| Metric | configs/btc_100/build_ | BTCUSD |
|---|---|---|
| Time in Market | 90.0% | 100.0% |
| Cumulative Return | 140.3% | 104.37% |
| Max Drawdown | -26.92% | -67.18% |
| Sharpe | 0.72 | 0.35 |
| Sortino | 0.91 | 0.5 |
| Payoff Ratio | 1.29 | 1.11 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.52 | 1.03 |
| CPC Index | 0.79 | 0.6 |
| Tail Ratio | 1.23 | 0.98 |
| Outlier Win Ratio | 15.01 | 3.35 |
| Outlier Loss Ratio | 13.97 | 3.02 |
| Volatility (ann.) | 10.65% | 26.59% |
| R^2 | 0.22 | 0.22 |
| Calmar | 1.21 | 0.38 |
| Skew | -17.93 | 0.16 |
| Kurtosis | 835.58 | 6.3 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.33% | 1.9% |
| Expected Yearly % | 24.5% | 19.56% |
| Kelly Criterion | 9.49% | 6.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.26% |
| Expected Shortfall (cVaR) | -0.9% | -2.26% |
| Year | BTCUSD | configs/btc_100/build_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 10.82 | -0.18 | + |
| 2023 | 155.54 | 55.11 | 0.35 | - |
| 2024 | 121.00 | 88.63 | 0.73 | - |
| 2025 | -6.85 | -25.89 | 3.78 | - |
| Metric | configs/btc_100/build_ | BTCUSD |
|---|---|---|
| MTD | -23.3% | 3.15% |
| 3M | -26.1% | -12.47% |
| 6M | -0.46% | 35.29% |
| YTD | -25.89% | -6.85% |
| 1Y | 17.66% | 24.22% |
| 3Y (ann.) | 32.22% | 24.96% |
| 5Y (ann.) | 32.54% | 25.82% |
| Metric | configs/btc_100/build_ | BTCUSD |
|---|---|---|
| Max Drawdown | -26.92% | -67.18% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -1.52% | -7.1% |
| Avg. Drawdown Days | 9.0 | 37.0 |
| Recovery Factor | 5.21 | 1.55 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-03-27 | -26.92 | 65 |
| 2022-09-13 | 2023-01-12 | -10.05 | 121 |
| 2022-05-31 | 2022-07-28 | -9.45 | 57 |
| 2023-06-23 | 2023-10-23 | -8.28 | 122 |
| 2024-01-11 | 2024-02-12 | -7.34 | 32 |
| 2023-03-22 | 2023-06-20 | -6.33 | 90 |
| 2024-05-21 | 2024-07-16 | -5.39 | 56 |
| 2024-03-05 | 2024-03-08 | -4.75 | 3 |
| 2023-12-09 | 2024-01-08 | -4.56 | 29 |
| 2024-12-17 | 2025-01-20 | -4.30 | 34 |
| Metric | configs/btc_100/build_ | BTCUSD |
|---|---|---|
| Best Day | 6.39% | 9.33% |
| Worst Day | -24.51% | -9.32% |
| Best Week | 14.93% | 35.75% |
| Worst Week | -23.45% | -29.64% |
| Best Month | 31.57% | 43.77% |
| Worst Month | -23.3% | -37.12% |
| Best Year | 88.63% | 155.54% |
| Worst Year | -25.89% | -61.15% |
| Avg. Up Day | 0.25% | 0.95% |
| Avg. Down Day | -0.19% | -0.86% |
| Avg. Up Week | 2.56% | 6.87% |
| Avg. Down Week | -0.95% | -4.83% |
| Avg. Up Month | 7.68% | 15.08% |
| Avg. Down Month | -2.47% | -12.23% |
| Win Days % | 48.97% | 51.09% |
| Win Month % | 65.79% | 60.53% |
| Win Week % | 54.22% | 48.8% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |