| Metric | configs/btc_100/build_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | 61.08% | 26.03% |
| Max Drawdown | -13.02% | -26.06% |
| Sharpe | 2.1 | 0.78 |
| Sortino | 3.97 | 1.13 |
| Payoff Ratio | 2.14 | 1.1 |
| Profit Factor | 1.58 | 1.12 |
| Common Sense Ratio | 2.17 | 1.17 |
| CPC Index | 1.59 | 0.64 |
| Tail Ratio | 1.37 | 1.05 |
| Outlier Win Ratio | 7.81 | 3.67 |
| Outlier Loss Ratio | 9.2 | 2.64 |
| Volatility (ann.) | 27.77% | 50.82% |
| R^2 | 0.03 | 0.03 |
| Calmar | 5.59 | 1.17 |
| Skew | 1.99 | -0.16 |
| Kurtosis | 13.94 | 3.01 |
| Expected Daily % | 0.15% | 0.07% |
| Expected Monthly % | 4.43% | 2.13% |
| Expected Yearly % | 26.92% | 12.26% |
| Kelly Criterion | 22.41% | 7.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.23% | -4.27% |
| Expected Shortfall (cVaR) | -2.23% | -4.27% |
| Year | BTCUSD | configs/btc_100/build_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 68.94 | 1.70 | + |
| 2025 | -10.30 | -4.65 | 0.45 | + |
| Metric | configs/btc_100/build_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.77% | 3.86% |
| 3M | -4.54% | -13.72% |
| 6M | 39.1% | 26.88% |
| YTD | -4.65% | -10.3% |
| 1Y | 61.08% | 26.03% |
| 3Y (ann.) | 72.84% | 30.41% |
| 5Y (ann.) | 72.84% | 30.41% |
| Metric | configs/btc_100/build_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -13.02% | -26.06% |
| Longest DD Days | 75.0 | 144.0 |
| Avg. Drawdown | -2.75% | -7.98% |
| Avg. Drawdown Days | 15.0 | 30.0 |
| Recovery Factor | 4.69 | 1.0 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-03-30 | -13.02 | 27 |
| 2024-07-02 | 2024-07-15 | -8.44 | 13 |
| 2024-12-17 | 2025-03-02 | -6.86 | 75 |
| 2024-08-09 | 2024-10-12 | -4.92 | 64 |
| 2024-07-22 | 2024-08-08 | -4.44 | 17 |
| 2024-11-23 | 2024-12-15 | -3.55 | 22 |
| 2024-10-30 | 2024-11-06 | -3.05 | 7 |
| 2024-11-14 | 2024-11-15 | -2.14 | 1 |
| 2024-06-26 | 2024-06-30 | -1.41 | 4 |
| 2024-05-22 | 2024-06-25 | -1.25 | 34 |
| Metric | configs/btc_100/build_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 8.76% | 9.49% |
| Worst Day | -6.68% | -13.23% |
| Best Week | 17.32% | 15.41% |
| Worst Week | -4.59% | -18.81% |
| Best Month | 34.45% | 34.43% |
| Worst Month | -3.42% | -23.44% |
| Best Year | 68.94% | 40.49% |
| Worst Year | -4.65% | -10.3% |
| Avg. Up Day | 0.98% | 2.04% |
| Avg. Down Day | -0.46% | -1.85% |
| Avg. Up Week | 3.06% | 6.05% |
| Avg. Down Week | -1.25% | -4.68% |
| Avg. Up Month | 12.45% | 16.1% |
| Avg. Down Month | -3.42% | -23.44% |
| Win Days % | 47.13% | 51.57% |
| Win Month % | 63.64% | 63.64% |
| Win Week % | 58.33% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |