| Metric | configs/btc_100/build_ | BTCUSD |
|---|---|---|
| Time in Market | 91.0% | 100.0% |
| Cumulative Return | 1,497.43% | 8,309.36% |
| Max Drawdown | -42.37% | -83.87% |
| Sharpe | 0.58 | 0.54 |
| Sortino | 0.79 | 0.79 |
| Payoff Ratio | 1.1 | 1.06 |
| Profit Factor | 1.17 | 1.1 |
| Common Sense Ratio | 1.37 | 1.12 |
| CPC Index | 0.65 | 0.6 |
| Tail Ratio | 1.17 | 1.02 |
| Outlier Win Ratio | 13.85 | 3.7 |
| Outlier Loss Ratio | 11.91 | 3.4 |
| Volatility (ann.) | 17.62% | 40.31% |
| R^2 | 0.33 | 0.33 |
| Calmar | 0.96 | 0.87 |
| Skew | -6.05 | 0.07 |
| Kurtosis | 284.27 | 11.24 |
| Expected Daily % | 0.02% | 0.04% |
| Expected Monthly % | 2.87% | 4.63% |
| Expected Yearly % | 36.05% | 63.63% |
| Kelly Criterion | 5.03% | 6.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.49% | -3.41% |
| Expected Shortfall (cVaR) | -1.49% | -3.41% |
| Year | BTCUSD | configs/btc_100/build_ | Multiplier | Won |
|---|---|---|---|---|
| 2017 | 1269.78 | 146.83 | 0.12 | - |
| 2018 | -73.42 | -21.09 | 0.29 | + |
| 2019 | 94.27 | 9.08 | 0.10 | - |
| 2020 | 304.42 | 169.11 | 0.56 | - |
| 2021 | 59.34 | 37.48 | 0.63 | - |
| 2022 | -64.22 | -9.17 | 0.14 | + |
| 2023 | 155.54 | 85.76 | 0.55 | - |
| 2024 | 121.00 | 105.89 | 0.88 | - |
| 2025 | -8.72 | -41.50 | 4.76 | - |
| Metric | configs/btc_100/build_ | BTCUSD |
|---|---|---|
| MTD | -38.88% | 1.08% |
| 3M | -41.57% | -10.93% |
| 6M | -15.39% | 34.98% |
| YTD | -41.5% | -8.72% |
| 1Y | 2.53% | 22.72% |
| 3Y (ann.) | 23.1% | 22.04% |
| 5Y (ann.) | 45.61% | 67.91% |
| Metric | configs/btc_100/build_ | BTCUSD |
|---|---|---|
| Max Drawdown | -42.37% | -83.87% |
| Longest DD Days | 473.0 | 1079.0 |
| Avg. Drawdown | -3.08% | -7.38% |
| Avg. Drawdown Days | 16.0 | 22.0 |
| Recovery Factor | 35.34 | 99.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-28 | -42.37 | 101 |
| 2019-06-26 | 2020-10-12 | -42.30 | 473 |
| 2018-04-25 | 2019-06-22 | -38.41 | 423 |
| 2021-01-08 | 2021-10-11 | -29.30 | 275 |
| 2022-03-02 | 2023-01-20 | -23.39 | 324 |
| 2018-02-20 | 2018-04-24 | -19.68 | 62 |
| 2017-05-25 | 2017-10-10 | -19.15 | 137 |
| 2017-11-08 | 2017-11-26 | -16.75 | 17 |
| 2017-12-17 | 2018-02-20 | -16.41 | 65 |
| 2017-12-08 | 2017-12-11 | -14.71 | 3 |
| Metric | configs/btc_100/build_ | BTCUSD |
|---|---|---|
| Best Day | 9.53% | 23.23% |
| Worst Day | -38.73% | -21.52% |
| Best Week | 33.21% | 45.75% |
| Worst Week | -38.63% | -38.6% |
| Best Month | 45.93% | 80.49% |
| Worst Month | -38.88% | -37.12% |
| Best Year | 169.11% | 1269.78% |
| Worst Year | -41.5% | -73.42% |
| Avg. Up Day | 0.42% | 1.39% |
| Avg. Down Day | -0.38% | -1.31% |
| Avg. Up Week | 3.78% | 8.98% |
| Avg. Down Week | -2.13% | -6.65% |
| Avg. Up Month | 12.19% | 25.6% |
| Avg. Down Month | -5.74% | -13.89% |
| Win Days % | 50.17% | 51.79% |
| Win Month % | 61.22% | 56.12% |
| Win Week % | 51.74% | 54.29% |
| Win Quarter % | 69.7% | 57.58% |
| Win Year % | 66.67% | 66.67% |