| Metric | configs/btc_100/build_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | 237.25% | 100.8% |
| Max Drawdown | -9.74% | -66.89% |
| Sharpe | 2.47 | 0.68 |
| Sortino | 4.82 | 1.02 |
| Payoff Ratio | 1.63 | 1.12 |
| Profit Factor | 1.67 | 1.11 |
| Common Sense Ratio | 2.91 | 1.16 |
| CPC Index | 1.36 | 0.64 |
| Tail Ratio | 1.74 | 1.05 |
| Outlier Win Ratio | 11.13 | 3.02 |
| Outlier Loss Ratio | 14.16 | 2.46 |
| Volatility (ann.) | 16.38% | 54.8% |
| R^2 | 0.37 | 0.37 |
| Calmar | 4.91 | 0.38 |
| Skew | 2.04 | 0.2 |
| Kurtosis | 15.39 | 3.55 |
| Expected Daily % | 0.11% | 0.06% |
| Expected Monthly % | 3.25% | 1.85% |
| Expected Yearly % | 35.51% | 19.04% |
| Kelly Criterion | 19.01% | 8.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -4.62% |
| Expected Shortfall (cVaR) | -1.3% | -4.62% |
| Year | BTCUSD | configs/btc_100/build_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.04 | 10.19 | -0.16 | + |
| 2023 | 154.85 | 59.92 | 0.39 | - |
| 2024 | 119.18 | 91.51 | 0.77 | - |
| 2025 | -5.31 | -0.07 | 0.01 | + |
| Metric | configs/btc_100/build_daily_ | BTCUSD |
|---|---|---|
| MTD | 2.78% | 9.63% |
| 3M | -0.11% | -8.34% |
| 6M | 35.61% | 37.33% |
| YTD | -0.07% | -5.31% |
| 1Y | 60.09% | 29.94% |
| 3Y (ann.) | 48.5% | 25.65% |
| 5Y (ann.) | 47.84% | 25.13% |
| Metric | configs/btc_100/build_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -9.74% | -66.89% |
| Longest DD Days | 121.0 | 683.0 |
| Avg. Drawdown | -1.59% | -10.7% |
| Avg. Drawdown Days | 16.0 | 65.0 |
| Recovery Factor | 24.36 | 1.51 |
| Ulcer Index | 1.0 | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-14 | 2023-01-13 | -9.74 | 121 |
| 2022-06-02 | 2022-07-28 | -8.87 | 56 |
| 2023-06-26 | 2023-10-24 | -6.84 | 120 |
| 2024-01-09 | 2024-02-13 | -6.74 | 35 |
| 2023-04-15 | 2023-06-21 | -5.70 | 67 |
| 2024-05-22 | 2024-07-17 | -5.23 | 56 |
| 2024-12-17 | 2025-03-26 | -3.99 | 99 |
| 2024-08-25 | 2024-09-19 | -3.85 | 25 |
| 2022-03-03 | 2022-03-26 | -3.70 | 23 |
| 2023-12-10 | 2024-01-08 | -3.56 | 29 |
| Metric | configs/btc_100/build_daily_ | BTCUSD |
|---|---|---|
| Best Day | 6.89% | 14.21% |
| Worst Day | -5.08% | -14.67% |
| Best Week | 13.06% | 28.96% |
| Worst Week | -4.6% | -30.92% |
| Best Month | 31.58% | 45.57% |
| Worst Month | -6.75% | -36.86% |
| Best Year | 91.51% | 154.85% |
| Worst Year | -0.07% | -62.04% |
| Avg. Up Day | 0.65% | 2.2% |
| Avg. Down Day | -0.4% | -1.97% |
| Avg. Up Week | 2.43% | 6.29% |
| Avg. Down Week | -0.93% | -4.8% |
| Avg. Up Month | 8.17% | 16.65% |
| Avg. Down Month | -2.1% | -13.06% |
| Win Days % | 49.82% | 51.54% |
| Win Month % | 63.16% | 55.26% |
| Win Week % | 53.01% | 53.01% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |