| Metric | configs/btc_100/build_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 89.0% | 100.0% |
| Cumulative Return | 14.12% | 39.24% |
| Max Drawdown | -26.92% | -28.38% |
| Sharpe | 0.33 | 0.5 |
| Sortino | 0.37 | 0.72 |
| Payoff Ratio | 1.39 | 1.11 |
| Profit Factor | 1.14 | 1.08 |
| Common Sense Ratio | 1.4 | 1.04 |
| CPC Index | 0.78 | 0.62 |
| Tail Ratio | 1.23 | 0.96 |
| Outlier Win Ratio | 13.65 | 3.15 |
| Outlier Loss Ratio | 10.93 | 2.72 |
| Volatility (ann.) | 15.73% | 26.06% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.61 | 1.64 |
| Skew | -20.34 | 0.16 |
| Kurtosis | 625.89 | 6.37 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.21% | 3.05% |
| Expected Yearly % | 6.83% | 18.0% |
| Kelly Criterion | 12.38% | 7.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -2.21% |
| Expected Shortfall (cVaR) | -1.34% | -2.21% |
| Year | BTCUSD | configs/btc_100/build_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 53.99 | 1.09 | + |
| 2025 | -6.85 | -25.89 | 3.78 | - |
| Metric | configs/btc_100/build_fwd_ | BTCUSD |
|---|---|---|
| MTD | -23.3% | 3.15% |
| 3M | -26.1% | -12.47% |
| 6M | -0.46% | 35.29% |
| YTD | -25.89% | -6.85% |
| 1Y | 14.12% | 39.24% |
| 3Y (ann.) | 16.48% | 46.57% |
| 5Y (ann.) | 16.48% | 46.57% |
| Metric | configs/btc_100/build_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -26.92% | -28.38% |
| Longest DD Days | 65.0 | 144.0 |
| Avg. Drawdown | -1.79% | -4.96% |
| Avg. Drawdown Days | 8.0 | 12.0 |
| Recovery Factor | 0.52 | 1.38 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-03-27 | -26.92 | 65 |
| 2024-05-21 | 2024-07-16 | -5.20 | 56 |
| 2024-12-17 | 2025-01-20 | -4.30 | 34 |
| 2024-11-13 | 2024-11-19 | -3.96 | 5 |
| 2024-08-24 | 2024-09-18 | -3.89 | 25 |
| 2024-07-22 | 2024-08-08 | -3.88 | 17 |
| 2024-10-21 | 2024-11-06 | -2.78 | 16 |
| 2024-07-17 | 2024-07-19 | -1.93 | 2 |
| 2024-11-12 | 2024-11-13 | -1.37 | 1 |
| 2024-05-16 | 2024-05-17 | -1.36 | 1 |
| Metric | configs/btc_100/build_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 6.39% | 9.33% |
| Worst Day | -24.51% | -9.32% |
| Best Week | 14.93% | 18.93% |
| Worst Week | -23.45% | -12.33% |
| Best Month | 31.57% | 37.42% |
| Worst Month | -23.3% | -17.69% |
| Best Year | 53.99% | 49.48% |
| Worst Year | -25.89% | -6.85% |
| Avg. Up Day | 0.27% | 0.99% |
| Avg. Down Day | -0.2% | -0.9% |
| Avg. Up Week | 2.72% | 6.3% |
| Avg. Down Week | -0.87% | -4.71% |
| Avg. Up Month | 9.67% | 13.36% |
| Avg. Down Month | -0.74% | -11.18% |
| Win Days % | 49.07% | 51.5% |
| Win Month % | 54.55% | 63.64% |
| Win Week % | 53.19% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |