| Metric | configs/btc_100/build_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | 50.27% | 24.83% |
| Max Drawdown | -7.24% | -26.06% |
| Sharpe | 2.62 | 0.75 |
| Sortino | 5.47 | 1.1 |
| Payoff Ratio | 1.89 | 1.11 |
| Profit Factor | 1.68 | 1.12 |
| Common Sense Ratio | 2.11 | 1.17 |
| CPC Index | 1.57 | 0.64 |
| Tail Ratio | 1.25 | 1.05 |
| Outlier Win Ratio | 8.54 | 2.87 |
| Outlier Loss Ratio | 11.21 | 2.35 |
| Volatility (ann.) | 18.39% | 50.76% |
| R^2 | 0.17 | 0.17 |
| Calmar | 8.2 | 1.11 |
| Skew | 2.62 | -0.16 |
| Kurtosis | 16.43 | 3.02 |
| Expected Daily % | 0.13% | 0.07% |
| Expected Monthly % | 3.77% | 2.04% |
| Expected Yearly % | 22.59% | 11.73% |
| Kelly Criterion | 22.39% | 7.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -4.27% |
| Expected Shortfall (cVaR) | -1.45% | -4.27% |
| Year | BTCUSD | configs/btc_100/build_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 56.37 | 1.39 | + |
| 2025 | -11.15 | -3.90 | 0.35 | + |
| Metric | configs/btc_100/build_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.85% | 2.87% |
| 3M | -4.06% | -13.04% |
| 6M | 33.52% | 24.54% |
| YTD | -3.9% | -11.15% |
| 1Y | 50.27% | 24.83% |
| 3Y (ann.) | 59.36% | 28.89% |
| 5Y (ann.) | 59.36% | 28.89% |
| Metric | configs/btc_100/build_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -7.24% | -26.06% |
| Longest DD Days | 104.0 | 144.0 |
| Avg. Drawdown | -1.35% | -7.98% |
| Avg. Drawdown Days | 13.0 | 30.0 |
| Recovery Factor | 6.95 | 0.95 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-31 | -7.24 | 104 |
| 2024-05-22 | 2024-07-15 | -5.70 | 54 |
| 2024-08-25 | 2024-09-19 | -2.74 | 25 |
| 2024-07-23 | 2024-08-08 | -2.49 | 16 |
| 2024-08-10 | 2024-08-24 | -2.18 | 14 |
| 2024-11-23 | 2024-12-11 | -1.77 | 18 |
| 2024-10-30 | 2024-11-06 | -1.57 | 7 |
| 2024-10-22 | 2024-10-29 | -1.16 | 7 |
| 2024-11-17 | 2024-11-19 | -0.77 | 2 |
| 2024-07-18 | 2024-07-19 | -0.65 | 1 |
| Metric | configs/btc_100/build_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.51% | 9.49% |
| Worst Day | -3.46% | -13.23% |
| Best Week | 14.66% | 15.41% |
| Worst Week | -2.32% | -18.81% |
| Best Month | 32.71% | 34.43% |
| Worst Month | -2.06% | -23.44% |
| Best Year | 56.37% | 40.49% |
| Worst Year | -3.9% | -11.15% |
| Avg. Up Day | 0.76% | 2.07% |
| Avg. Down Day | -0.4% | -1.87% |
| Avg. Up Week | 2.83% | 6.21% |
| Avg. Down Week | -1.0% | -4.68% |
| Avg. Up Month | 11.91% | 16.1% |
| Avg. Down Month | -2.06% | -23.44% |
| Win Days % | 49.21% | 51.41% |
| Win Month % | 63.64% | 63.64% |
| Win Week % | 54.17% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |