.42 | 167.53 | 0.55 | - |
| 2021 | 59.34 | 27.97 | 0.47 | - |
| 2022 | -64.22 | -34.82 | 0.54 | + |
| 2023 | 155.54 | 117.09 | 0.75 | - |
| 2024 | 121.00 | 97.55 | 0.81 | - |
| 2025 | -11.78 | -4.74 | 0.40 | + |
| Metric | configs/btc_100/build.s_ | BTCUSD |
|---|---|---|
| MTD | -0.84% | -2.3% |
| 3M | -4.62% | -12.54% |
| 6M | 39.23% | 25.19% |
| YTD | -4.74% | -11.78% |
| 1Y | 71.04% | 17.82% |
| 3Y (ann.) | 37.15% | 20.15% |
| 5Y (ann.) | 51.12% | 69.52% |
| Metric | configs/btc_100/build.s_ | BTCUSD |
|---|---|---|
| Max Drawdown | -43.91% | -83.62% |
| Longest DD Days | 476.0 | 1079.0 |
| Avg. Drawdown | -3.64% | -10.89% |
| Avg. Drawdown Days | 31.0 | 49.0 |
| Recovery Factor | 26.23 | 81.63 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-21 | -43.91 | 476 |
| 2021-01-09 | 2022-01-12 | -32.41 | 368 |
| 2019-06-27 | 2020-04-23 | -22.23 | 301 |
| 2018-09-22 | 2019-05-11 | -17.42 | 231 |
| 2022-01-13 | 2022-02-07 | -14.40 | 25 |
| 2025-03-03 | 2025-03-30 | -13.16 | 27 |
| 2024-01-09 | 2024-03-10 | -11.08 | 61 |
| 2024-03-14 | 2024-04-18 | -10.23 | 35 |
| 2017-12-17 | 2018-09-21 | -9.43 | 278 |
| 2024-07-02 | 2024-07-15 | -8.48 | 13 |
| Metric | configs/btc_100/build.s_ | BTCUSD |
|---|---|---|
| Best Day | 10.7% | 22.27% |
| Worst Day | -11.91% | -39.01% |
| Best Week | 27.42% | 45.75% |
| Worst Week | -18.36% | -38.6% |
| Best Month | 34.56% | 80.49% |
| Worst Month | -20.2% | -37.12% |
| Best Year | 167.53% | 1067.27% |
| Worst Year | -34.82% | -73.42% |
| Avg. Up Day | 0.97% | 2.77% |
| Avg. Down Day | -0.75% | -2.42% |
| Avg. Up Week | 2.83% | 8.19% |
| Avg. Down Week | -1.73% | -6.4% |
| Avg. Up Month | 8.14% | 23.79% |
| Avg. Down Month | -4.7% | -13.51% |
| Win Days % | 50.04% | 51.05% |
| Win Month % | 66.32% | 54.64% |
| Win Week % | 54.61% | 54.19% |
| Win Quarter % | 66.67% | 54.55% |
| Win Year % | 66.67% | 66.67% |