| Metric | tmp/f.old/configs_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 94.0% | 100.0% |
| Cumulative Return | 229.42% | 91.3% |
| Max Drawdown | -28.8% | -66.89% |
| Sharpe | 1.71 | 0.65 |
| Sortino | 2.85 | 0.97 |
| Payoff Ratio | 1.42 | 1.24 |
| Profit Factor | 1.4 | 1.1 |
| Common Sense Ratio | 1.78 | 1.16 |
| CPC Index | 0.97 | 0.7 |
| Tail Ratio | 1.27 | 1.05 |
| Outlier Win Ratio | 9.38 | 3.52 |
| Outlier Loss Ratio | 9.61 | 2.96 |
| Volatility (ann.) | 23.85% | 54.59% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.6 | 0.34 |
| Skew | 0.85 | 0.2 |
| Kurtosis | 10.98 | 3.59 |
| Expected Daily % | 0.1% | 0.06% |
| Expected Monthly % | 3.1% | 1.68% |
| Expected Yearly % | 34.72% | 17.61% |
| Kelly Criterion | 13.12% | 11.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.94% | -4.6% |
| Expected Shortfall (cVaR) | -1.94% | -4.6% |
| Year | BTCUSD | tmp/f.old/configs_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.04 | -15.41 | 0.25 | + |
| 2023 | 154.85 | 88.34 | 0.57 | - |
| 2024 | 119.18 | 124.72 | 1.05 | + |
| 2025 | -9.79 | -7.99 | 0.82 | + |
| Metric | tmp/f.old/configs_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.08% | 1.53% |
| 3M | -8.0% | -13.72% |
| 6M | 53.18% | 36.25% |
| YTD | -7.99% | -9.79% |
| 1Y | 84.88% | 24.63% |
| 3Y (ann.) | 47.96% | 21.3% |
| 5Y (ann.) | 46.19% | 22.95% |
| Metric | tmp/f.old/configs_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -28.8% | -66.89% |
| Longest DD Days | 355.0 | 683.0 |
| Avg. Drawdown | -3.58% | -10.7% |
| Avg. Drawdown Days | 31.0 | 65.0 |
| Recovery Factor | 7.97 | 1.36 |
| Ulcer Index | inf | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-02-20 | -28.80 | 355 |
| 2024-12-03 | 2025-04-06 | -14.68 | 124 |
| 2024-01-11 | 2024-03-04 | -9.71 | 53 |
| 2024-03-13 | 2024-04-22 | -7.50 | 40 |
| 2024-05-22 | 2024-07-15 | -7.49 | 54 |
| 2023-07-20 | 2023-10-23 | -6.66 | 95 |
| 2023-04-15 | 2023-06-21 | -5.67 | 67 |
| 2024-08-09 | 2024-10-14 | -4.40 | 66 |
| 2022-02-16 | 2022-02-28 | -2.94 | 12 |
| 2024-11-23 | 2024-11-29 | -2.93 | 6 |
| Metric | tmp/f.old/configs_daily_ | BTCUSD |
|---|---|---|
| Best Day | 8.56% | 14.21% |
| Worst Day | -9.39% | -14.67% |
| Best Week | 20.02% | 28.96% |
| Worst Week | -12.7% | -30.92% |
| Best Month | 56.27% | 45.57% |
| Worst Month | -11.66% | -36.86% |
| Best Year | 124.72% | 154.85% |
| Worst Year | -15.41% | -62.04% |
| Avg. Up Day | 0.9% | 2.29% |
| Avg. Down Day | -0.63% | -1.85% |
| Avg. Up Week | 3.12% | 6.57% |
| Avg. Down Week | -1.43% | -5.17% |
| Avg. Up Month | 10.35% | 16.6% |
| Avg. Down Month | -4.15% | -14.54% |
| Win Days % | 48.98% | 51.31% |
| Win Month % | 64.1% | 56.41% |
| Win Week % | 51.5% | 52.98% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 50.0% | 50.0% |