| Metric | configs/btc_100/build.uniq_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 175.11% | 275.5% |
| Max Drawdown | -7.2% | -35.53% |
| Sharpe | 2.91 | 1.23 |
| Sortino | 6.18 | 1.9 |
| Payoff Ratio | 1.93 | 1.3 |
| Profit Factor | 1.78 | 1.21 |
| Common Sense Ratio | 3.17 | 1.46 |
| CPC Index | 1.72 | 0.78 |
| Tail Ratio | 1.78 | 1.21 |
| Outlier Win Ratio | 12.63 | 3.03 |
| Outlier Loss Ratio | 13.93 | 2.35 |
| Volatility (ann.) | 13.23% | 50.35% |
| R^2 | 0.24 | 0.24 |
| Calmar | 6.35 | 1.79 |
| Skew | 2.4 | 0.27 |
| Kurtosis | 15.13 | 3.58 |
| Expected Daily % | 0.1% | 0.13% |
| Expected Monthly % | 3.11% | 4.09% |
| Expected Yearly % | 28.79% | 39.2% |
| Kelly Criterion | 24.16% | 10.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.03% | -4.17% |
| Expected Shortfall (cVaR) | -1.03% | -4.17% |
| Year | BTCUSD | configs/btc_100/build.uniq_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -28.83 | -0.53 | 0.02 | + |
| 2023 | 155.54 | 53.21 | 0.34 | - |
| 2024 | 121.00 | 81.08 | 0.67 | - |
| 2025 | -6.57 | -0.31 | 0.05 | + |
| Metric | configs/btc_100/build.uniq_ | BTCUSD |
|---|---|---|
| MTD | 2.5% | 3.46% |
| 3M | -0.5% | -11.54% |
| 6M | 31.85% | 35.7% |
| YTD | -0.31% | -6.57% |
| 1Y | 55.05% | 24.6% |
| 3Y (ann.) | 45.72% | 63.6% |
| 5Y (ann.) | 45.72% | 63.6% |
| Metric | configs/btc_100/build.uniq_ | BTCUSD |
|---|---|---|
| Max Drawdown | -7.2% | -35.53% |
| Longest DD Days | 156.0 | 231.0 |
| Avg. Drawdown | -1.17% | -6.49% |
| Avg. Drawdown Days | 14.0 | 21.0 |
| Recovery Factor | 24.31 | 7.75 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-10 | 2023-01-13 | -7.20 | 156 |
| 2024-01-09 | 2024-02-15 | -6.29 | 37 |
| 2023-06-26 | 2023-10-23 | -5.45 | 119 |
| 2024-05-22 | 2024-07-17 | -4.97 | 56 |
| 2023-04-15 | 2023-06-21 | -4.65 | 67 |
| 2024-12-18 | 2025-03-27 | -4.40 | 99 |
| 2024-03-14 | 2024-03-25 | -3.36 | 11 |
| 2024-08-25 | 2024-09-19 | -2.85 | 25 |
| 2022-07-21 | 2022-07-28 | -2.43 | 7 |
| 2024-07-23 | 2024-08-08 | -2.37 | 16 |
| Metric | configs/btc_100/build.uniq_ | BTCUSD |
|---|---|---|
| Best Day | 6.15% | 11.89% |
| Worst Day | -3.27% | -14.33% |
| Best Week | 11.75% | 35.75% |
| Worst Week | -3.45% | -19.4% |
| Best Month | 26.93% | 43.77% |
| Worst Month | -4.3% | -17.69% |
| Best Year | 81.08% | 155.54% |
| Worst Year | -0.53% | -28.83% |
| Avg. Up Day | 0.54% | 2.34% |
| Avg. Down Day | -0.28% | -1.79% |
| Avg. Up Week | 2.35% | 6.91% |
| Avg. Down Week | -0.84% | -4.05% |
| Avg. Up Month | 6.81% | 14.8% |
| Avg. Down Month | -1.84% | -10.06% |
| Win Days % | 50.05% | 49.39% |
| Win Month % | 66.67% | 63.64% |
| Win Week % | 54.86% | 51.39% |
| Win Quarter % | 72.73% | 54.55% |
| Win Year % | 50.0% | 50.0% |