| Metric | configs/btc_100/build.s.no37.mod_ | BTCUSD |
|---|---|---|
| Time in Market | 90.0% | 100.0% |
| Cumulative Return | 154.23% | 92.14% |
| Max Drawdown | -20.49% | -67.18% |
| Sharpe | 0.83 | 0.33 |
| Sortino | 1.16 | 0.48 |
| Payoff Ratio | 1.28 | 1.1 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.55 | 1.03 |
| CPC Index | 0.78 | 0.6 |
| Tail Ratio | 1.25 | 0.98 |
| Outlier Win Ratio | 14.37 | 3.37 |
| Outlier Loss Ratio | 13.76 | 3.09 |
| Volatility (ann.) | 9.63% | 26.56% |
| R^2 | 0.33 | 0.33 |
| Calmar | 1.7 | 0.35 |
| Skew | -6.28 | 0.16 |
| Kurtosis | 257.2 | 6.32 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.42% | 1.69% |
| Expected Yearly % | 26.27% | 17.73% |
| Kelly Criterion | 8.92% | 6.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.26% |
| Expected Shortfall (cVaR) | -0.81% | -2.26% |
| Year | BTCUSD | configs/btc_100/build.s.no37.mod_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 9.28 | -0.15 | + |
| 2023 | 155.54 | 50.54 | 0.32 | - |
| 2024 | 121.00 | 89.74 | 0.74 | - |
| 2025 | -11.10 | -18.55 | 1.67 | - |
| Metric | configs/btc_100/build.s.no37.mod_ | BTCUSD |
|---|---|---|
| MTD | -0.0% | 0.55% |
| 3M | -18.58% | -11.3% |
| 6M | 7.84% | 26.51% |
| YTD | -18.55% | -11.1% |
| 1Y | 26.5% | 16.41% |
| 3Y (ann.) | 33.78% | 22.12% |
| 5Y (ann.) | 34.89% | 23.3% |
| Metric | configs/btc_100/build.s.no37.mod_ | BTCUSD |
|---|---|---|
| Max Drawdown | -20.49% | -67.18% |
| Longest DD Days | 156.0 | 683.0 |
| Avg. Drawdown | -1.46% | -7.49% |
| Avg. Drawdown Days | 9.0 | 37.0 |
| Recovery Factor | 7.53 | 1.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-04-01 | -20.49 | 70 |
| 2022-05-31 | 2022-07-28 | -10.99 | 57 |
| 2022-08-08 | 2023-01-12 | -10.84 | 156 |
| 2023-06-23 | 2023-10-23 | -8.37 | 122 |
| 2023-03-22 | 2023-06-21 | -7.94 | 90 |
| 2023-12-09 | 2024-02-09 | -6.93 | 62 |
| 2022-03-29 | 2022-05-31 | -5.44 | 63 |
| 2025-01-07 | 2025-01-20 | -5.41 | 13 |
| 2024-05-21 | 2024-07-19 | -5.29 | 59 |
| 2024-03-05 | 2024-03-08 | -4.49 | 3 |
| Metric | configs/btc_100/build.s.no37.mod_ | BTCUSD |
|---|---|---|
| Best Day | 6.17% | 9.33% |
| Worst Day | -16.3% | -9.32% |
| Best Week | 14.04% | 35.75% |
| Worst Week | -17.6% | -29.64% |
| Best Month | 30.2% | 43.77% |
| Worst Month | -16.97% | -37.12% |
| Best Year | 89.74% | 155.54% |
| Worst Year | -18.55% | -61.73% |
| Avg. Up Day | 0.26% | 0.95% |
| Avg. Down Day | -0.21% | -0.86% |
| Avg. Up Week | 2.59% | 6.86% |
| Avg. Down Week | -1.22% | -4.95% |
| Avg. Up Month | 8.18% | 15.83% |
| Avg. Down Month | -3.93% | -11.77% |
| Win Days % | 48.81% | 51.08% |
| Win Month % | 58.97% | 58.97% |
| Win Week % | 52.1% | 48.5% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 50.0% |