| Metric | configs/btc_100/build_ | BTCUSD |
|---|---|---|
| Time in Market | 90.0% | 100.0% |
| Cumulative Return | 149.4% | 105.25% |
| Max Drawdown | -28.24% | -67.18% |
| Sharpe | 0.73 | 0.35 |
| Sortino | 0.91 | 0.51 |
| Payoff Ratio | 1.3 | 1.11 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 1.52 | 1.03 |
| CPC Index | 0.79 | 0.6 |
| Tail Ratio | 1.22 | 0.98 |
| Outlier Win Ratio | 14.7 | 3.37 |
| Outlier Loss Ratio | 13.69 | 3.04 |
| Volatility (ann.) | 11.03% | 26.59% |
| R^2 | 0.22 | 0.22 |
| Calmar | 1.21 | 0.39 |
| Skew | -19.04 | 0.16 |
| Kurtosis | 900.25 | 6.29 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.43% | 1.91% |
| Expected Yearly % | 25.67% | 19.69% |
| Kelly Criterion | 9.76% | 6.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.26% |
| Expected Shortfall (cVaR) | -0.93% | -2.26% |
| Year | BTCUSD | configs/btc_100/build_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 10.59 | -0.17 | + |
| 2023 | 155.54 | 59.96 | 0.39 | - |
| 2024 | 121.00 | 91.63 | 0.76 | - |
| 2025 | -6.45 | -26.43 | 4.10 | - |
| Metric | configs/btc_100/build_ | BTCUSD |
|---|---|---|
| MTD | -24.45% | 3.6% |
| 3M | -26.63% | -11.42% |
| 6M | -0.6% | 35.88% |
| YTD | -26.43% | -6.45% |
| 1Y | 17.54% | 24.76% |
| 3Y (ann.) | 33.9% | 25.14% |
| 5Y (ann.) | 34.13% | 25.99% |
| Metric | configs/btc_100/build_ | BTCUSD |
|---|---|---|
| Max Drawdown | -28.24% | -67.18% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -1.54% | -7.1% |
| Avg. Drawdown Days | 9.0 | 37.0 |
| Recovery Factor | 5.29 | 1.57 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-03-27 | -28.24 | 65 |
| 2022-09-13 | 2023-01-12 | -10.04 | 121 |
| 2022-05-31 | 2022-07-28 | -9.87 | 57 |
| 2023-06-23 | 2023-10-23 | -7.95 | 122 |
| 2024-01-11 | 2024-02-12 | -7.31 | 32 |
| 2023-03-22 | 2023-06-20 | -6.77 | 90 |
| 2024-05-21 | 2024-07-16 | -5.57 | 56 |
| 2024-12-17 | 2025-01-20 | -5.11 | 34 |
| 2024-03-05 | 2024-03-08 | -4.76 | 3 |
| 2023-12-09 | 2024-01-08 | -4.49 | 29 |
| Metric | configs/btc_100/build_ | BTCUSD |
|---|---|---|
| Best Day | 6.64% | 9.33% |
| Worst Day | -25.88% | -9.32% |
| Best Week | 15.08% | 35.75% |
| Worst Week | -24.6% | -29.64% |
| Best Month | 31.71% | 43.77% |
| Worst Month | -24.45% | -37.12% |
| Best Year | 91.63% | 155.54% |
| Worst Year | -26.43% | -61.15% |
| Avg. Up Day | 0.26% | 0.95% |
| Avg. Down Day | -0.2% | -0.86% |
| Avg. Up Week | 2.67% | 6.87% |
| Avg. Down Week | -0.97% | -4.76% |
| Avg. Up Month | 7.92% | 15.08% |
| Avg. Down Month | -2.53% | -12.23% |
| Win Days % | 49.05% | 51.1% |
| Win Month % | 65.79% | 60.53% |
| Win Week % | 53.61% | 48.8% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |