| Metric | configs/btc_100/build_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | 13.2% | 30.71% |
| Max Drawdown | -29.01% | -26.06% |
| Sharpe | 0.61 | 0.86 |
| Sortino | 0.7 | 1.26 |
| Payoff Ratio | 1.24 | 1.11 |
| Profit Factor | 1.22 | 1.14 |
| Common Sense Ratio | 2.25 | 1.19 |
| CPC Index | 0.74 | 0.65 |
| Tail Ratio | 1.84 | 1.05 |
| Outlier Win Ratio | 8.55 | 2.82 |
| Outlier Loss Ratio | 8.59 | 2.38 |
| Volatility (ann.) | 34.38% | 50.89% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.53 | 1.39 |
| Skew | -10.44 | -0.17 |
| Kurtosis | 164.79 | 3.01 |
| Expected Daily % | 0.04% | 0.08% |
| Expected Monthly % | 1.13% | 2.46% |
| Expected Yearly % | 6.4% | 14.33% |
| Kelly Criterion | 7.52% | 8.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.9% | -4.26% |
| Expected Shortfall (cVaR) | -2.9% | -4.26% |
| Year | BTCUSD | configs/btc_100/build_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 57.44 | 1.42 | + |
| 2025 | -6.96 | -28.10 | 4.04 | - |
| Metric | configs/btc_100/build_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -25.36% | 7.72% |
| 3M | -28.28% | -12.39% |
| 6M | 0.32% | 34.04% |
| YTD | -28.1% | -6.96% |
| 1Y | 13.2% | 30.71% |
| 3Y (ann.) | 15.4% | 36.25% |
| 5Y (ann.) | 15.4% | 36.25% |
| Metric | configs/btc_100/build_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -29.01% | -26.06% |
| Longest DD Days | 101.0 | 144.0 |
| Avg. Drawdown | -2.32% | -7.98% |
| Avg. Drawdown Days | 12.0 | 29.0 |
| Recovery Factor | 0.46 | 1.18 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-28 | -29.01 | 101 |
| 2024-05-22 | 2024-07-17 | -5.63 | 56 |
| 2024-08-25 | 2024-09-20 | -4.08 | 26 |
| 2024-07-23 | 2024-07-27 | -3.49 | 4 |
| 2024-10-22 | 2024-11-06 | -2.03 | 15 |
| 2024-08-10 | 2024-08-24 | -1.22 | 14 |
| 2024-07-29 | 2024-08-08 | -1.11 | 10 |
| 2024-11-23 | 2024-12-11 | -1.01 | 18 |
| 2024-07-18 | 2024-07-20 | -0.95 | 2 |
| 2024-09-21 | 2024-09-25 | -0.93 | 4 |
| Metric | configs/btc_100/build_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.42% | 9.49% |
| Worst Day | -27.06% | -13.23% |
| Best Week | 14.63% | 15.41% |
| Worst Week | -25.4% | -18.81% |
| Best Month | 35.65% | 34.43% |
| Worst Month | -25.36% | -23.44% |
| Best Year | 57.44% | 40.49% |
| Worst Year | -28.1% | -6.96% |
| Avg. Up Day | 0.81% | 2.08% |
| Avg. Down Day | -0.65% | -1.88% |
| Avg. Up Week | 2.94% | 6.43% |
| Avg. Down Week | -0.83% | -4.49% |
| Avg. Up Month | 12.86% | 16.1% |
| Avg. Down Month | -0.97% | -17.37% |
| Win Days % | 48.72% | 51.9% |
| Win Month % | 54.55% | 63.64% |
| Win Week % | 51.06% | 51.06% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |