| Metric | configs/btc_100/build_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | -2.53% | 30.71% |
| Max Drawdown | -41.83% | -26.06% |
| Sharpe | 0.24 | 0.86 |
| Sortino | 0.26 | 1.26 |
| Payoff Ratio | 1.09 | 1.11 |
| Profit Factor | 1.09 | 1.14 |
| Common Sense Ratio | 1.56 | 1.19 |
| CPC Index | 0.59 | 0.65 |
| Tail Ratio | 1.42 | 1.05 |
| Outlier Win Ratio | 8.09 | 3.0 |
| Outlier Loss Ratio | 6.93 | 2.47 |
| Volatility (ann.) | 46.95% | 50.89% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.07 | 1.39 |
| Skew | -12.9 | -0.17 |
| Kurtosis | 210.52 | 3.01 |
| Expected Daily % | -0.01% | 0.08% |
| Expected Monthly % | -0.23% | 2.46% |
| Expected Yearly % | -1.27% | 14.33% |
| Kelly Criterion | 2.88% | 8.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.01% | -4.26% |
| Expected Shortfall (cVaR) | -4.01% | -4.26% |
| Year | BTCUSD | configs/btc_100/build_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 65.08 | 1.61 | + |
| 2025 | -6.96 | -40.95 | 5.88 | - |
| Metric | configs/btc_100/build_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -38.28% | 7.72% |
| 3M | -41.05% | -12.39% |
| 6M | -15.27% | 34.04% |
| YTD | -40.95% | -6.96% |
| 1Y | -2.53% | 30.71% |
| 3Y (ann.) | -2.91% | 36.25% |
| 5Y (ann.) | -2.91% | 36.25% |
| Metric | configs/btc_100/build_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -41.83% | -26.06% |
| Longest DD Days | 101.0 | 144.0 |
| Avg. Drawdown | -3.54% | -7.98% |
| Avg. Drawdown Days | 14.0 | 29.0 |
| Recovery Factor | -0.06 | 1.18 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-28 | -41.83 | 101 |
| 2024-05-22 | 2024-07-15 | -6.12 | 54 |
| 2024-08-25 | 2024-09-20 | -3.87 | 26 |
| 2024-07-23 | 2024-07-28 | -3.40 | 5 |
| 2024-08-09 | 2024-08-24 | -2.39 | 15 |
| 2024-10-22 | 2024-11-06 | -2.01 | 15 |
| 2024-11-23 | 2024-12-15 | -1.77 | 22 |
| 2024-07-29 | 2024-08-08 | -1.74 | 10 |
| 2024-11-17 | 2024-11-19 | -0.91 | 2 |
| 2024-07-18 | 2024-07-19 | -0.90 | 1 |
| Metric | configs/btc_100/build_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.88% | 9.49% |
| Worst Day | -39.36% | -13.23% |
| Best Week | 16.32% | 15.41% |
| Worst Week | -38.13% | -18.81% |
| Best Month | 37.93% | 34.43% |
| Worst Month | -38.28% | -23.44% |
| Best Year | 65.08% | 40.49% |
| Worst Year | -40.95% | -6.96% |
| Avg. Up Day | 0.88% | 2.04% |
| Avg. Down Day | -0.81% | -1.84% |
| Avg. Up Week | 3.18% | 6.43% |
| Avg. Down Week | -0.98% | -4.82% |
| Avg. Up Month | 13.55% | 16.1% |
| Avg. Down Month | -1.79% | -23.44% |
| Win Days % | 49.36% | 51.9% |
| Win Month % | 63.64% | 63.64% |
| Win Week % | 53.19% | 51.06% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |