| Metric | configs/btc_100/build_ | BTCUSD |
|---|---|---|
| Time in Market | 90.0% | 100.0% |
| Cumulative Return | 44.44% | 97.23% |
| Max Drawdown | -52.12% | -67.18% |
| Sharpe | 0.29 | 0.34 |
| Sortino | 0.32 | 0.49 |
| Payoff Ratio | 1.25 | 1.11 |
| Profit Factor | 1.13 | 1.06 |
| Common Sense Ratio | 1.36 | 1.03 |
| CPC Index | 0.69 | 0.6 |
| Tail Ratio | 1.2 | 0.98 |
| Outlier Win Ratio | 14.39 | 3.37 |
| Outlier Loss Ratio | 12.57 | 3.1 |
| Volatility (ann.) | 16.85% | 26.55% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.24 | 0.36 |
| Skew | -37.45 | 0.16 |
| Kurtosis | 2103.92 | 6.31 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.95% | 1.76% |
| Expected Yearly % | 9.63% | 18.51% |
| Kelly Criterion | 8.26% | 7.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -2.26% |
| Expected Shortfall (cVaR) | -1.44% | -2.26% |
| Year | BTCUSD | configs/btc_100/build_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | -14.49 | 0.24 | + |
| 2023 | 155.54 | 78.74 | 0.51 | - |
| 2024 | 121.00 | 92.87 | 0.77 | - |
| 2025 | -10.11 | -51.00 | 5.05 | - |
| Metric | configs/btc_100/build_ | BTCUSD |
|---|---|---|
| MTD | 0.09% | 1.68% |
| 3M | -50.97% | -9.4% |
| 6M | -31.88% | 27.92% |
| YTD | -51.0% | -10.11% |
| 1Y | -18.66% | 17.72% |
| 3Y (ann.) | 11.6% | 22.58% |
| 5Y (ann.) | 12.48% | 24.27% |
| Metric | configs/btc_100/build_ | BTCUSD |
|---|---|---|
| Max Drawdown | -52.12% | -67.18% |
| Longest DD Days | 376.0 | 683.0 |
| Avg. Drawdown | -1.8% | -7.1% |
| Avg. Drawdown Days | 11.0 | 37.0 |
| Recovery Factor | 0.85 | 1.45 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-04-01 | -52.12 | 105 |
| 2022-03-02 | 2023-03-13 | -23.96 | 376 |
| 2024-01-09 | 2024-03-03 | -8.54 | 54 |
| 2023-06-23 | 2023-10-23 | -6.43 | 121 |
| 2024-03-11 | 2024-04-19 | -6.09 | 38 |
| 2024-05-21 | 2024-07-15 | -6.03 | 55 |
| 2024-03-05 | 2024-03-08 | -5.21 | 3 |
| 2023-04-14 | 2023-06-20 | -4.80 | 66 |
| 2024-11-13 | 2024-11-19 | -3.77 | 5 |
| 2024-08-09 | 2024-09-19 | -3.30 | 41 |
| Metric | configs/btc_100/build_ | BTCUSD |
|---|---|---|
| Best Day | 7.37% | 9.33% |
| Worst Day | -49.03% | -9.32% |
| Best Week | 16.07% | 35.75% |
| Worst Week | -49.48% | -29.64% |
| Best Month | 32.8% | 43.77% |
| Worst Month | -49.55% | -37.12% |
| Best Year | 92.87% | 155.54% |
| Worst Year | -51.0% | -61.15% |
| Avg. Up Day | 0.24% | 0.95% |
| Avg. Down Day | -0.19% | -0.85% |
| Avg. Up Week | 2.67% | 6.73% |
| Avg. Down Week | -1.9% | -4.87% |
| Avg. Up Month | 8.18% | 14.88% |
| Avg. Down Month | -7.73% | -13.22% |
| Win Days % | 49.04% | 51.09% |
| Win Month % | 61.54% | 58.97% |
| Win Week % | 52.1% | 48.5% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 50.0% | 50.0% |