| Metric | configs/btc_100/build_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 1,512.48% | 8,412.59% |
| Max Drawdown | -41.83% | -83.5% |
| Sharpe | 1.22 | 1.11 |
| Sortino | 1.71 | 1.63 |
| Payoff Ratio | 1.2 | 1.11 |
| Profit Factor | 1.3 | 1.19 |
| Common Sense Ratio | 1.77 | 1.34 |
| CPC Index | 0.79 | 0.71 |
| Tail Ratio | 1.37 | 1.12 |
| Outlier Win Ratio | 8.96 | 3.12 |
| Outlier Loss Ratio | 10.75 | 3.1 |
| Volatility (ann.) | 32.87% | 75.54% |
| R^2 | 0.28 | 0.28 |
| Calmar | 0.98 | 0.87 |
| Skew | -3.68 | -0.09 |
| Kurtosis | 101.01 | 6.1 |
| Expected Daily % | 0.09% | 0.15% |
| Expected Monthly % | 2.88% | 4.64% |
| Expected Yearly % | 36.2% | 63.85% |
| Kelly Criterion | 9.6% | 11.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.72% | -6.28% |
| Expected Shortfall (cVaR) | -2.72% | -6.28% |
| Year | BTCUSD | configs/btc_100/build_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2017 | 1167.82 | 145.94 | 0.12 | - |
| 2018 | -70.49 | -20.47 | 0.29 | + |
| 2019 | 91.45 | 9.23 | 0.10 | - |
| 2020 | 300.50 | 167.86 | 0.56 | - |
| 2021 | 63.12 | 38.82 | 0.62 | - |
| 2022 | -64.99 | -10.11 | 0.16 | + |
| 2023 | 154.85 | 85.75 | 0.55 | - |
| 2024 | 119.18 | 105.88 | 0.89 | - |
| 2025 | -6.96 | -40.95 | 5.88 | - |
| Metric | configs/btc_100/build_daily_ | BTCUSD |
|---|---|---|
| MTD | -38.28% | 7.72% |
| 3M | -41.05% | -12.39% |
| 6M | -15.27% | 34.04% |
| YTD | -40.95% | -6.96% |
| 1Y | 3.46% | 22.09% |
| 3Y (ann.) | 24.45% | 24.4% |
| 5Y (ann.) | 45.23% | 66.77% |
| Metric | configs/btc_100/build_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -41.83% | -83.5% |
| Longest DD Days | 422.0 | 1079.0 |
| Avg. Drawdown | -4.71% | -12.65% |
| Avg. Drawdown Days | 31.0 | 55.0 |
| Recovery Factor | 36.15 | 100.75 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-28 | -41.83 | 101 |
| 2019-06-27 | 2020-08-01 | -39.07 | 401 |
| 2018-04-26 | 2019-06-22 | -36.84 | 422 |
| 2021-01-10 | 2021-10-07 | -26.71 | 270 |
| 2022-03-02 | 2023-01-21 | -22.89 | 325 |
| 2018-02-21 | 2018-04-24 | -18.63 | 62 |
| 2017-06-13 | 2017-10-10 | -18.58 | 119 |
| 2017-12-18 | 2018-02-20 | -15.89 | 64 |
| 2017-11-06 | 2017-11-27 | -14.96 | 21 |
| 2021-12-25 | 2022-02-08 | -13.71 | 45 |
| Metric | configs/btc_100/build_daily_ | BTCUSD |
|---|---|---|
| Best Day | 13.39% | 28.97% |
| Worst Day | -39.36% | -35.14% |
| Best Week | 37.69% | 64.2% |
| Worst Week | -38.13% | -45.58% |
| Best Month | 39.84% | 68.84% |
| Worst Month | -38.28% | -36.86% |
| Best Year | 167.86% | 1167.82% |
| Worst Year | -40.95% | -70.49% |
| Avg. Up Day | 1.08% | 3.01% |
| Avg. Down Day | -0.9% | -2.7% |
| Avg. Up Week | 3.77% | 9.05% |
| Avg. Down Week | -2.16% | -6.93% |
| Avg. Up Month | 12.26% | 26.2% |
| Avg. Down Month | -5.63% | -14.75% |
| Win Days % | 50.64% | 53.36% |
| Win Month % | 60.2% | 56.12% |
| Win Week % | 51.74% | 56.38% |
| Win Quarter % | 72.73% | 57.58% |
| Win Year % | 66.67% | 66.67% |