| Metric | configs/btc_100/build_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 182.04% | 88.42% |
| Max Drawdown | -23.52% | -66.89% |
| Sharpe | 1.86 | 0.64 |
| Sortino | 3.24 | 0.96 |
| Payoff Ratio | 1.46 | 1.16 |
| Profit Factor | 1.44 | 1.1 |
| Common Sense Ratio | 2.01 | 1.16 |
| CPC Index | 1.04 | 0.66 |
| Tail Ratio | 1.39 | 1.05 |
| Outlier Win Ratio | 10.36 | 3.24 |
| Outlier Loss Ratio | 11.97 | 2.67 |
| Volatility (ann.) | 18.74% | 54.72% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.67 | 0.34 |
| Skew | 1.31 | 0.2 |
| Kurtosis | 12.58 | 3.56 |
| Expected Daily % | 0.09% | 0.06% |
| Expected Monthly % | 2.77% | 1.68% |
| Expected Yearly % | 29.59% | 17.16% |
| Kelly Criterion | 14.59% | 9.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.52% | -4.61% |
| Expected Shortfall (cVaR) | -1.52% | -4.61% |
| Year | BTCUSD | configs/btc_100/build_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.04 | -14.82 | 0.24 | + |
| 2023 | 154.85 | 78.71 | 0.51 | - |
| 2024 | 119.18 | 92.79 | 0.78 | - |
| 2025 | -11.15 | -3.90 | 0.35 | + |
| Metric | configs/btc_100/build_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.85% | 2.87% |
| 3M | -4.06% | -13.04% |
| 6M | 33.52% | 24.54% |
| YTD | -3.9% | -11.15% |
| 1Y | 59.74% | 17.28% |
| 3Y (ann.) | 39.01% | 20.0% |
| 5Y (ann.) | 39.37% | 22.49% |
| Metric | configs/btc_100/build_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -23.52% | -66.89% |
| Longest DD Days | 376.0 | 683.0 |
| Avg. Drawdown | -1.92% | -10.7% |
| Avg. Drawdown Days | 21.0 | 65.0 |
| Recovery Factor | 7.74 | 1.32 |
| Ulcer Index | 1.19 | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-03-13 | -23.52 | 376 |
| 2024-01-09 | 2024-03-04 | -8.39 | 55 |
| 2024-12-17 | 2025-03-31 | -7.24 | 104 |
| 2024-05-22 | 2024-07-15 | -5.78 | 54 |
| 2023-06-26 | 2023-10-23 | -5.43 | 119 |
| 2024-03-13 | 2024-04-09 | -5.38 | 27 |
| 2023-04-15 | 2023-06-20 | -4.38 | 66 |
| 2024-08-25 | 2024-09-19 | -2.74 | 25 |
| 2024-07-23 | 2024-08-08 | -2.49 | 16 |
| 2023-12-10 | 2023-12-14 | -2.34 | 4 |
| Metric | configs/btc_100/build_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.51% | 14.21% |
| Worst Day | -6.49% | -14.67% |
| Best Week | 14.66% | 28.96% |
| Worst Week | -7.7% | -30.92% |
| Best Month | 32.71% | 45.57% |
| Worst Month | -8.21% | -36.86% |
| Best Year | 92.79% | 154.85% |
| Worst Year | -14.82% | -62.04% |
| Avg. Up Day | 0.67% | 2.17% |
| Avg. Down Day | -0.46% | -1.87% |
| Avg. Up Week | 2.47% | 6.27% |
| Avg. Down Week | -1.23% | -5.1% |
| Avg. Up Month | 8.78% | 16.6% |
| Avg. Down Month | -3.47% | -13.93% |
| Win Days % | 49.29% | 51.32% |
| Win Month % | 60.53% | 55.26% |
| Win Week % | 53.29% | 52.69% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 50.0% | 50.0% |