| Metric | configs/btc_100/build.uniq_ | BTCUSD |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 1,358.40% | 3,632.56% |
| Max Drawdown | -46.44% | -83.62% |
| Sharpe | 1.29 | 1.02 |
| Sortino | 2.05 | 1.52 |
| Payoff Ratio | 1.29 | 1.13 |
| Profit Factor | 1.31 | 1.17 |
| Common Sense Ratio | 1.71 | 1.28 |
| CPC Index | 0.84 | 0.68 |
| Tail Ratio | 1.3 | 1.09 |
| Outlier Win Ratio | 10.0 | 3.32 |
| Outlier Loss Ratio | 10.64 | 3.22 |
| Volatility (ann.) | 30.53% | 71.83% |
| R^2 | 0.52 | 0.52 |
| Calmar | 0.89 | 0.72 |
| Skew | 0.56 | -0.08 |
| Kurtosis | 11.5 | 7.3 |
| Expected Daily % | 0.1% | 0.13% |
| Expected Monthly % | 2.92% | 3.97% |
| Expected Yearly % | 34.69% | 49.51% |
| Kelly Criterion | 10.95% | 7.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.52% | -5.98% |
| Expected Shortfall (cVaR) | -2.52% | -5.98% |
| Year | BTCUSD | configs/btc_100/build.uniq_ | Multiplier | Won |
|---|---|---|---|---|
| 2017 | 529.05 | 37.35 | 0.07 | - |
| 2018 | -73.42 | -14.39 | 0.20 | + |
| 2019 | 94.27 | 26.72 | 0.28 | - |
| 2020 | 304.42 | 191.09 | 0.63 | - |
| 2021 | 59.34 | 30.32 | 0.51 | - |
| 2022 | -64.22 | -37.74 | 0.59 | + |
| 2023 | 155.54 | 120.89 | 0.78 | - |
| 2024 | 121.00 | 96.36 | 0.80 | - |
| 2025 | -11.78 | -4.46 | 0.38 | + |
| Metric | configs/btc_100/build.uniq_ | BTCUSD |
|---|---|---|
| MTD | -0.6% | -2.3% |
| 3M | -4.34% | -12.54% |
| 6M | 39.93% | 25.19% |
| YTD | -4.46% | -11.78% |
| 1Y | 72.35% | 17.82% |
| 3Y (ann.) | 36.0% | 20.15% |
| 5Y (ann.) | 52.56% | 69.52% |
| Metric | configs/btc_100/build.uniq_ | BTCUSD |
|---|---|---|
| Max Drawdown | -46.44% | -83.62% |
| Longest DD Days | 512.0 | 1079.0 |
| Avg. Drawdown | -3.92% | -10.71% |
| Avg. Drawdown Days | 31.0 | 53.0 |
| Recovery Factor | 29.25 | 43.44 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-23 | -46.44 | 478 |
| 2021-01-09 | 2021-12-23 | -33.60 | 348 |
| 2019-06-27 | 2020-04-23 | -25.45 | 301 |
| 2017-12-17 | 2019-05-13 | -24.21 | 512 |
| 2022-01-13 | 2022-02-08 | -14.97 | 26 |
| 2025-03-03 | 2025-03-30 | -14.09 | 27 |
| 2024-03-12 | 2024-04-19 | -11.42 | 38 |
| 2024-01-09 | 2024-03-11 | -11.20 | 62 |
| 2024-07-02 | 2024-07-15 | -9.24 | 13 |
| 2020-05-08 | 2020-06-01 | -9.01 | 24 |
| Metric | configs/btc_100/build.uniq_ | BTCUSD |
|---|---|---|
| Best Day | 11.17% | 22.27% |
| Worst Day | -12.62% | -39.01% |
| Best Week | 29.08% | 45.75% |
| Worst Week | -19.25% | -38.6% |
| Best Month | 33.88% | 70.78% |
| Worst Month | -21.03% | -37.12% |
| Best Year | 191.09% | 529.05% |
| Worst Year | -37.74% | -73.42% |
| Avg. Up Day | 1.02% | 2.81% |
| Avg. Down Day | -0.79% | -2.48% |
| Avg. Up Week | 3.05% | 8.34% |
| Avg. Down Week | -1.86% | -6.57% |
| Avg. Up Month | 9.38% | 23.44% |
| Avg. Down Month | -4.95% | -13.34% |
| Win Days % | 49.8% | 50.94% |
| Win Month % | 63.44% | 53.76% |
| Win Week % | 54.3% | 53.9% |
| Win Quarter % | 67.74% | 54.84% |
| Win Year % | 66.67% | 66.67% |