| Metric | configs/btc_100/build_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 89.0% | 100.0% |
| Cumulative Return | -0.35% | 36.44% |
| Max Drawdown | -42.37% | -28.38% |
| Sharpe | 0.15 | 0.47 |
| Sortino | 0.16 | 0.69 |
| Payoff Ratio | 1.04 | 1.12 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 1.35 | 1.03 |
| CPC Index | 0.55 | 0.62 |
| Tail Ratio | 1.25 | 0.96 |
| Outlier Win Ratio | 12.23 | 3.29 |
| Outlier Loss Ratio | 9.06 | 2.78 |
| Volatility (ann.) | 23.46% | 26.03% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.01 | 1.52 |
| Skew | -24.45 | 0.16 |
| Kurtosis | 784.71 | 6.37 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.03% | 2.87% |
| Expected Yearly % | -0.18% | 16.81% |
| Kelly Criterion | -0.02% | 7.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.01% | -2.21% |
| Expected Shortfall (cVaR) | -2.01% | -2.21% |
| Year | BTCUSD | configs/btc_100/build_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 70.35 | 1.42 | + |
| 2025 | -8.72 | -41.50 | 4.76 | - |
| Metric | configs/btc_100/build_fwd_ | BTCUSD |
|---|---|---|
| MTD | -38.88% | 1.08% |
| 3M | -41.57% | -10.93% |
| 6M | -15.39% | 34.98% |
| YTD | -41.5% | -8.72% |
| 1Y | -0.35% | 36.44% |
| 3Y (ann.) | -0.4% | 43.02% |
| 5Y (ann.) | -0.4% | 43.02% |
| Metric | configs/btc_100/build_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -42.37% | -28.38% |
| Longest DD Days | 101.0 | 144.0 |
| Avg. Drawdown | -2.02% | -4.96% |
| Avg. Drawdown Days | 7.0 | 12.0 |
| Recovery Factor | -0.01 | 1.28 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-28 | -42.37 | 101 |
| 2024-05-21 | 2024-07-15 | -6.26 | 55 |
| 2024-11-13 | 2024-11-19 | -4.54 | 5 |
| 2024-07-22 | 2024-08-08 | -4.26 | 17 |
| 2024-08-24 | 2024-09-19 | -4.21 | 26 |
| 2024-10-21 | 2024-11-06 | -2.91 | 16 |
| 2024-08-09 | 2024-08-23 | -2.54 | 14 |
| 2024-07-17 | 2024-07-19 | -2.03 | 2 |
| 2024-11-22 | 2024-12-15 | -1.78 | 22 |
| 2024-11-12 | 2024-11-13 | -1.44 | 1 |
| Metric | configs/btc_100/build_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 7.84% | 9.33% |
| Worst Day | -38.73% | -9.32% |
| Best Week | 18.35% | 18.93% |
| Worst Week | -38.63% | -12.33% |
| Best Month | 37.96% | 37.42% |
| Worst Month | -38.88% | -17.69% |
| Best Year | 70.35% | 49.48% |
| Worst Year | -41.5% | -8.72% |
| Avg. Up Day | 0.3% | 0.99% |
| Avg. Down Day | -0.29% | -0.89% |
| Avg. Up Week | 3.36% | 6.3% |
| Avg. Down Week | -1.04% | -4.57% |
| Avg. Up Month | 11.5% | 13.36% |
| Avg. Down Month | -1.74% | -17.69% |
| Win Days % | 48.98% | 51.42% |
| Win Month % | 72.73% | 63.64% |
| Win Week % | 51.06% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |