| Metric | configs/btc_100/build_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 89.0% | 100.0% |
| Cumulative Return | 16.14% | 36.44% |
| Max Drawdown | -29.61% | -28.38% |
| Sharpe | 0.35 | 0.47 |
| Sortino | 0.4 | 0.69 |
| Payoff Ratio | 1.12 | 1.11 |
| Profit Factor | 1.14 | 1.08 |
| Common Sense Ratio | 1.24 | 1.03 |
| CPC Index | 0.63 | 0.61 |
| Tail Ratio | 1.08 | 0.96 |
| Outlier Win Ratio | 12.74 | 3.3 |
| Outlier Loss Ratio | 10.01 | 2.8 |
| Volatility (ann.) | 17.32% | 26.03% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.63 | 1.52 |
| Skew | -18.75 | 0.16 |
| Kurtosis | 569.25 | 6.37 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.37% | 2.87% |
| Expected Yearly % | 7.77% | 16.81% |
| Kelly Criterion | 3.69% | 7.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.47% | -2.21% |
| Expected Shortfall (cVaR) | -1.47% | -2.21% |
| Year | BTCUSD | configs/btc_100/build_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 62.98 | 1.27 | + |
| 2025 | -8.72 | -28.74 | 3.29 | - |
| Metric | configs/btc_100/build_fwd_ | BTCUSD |
|---|---|---|
| MTD | -26.1% | 1.08% |
| 3M | -28.86% | -10.93% |
| 6M | 0.32% | 34.98% |
| YTD | -28.74% | -8.72% |
| 1Y | 16.14% | 36.44% |
| 3Y (ann.) | 18.8% | 43.02% |
| 5Y (ann.) | 18.8% | 43.02% |
| Metric | configs/btc_100/build_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -29.61% | -28.38% |
| Longest DD Days | 101.0 | 144.0 |
| Avg. Drawdown | -1.79% | -4.96% |
| Avg. Drawdown Days | 7.0 | 12.0 |
| Recovery Factor | 0.55 | 1.28 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-28 | -29.61 | 101 |
| 2024-05-21 | 2024-07-15 | -5.87 | 55 |
| 2024-08-24 | 2024-09-19 | -4.49 | 26 |
| 2024-11-13 | 2024-11-19 | -4.42 | 5 |
| 2024-07-22 | 2024-08-08 | -4.29 | 17 |
| 2024-10-21 | 2024-11-06 | -3.15 | 16 |
| 2024-07-17 | 2024-07-19 | -2.16 | 2 |
| 2024-08-09 | 2024-08-23 | -1.59 | 14 |
| 2024-05-16 | 2024-05-17 | -1.53 | 1 |
| 2024-11-12 | 2024-11-13 | -1.48 | 1 |
| Metric | configs/btc_100/build_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 7.33% | 9.33% |
| Worst Day | -26.36% | -9.32% |
| Best Week | 16.89% | 18.93% |
| Worst Week | -25.93% | -12.33% |
| Best Month | 35.74% | 37.42% |
| Worst Month | -26.1% | -17.69% |
| Best Year | 62.98% | 49.48% |
| Worst Year | -28.74% | -8.72% |
| Avg. Up Day | 0.3% | 0.99% |
| Avg. Down Day | -0.27% | -0.89% |
| Avg. Up Week | 3.13% | 6.3% |
| Avg. Down Week | -0.94% | -4.32% |
| Avg. Up Month | 10.96% | 13.36% |
| Avg. Down Month | -0.61% | -11.18% |
| Win Days % | 49.16% | 51.42% |
| Win Month % | 54.55% | 63.64% |
| Win Week % | 51.06% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |