| Metric | configs/btc_100/build_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 89.0% | 100.0% |
| Cumulative Return | -21.65% | 34.37% |
| Max Drawdown | -52.12% | -28.38% |
| Sharpe | -0.04 | 0.45 |
| Sortino | -0.05 | 0.66 |
| Payoff Ratio | 1.41 | 1.11 |
| Profit Factor | 0.97 | 1.07 |
| Common Sense Ratio | 1.18 | 1.01 |
| CPC Index | 0.67 | 0.61 |
| Tail Ratio | 1.21 | 0.94 |
| Outlier Win Ratio | 13.14 | 3.15 |
| Outlier Loss Ratio | 8.97 | 2.68 |
| Volatility (ann.) | 27.9% | 25.93% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.46 | 1.41 |
| Skew | -29.33 | 0.16 |
| Kurtosis | 992.16 | 6.42 |
| Expected Daily % | -0.02% | 0.02% |
| Expected Monthly % | -2.01% | 2.49% |
| Expected Yearly % | -11.49% | 15.92% |
| Kelly Criterion | 12.5% | 7.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.41% | -2.2% |
| Expected Shortfall (cVaR) | -2.41% | -2.2% |
| Year | BTCUSD | configs/btc_100/build_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 59.90 | 1.21 | + |
| 2025 | -10.11 | -51.00 | 5.05 | - |
| Metric | configs/btc_100/build_fwd_ | BTCUSD |
|---|---|---|
| MTD | 0.09% | 1.68% |
| 3M | -50.97% | -9.4% |
| 6M | -31.88% | 27.92% |
| YTD | -51.0% | -10.11% |
| 1Y | -21.65% | 34.37% |
| 3Y (ann.) | -24.23% | 39.93% |
| 5Y (ann.) | -24.23% | 39.93% |
| Metric | configs/btc_100/build_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -52.12% | -28.38% |
| Longest DD Days | 105.0 | 144.0 |
| Avg. Drawdown | -1.9% | -4.96% |
| Avg. Drawdown Days | 6.0 | 12.0 |
| Recovery Factor | -0.42 | 1.21 |
| Ulcer Index | 1.02 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-04-01 | -52.12 | 105 |
| 2024-05-21 | 2024-07-15 | -5.89 | 55 |
| 2024-11-13 | 2024-11-19 | -3.77 | 5 |
| 2024-08-09 | 2024-09-19 | -3.30 | 41 |
| 2024-07-22 | 2024-08-08 | -3.17 | 17 |
| 2024-10-30 | 2024-11-06 | -1.99 | 7 |
| 2024-10-21 | 2024-10-29 | -1.98 | 8 |
| 2024-11-22 | 2024-12-11 | -1.78 | 18 |
| 2024-07-17 | 2024-07-19 | -1.67 | 2 |
| 2024-11-12 | 2024-11-13 | -1.19 | 1 |
| Metric | configs/btc_100/build_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 7.37% | 9.33% |
| Worst Day | -49.03% | -9.32% |
| Best Week | 16.07% | 18.93% |
| Worst Week | -49.48% | -12.33% |
| Best Month | 32.8% | 37.42% |
| Worst Month | -49.55% | -17.69% |
| Best Year | 59.9% | 49.48% |
| Worst Year | -51.0% | -10.11% |
| Avg. Up Day | 0.26% | 0.99% |
| Avg. Down Day | -0.19% | -0.89% |
| Avg. Up Week | 2.87% | 6.03% |
| Avg. Down Week | -3.39% | -4.56% |
| Avg. Up Month | 8.27% | 11.41% |
| Avg. Down Month | -25.72% | -9.89% |
| Win Days % | 48.82% | 51.48% |
| Win Month % | 75.0% | 58.33% |
| Win Week % | 52.08% | 52.08% |
| Win Quarter % | 80.0% | 80.0% |
| Win Year % | 50.0% | 50.0% |