| Metric | configs/btc_100/build_ | BTCUSD |
|---|---|---|
| Time in Market | 91.0% | 100.0% |
| Cumulative Return | 536.48% | 779.14% |
| Max Drawdown | -29.61% | -77.09% |
| Sharpe | 0.78 | 0.49 |
| Sortino | 1.08 | 0.71 |
| Payoff Ratio | 1.18 | 1.09 |
| Profit Factor | 1.22 | 1.08 |
| Common Sense Ratio | 1.47 | 1.12 |
| CPC Index | 0.72 | 0.61 |
| Tail Ratio | 1.2 | 1.04 |
| Outlier Win Ratio | 13.52 | 3.4 |
| Outlier Loss Ratio | 11.79 | 3.03 |
| Volatility (ann.) | 12.66% | 32.08% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.48 | 0.69 |
| Skew | -7.87 | -0.32 |
| Kurtosis | 349.6 | 12.59 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 3.03% | 3.57% |
| Expected Yearly % | 36.13% | 43.66% |
| Kelly Criterion | 7.24% | 6.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -2.72% |
| Expected Shortfall (cVaR) | -1.06% | -2.72% |
| Year | BTCUSD | configs/btc_100/build_ | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 199.09 | 91.87 | 0.46 | - |
| 2021 | 59.34 | 32.65 | 0.55 | - |
| 2022 | -64.22 | 2.55 | -0.04 | + |
| 2023 | 155.54 | 70.67 | 0.45 | - |
| 2024 | 121.00 | 100.51 | 0.83 | - |
| 2025 | -8.72 | -28.74 | 3.29 | - |
| Metric | configs/btc_100/build_ | BTCUSD |
|---|---|---|
| MTD | -26.1% | 1.08% |
| 3M | -28.86% | -10.93% |
| 6M | 0.32% | 34.98% |
| YTD | -28.74% | -8.72% |
| 1Y | 19.43% | 22.72% |
| 3Y (ann.) | 30.89% | 22.04% |
| 5Y (ann.) | 45.01% | 67.91% |
| Metric | configs/btc_100/build_ | BTCUSD |
|---|---|---|
| Max Drawdown | -29.61% | -77.09% |
| Longest DD Days | 290.0 | 850.0 |
| Avg. Drawdown | -1.97% | -7.03% |
| Avg. Drawdown Days | 10.0 | 22.0 |
| Recovery Factor | 18.12 | 10.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-28 | -29.61 | 101 |
| 2021-03-14 | 2021-10-06 | -24.50 | 206 |
| 2022-03-29 | 2023-01-13 | -17.69 | 290 |
| 2021-01-08 | 2021-02-19 | -15.42 | 42 |
| 2021-12-27 | 2022-02-07 | -12.47 | 41 |
| 2020-05-08 | 2020-07-27 | -10.20 | 80 |
| 2023-06-23 | 2023-10-23 | -8.89 | 122 |
| 2020-03-27 | 2020-04-06 | -8.78 | 10 |
| 2024-01-11 | 2024-02-14 | -8.70 | 33 |
| 2023-03-24 | 2023-06-21 | -8.07 | 89 |
| Metric | configs/btc_100/build_ | BTCUSD |
|---|---|---|
| Best Day | 7.33% | 12.4% |
| Worst Day | -26.36% | -21.52% |
| Best Week | 20.13% | 38.59% |
| Worst Week | -25.93% | -38.6% |
| Best Month | 35.74% | 47.19% |
| Worst Month | -26.1% | -37.12% |
| Best Year | 100.51% | 199.09% |
| Worst Year | -28.74% | -64.22% |
| Avg. Up Day | 0.33% | 1.14% |
| Avg. Down Day | -0.28% | -1.04% |
| Avg. Up Week | 3.24% | 7.91% |
| Avg. Down Week | -1.51% | -5.91% |
| Avg. Up Month | 10.11% | 20.11% |
| Avg. Down Month | -2.94% | -12.57% |
| Win Days % | 49.81% | 51.28% |
| Win Month % | 58.06% | 58.06% |
| Win Week % | 53.51% | 53.14% |
| Win Quarter % | 76.19% | 57.14% |
| Win Year % | 83.33% | 66.67% |