| Metric | configs/btc_100/build.uniq_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 188.62% | 113.08% |
| Max Drawdown | -46.44% | -66.89% |
| Sharpe | 1.23 | 0.7 |
| Sortino | 1.94 | 1.05 |
| Payoff Ratio | 1.41 | 1.17 |
| Profit Factor | 1.32 | 1.11 |
| Common Sense Ratio | 1.59 | 1.18 |
| CPC Index | 0.91 | 0.67 |
| Tail Ratio | 1.2 | 1.06 |
| Outlier Win Ratio | 9.33 | 4.01 |
| Outlier Loss Ratio | 10.02 | 3.27 |
| Volatility (ann.) | 30.95% | 55.13% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.85 | 0.4 |
| Skew | 0.58 | 0.21 |
| Kurtosis | 14.95 | 3.47 |
| Expected Daily % | 0.09% | 0.06% |
| Expected Monthly % | 2.76% | 1.96% |
| Expected Yearly % | 30.34% | 20.82% |
| Kelly Criterion | 11.93% | 9.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.56% | -4.64% |
| Expected Shortfall (cVaR) | -2.56% | -4.64% |
| Year | BTCUSD | configs/btc_100/build.uniq_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.48 | -30.35 | 0.53 | + |
| 2023 | 154.85 | 120.89 | 0.78 | - |
| 2024 | 119.18 | 96.36 | 0.81 | - |
| 2025 | -10.30 | -4.46 | 0.43 | + |
| Metric | configs/btc_100/build.uniq_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.6% | 3.86% |
| 3M | -4.34% | -13.72% |
| 6M | 39.93% | 26.88% |
| YTD | -4.46% | -10.3% |
| 1Y | 72.35% | 18.13% |
| 3Y (ann.) | 36.0% | 20.26% |
| 5Y (ann.) | 39.43% | 26.77% |
| Metric | configs/btc_100/build.uniq_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -46.44% | -66.89% |
| Longest DD Days | 478.0 | 683.0 |
| Avg. Drawdown | -3.77% | -10.51% |
| Avg. Drawdown Days | 26.0 | 66.0 |
| Recovery Factor | 4.06 | 1.69 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-23 | -46.44 | 478 |
| 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 |
| 2024-12-17 | 2025-03-02 | -7.09 | 75 |
| 2023-08-30 | 2023-10-23 | -6.36 | 54 |
| 2024-08-09 | 2024-10-12 | -5.37 | 64 |
| 2024-07-22 | 2024-08-08 | -4.97 | 17 |
| 2022-02-10 | 2022-02-28 | -4.32 | 18 |
| Metric | configs/btc_100/build.uniq_daily_ | BTCUSD |
|---|---|---|
| Best Day | 11.17% | 14.21% |
| Worst Day | -12.62% | -14.67% |
| Best Week | 21.2% | 28.96% |
| Worst Week | -15.52% | -30.92% |
| Best Month | 33.88% | 45.57% |
| Worst Month | -17.35% | -36.86% |
| Best Year | 120.89% | 154.85% |
| Worst Year | -30.35% | -57.48% |
| Avg. Up Day | 0.77% | 2.18% |
| Avg. Down Day | -0.54% | -1.86% |
| Avg. Up Week | 2.78% | 6.4% |
| Avg. Down Week | -1.61% | -5.21% |
| Avg. Up Month | 9.99% | 14.05% |
| Avg. Down Month | -6.09% | -16.41% |
| Win Days % | 48.44% | 51.37% |
| Win Month % | 64.1% | 56.41% |
| Win Week % | 54.71% | 52.94% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |