| Metric | configs/btc_100/build.uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 95.0% | 100.0% |
| Cumulative Return | 45.93% | 24.57% |
| Max Drawdown | -4.57% | -26.18% |
| Sharpe | 3.06 | 0.72 |
| Sortino | 7.05 | 1.11 |
| Payoff Ratio | 1.94 | 1.19 |
| Profit Factor | 1.84 | 1.11 |
| Common Sense Ratio | 3.34 | 1.21 |
| CPC Index | 1.75 | 0.65 |
| Tail Ratio | 1.81 | 1.09 |
| Outlier Win Ratio | 11.81 | 2.83 |
| Outlier Loss Ratio | 13.22 | 2.07 |
| Volatility (ann.) | 13.6% | 50.42% |
| R^2 | 0.19 | 0.19 |
| Calmar | 11.02 | 1.02 |
| Skew | 3.12 | 0.56 |
| Kurtosis | 20.84 | 2.45 |
| Expected Daily % | 0.11% | 0.06% |
| Expected Monthly % | 3.2% | 1.85% |
| Expected Yearly % | 20.8% | 11.61% |
| Kelly Criterion | 22.75% | 7.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -4.24% |
| Expected Shortfall (cVaR) | -1.06% | -4.24% |
| Year | BTCUSD | configs/btc_100/build.uniq_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 48.95 | 1.01 | + |
| 2025 | -16.05 | -2.03 | 0.13 | + |
| Metric | configs/btc_100/build.uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.45% | -5.04% |
| 3M | -2.79% | -20.14% |
| 6M | 28.45% | 26.22% |
| YTD | -2.03% | -16.05% |
| 1Y | 45.93% | 24.57% |
| 3Y (ann.) | 50.4% | 26.77% |
| 5Y (ann.) | 50.4% | 26.77% |
| Metric | configs/btc_100/build.uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -4.57% | -26.18% |
| Longest DD Days | 73.0 | 161.0 |
| Avg. Drawdown | -1.06% | -6.89% |
| Avg. Drawdown Days | 12.0 | 22.0 |
| Recovery Factor | 10.04 | 0.94 |
| Ulcer Index | 0.97 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-22 | 2024-07-17 | -4.57 | 56 |
| 2025-01-23 | 2025-04-06 | -3.47 | 73 |
| 2024-08-25 | 2024-09-19 | -3.20 | 25 |
| 2024-12-18 | 2025-01-22 | -2.91 | 35 |
| 2024-07-23 | 2024-07-28 | -2.51 | 5 |
| 2024-10-22 | 2024-11-06 | -1.18 | 15 |
| 2024-07-29 | 2024-08-08 | -1.00 | 10 |
| 2024-11-23 | 2024-12-05 | -0.90 | 12 |
| 2024-08-10 | 2024-08-24 | -0.86 | 14 |
| 2024-12-06 | 2024-12-12 | -0.72 | 6 |
| Metric | configs/btc_100/build.uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 6.21% | 11.89% |
| Worst Day | -2.01% | -8.6% |
| Best Week | 11.3% | 18.93% |
| Worst Week | -2.3% | -12.33% |
| Best Month | 26.73% | 37.42% |
| Worst Month | -1.63% | -17.69% |
| Best Year | 48.95% | 48.38% |
| Worst Year | -2.03% | -16.05% |
| Avg. Up Day | 0.56% | 2.35% |
| Avg. Down Day | -0.29% | -1.97% |
| Avg. Up Week | 2.65% | 6.62% |
| Avg. Down Week | -0.88% | -4.59% |
| Avg. Up Month | 8.54% | 13.2% |
| Avg. Down Month | -1.14% | -9.95% |
| Win Days % | 49.07% | 49.41% |
| Win Month % | 66.67% | 50.0% |
| Win Week % | 53.06% | 50.0% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |