| Metric | configs/btc_100/build_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | 48.05% | 33.03% |
| Max Drawdown | -5.03% | -26.06% |
| Sharpe | 2.93 | 0.9 |
| Sortino | 6.6 | 1.32 |
| Payoff Ratio | 1.87 | 1.06 |
| Profit Factor | 1.86 | 1.14 |
| Common Sense Ratio | 3.64 | 1.2 |
| CPC Index | 1.74 | 0.63 |
| Tail Ratio | 1.96 | 1.05 |
| Outlier Win Ratio | 9.55 | 2.68 |
| Outlier Loss Ratio | 14.08 | 2.28 |
| Volatility (ann.) | 15.97% | 51.02% |
| R^2 | 0.31 | 0.31 |
| Calmar | 11.48 | 1.51 |
| Skew | 2.98 | -0.18 |
| Kurtosis | 19.25 | 2.99 |
| Expected Daily % | 0.12% | 0.09% |
| Expected Monthly % | 3.63% | 2.63% |
| Expected Yearly % | 21.68% | 15.34% |
| Kelly Criterion | 23.2% | 7.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -4.27% |
| Expected Shortfall (cVaR) | -1.25% | -4.27% |
| Year | BTCUSD | configs/btc_100/build_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 49.27 | 1.22 | + |
| 2025 | -5.31 | -0.82 | 0.15 | + |
| Metric | configs/btc_100/build_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 2.78% | 9.63% |
| 3M | -0.85% | -8.34% |
| 6M | 33.79% | 37.33% |
| YTD | -0.82% | -5.31% |
| 1Y | 48.05% | 33.03% |
| 3Y (ann.) | 57.8% | 39.34% |
| 5Y (ann.) | 57.8% | 39.34% |
| Metric | configs/btc_100/build_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -5.03% | -26.06% |
| Longest DD Days | 98.0 | 144.0 |
| Avg. Drawdown | -1.23% | -7.98% |
| Avg. Drawdown Days | 13.0 | 29.0 |
| Recovery Factor | 9.55 | 1.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-22 | 2024-07-17 | -5.03 | 56 |
| 2024-12-18 | 2025-03-26 | -4.62 | 98 |
| 2024-08-25 | 2024-09-19 | -3.78 | 25 |
| 2024-07-23 | 2024-07-28 | -3.17 | 5 |
| 2024-10-22 | 2024-11-06 | -1.73 | 15 |
| 2024-08-10 | 2024-08-24 | -0.89 | 14 |
| 2024-07-18 | 2024-07-20 | -0.85 | 2 |
| 2024-09-21 | 2024-09-25 | -0.84 | 4 |
| 2024-11-23 | 2024-12-13 | -0.79 | 20 |
| 2024-11-13 | 2024-11-14 | -0.79 | 1 |
| Metric | configs/btc_100/build_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 6.73% | 9.49% |
| Worst Day | -2.65% | -13.23% |
| Best Week | 12.89% | 15.41% |
| Worst Week | -2.47% | -18.81% |
| Best Month | 31.45% | 34.43% |
| Worst Month | -2.31% | -23.44% |
| Best Year | 49.27% | 40.49% |
| Worst Year | -0.82% | -5.31% |
| Avg. Up Day | 0.66% | 2.1% |
| Avg. Down Day | -0.35% | -1.98% |
| Avg. Up Week | 2.57% | 6.3% |
| Avg. Down Week | -0.79% | -4.56% |
| Avg. Up Month | 9.68% | 14.81% |
| Avg. Down Month | -1.21% | -17.37% |
| Win Days % | 50.0% | 52.23% |
| Win Month % | 63.64% | 63.64% |
| Win Week % | 55.32% | 51.06% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |