| Metric | /tmp/model.uniq_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 176.1% | 120.12% |
| Max Drawdown | -47.2% | -66.89% |
| Sharpe | 1.17 | 0.73 |
| Sortino | 1.85 | 1.09 |
| Payoff Ratio | 1.42 | 1.18 |
| Profit Factor | 1.31 | 1.12 |
| Common Sense Ratio | 1.59 | 1.19 |
| CPC Index | 0.9 | 0.68 |
| Tail Ratio | 1.21 | 1.06 |
| Outlier Win Ratio | 9.4 | 4.06 |
| Outlier Loss Ratio | 10.0 | 3.32 |
| Volatility (ann.) | 31.52% | 54.97% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.8 | 0.42 |
| Skew | 0.58 | 0.23 |
| Kurtosis | 15.03 | 3.52 |
| Expected Daily % | 0.09% | 0.07% |
| Expected Monthly % | 2.64% | 2.04% |
| Expected Yearly % | 28.9% | 21.8% |
| Kelly Criterion | 12.1% | 10.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.61% | -4.62% |
| Expected Shortfall (cVaR) | -2.61% | -4.62% |
| Year | BTCUSD | /tmp/model.uniq_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.07 | -33.75 | 0.60 | + |
| 2023 | 154.85 | 122.42 | 0.79 | - |
| 2024 | 119.18 | 96.09 | 0.81 | - |
| 2025 | -10.30 | -4.44 | 0.43 | + |
| Metric | /tmp/model.uniq_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.56% | 3.86% |
| 3M | -4.31% | -13.72% |
| 6M | 40.02% | 26.88% |
| YTD | -4.44% | -10.3% |
| 1Y | 72.71% | 18.13% |
| 3Y (ann.) | 35.72% | 20.26% |
| 5Y (ann.) | 37.81% | 28.29% |
| Metric | /tmp/model.uniq_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -47.2% | -66.89% |
| Longest DD Days | 545.0 | 683.0 |
| Avg. Drawdown | -3.87% | -9.77% |
| Avg. Drawdown Days | 27.0 | 62.0 |
| Recovery Factor | 3.73 | 1.8 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-08-29 | -47.20 | 545 |
| 2025-03-03 | 2025-03-30 | -14.38 | 27 |
| 2024-03-12 | 2024-04-19 | -11.76 | 38 |
| 2024-01-09 | 2024-03-11 | -11.52 | 62 |
| 2024-07-02 | 2024-07-15 | -9.45 | 13 |
| 2024-12-17 | 2025-03-02 | -7.16 | 75 |
| 2023-08-30 | 2023-10-23 | -6.51 | 54 |
| 2024-08-09 | 2024-10-12 | -5.48 | 64 |
| 2024-07-22 | 2024-08-08 | -5.11 | 17 |
| 2022-02-10 | 2022-02-28 | -4.38 | 18 |
| Metric | /tmp/model.uniq_daily_ | BTCUSD |
|---|---|---|
| Best Day | 11.34% | 14.21% |
| Worst Day | -12.84% | -14.67% |
| Best Week | 21.59% | 28.96% |
| Worst Week | -15.78% | -30.92% |
| Best Month | 33.75% | 45.57% |
| Worst Month | -17.73% | -36.86% |
| Best Year | 122.42% | 154.85% |
| Worst Year | -33.75% | -56.07% |
| Avg. Up Day | 0.77% | 2.15% |
| Avg. Down Day | -0.54% | -1.82% |
| Avg. Up Week | 2.68% | 6.42% |
| Avg. Down Week | -1.65% | -5.22% |
| Avg. Up Month | 10.0% | 14.05% |
| Avg. Down Month | -6.16% | -16.41% |
| Win Days % | 48.43% | 51.38% |
| Win Month % | 64.1% | 56.41% |
| Win Week % | 55.62% | 52.66% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |