| Metric | configs/btc_100/build_ | BTCUSD |
|---|---|---|
| Time in Market | 90.0% | 100.0% |
| Cumulative Return | -50.31% | 93.19% |
| Max Drawdown | -82.95% | -67.18% |
| Sharpe | 0.08 | 0.33 |
| Sortino | 0.09 | 0.48 |
| Payoff Ratio | 1.23 | 1.12 |
| Profit Factor | 1.06 | 1.06 |
| Common Sense Ratio | 1.53 | 1.03 |
| CPC Index | 0.63 | 0.6 |
| Tail Ratio | 1.45 | 0.98 |
| Outlier Win Ratio | 16.24 | 3.89 |
| Outlier Loss Ratio | 13.35 | 3.6 |
| Volatility (ann.) | 27.1% | 26.56% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.24 | 0.35 |
| Skew | -40.93 | 0.16 |
| Kurtosis | 2357.13 | 6.31 |
| Expected Daily % | -0.02% | 0.01% |
| Expected Monthly % | -1.82% | 1.75% |
| Expected Yearly % | -16.04% | 17.9% |
| Kelly Criterion | 7.12% | 7.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.33% | -2.26% |
| Expected Shortfall (cVaR) | -2.33% | -2.26% |
| Year | BTCUSD | configs/btc_100/build_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | -34.59 | 0.57 | + |
| 2023 | 155.54 | 114.98 | 0.74 | - |
| 2024 | 121.00 | 97.17 | 0.80 | - |
| 2025 | -11.95 | -82.08 | 6.87 | - |
| Metric | configs/btc_100/build_ | BTCUSD |
|---|---|---|
| MTD | -81.35% | -2.49% |
| 3M | -82.08% | -12.15% |
| 6M | -73.85% | 24.81% |
| YTD | -82.08% | -11.95% |
| 1Y | -67.9% | 18.06% |
| 3Y (ann.) | -21.47% | 20.38% |
| 5Y (ann.) | -20.06% | 23.47% |
| Metric | configs/btc_100/build_ | BTCUSD |
|---|---|---|
| Max Drawdown | -82.95% | -67.18% |
| Longest DD Days | 476.0 | 683.0 |
| Avg. Drawdown | -2.85% | -7.1% |
| Avg. Drawdown Days | 14.0 | 37.0 |
| Recovery Factor | -0.61 | 1.39 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-03-31 | -82.95 | 28 |
| 2022-03-02 | 2023-06-21 | -43.52 | 476 |
| 2024-01-09 | 2024-03-10 | -11.00 | 61 |
| 2024-03-11 | 2024-04-20 | -10.91 | 39 |
| 2024-07-01 | 2024-07-15 | -8.49 | 13 |
| 2024-12-17 | 2025-03-02 | -6.86 | 75 |
| 2023-08-30 | 2023-10-23 | -5.89 | 54 |
| 2024-08-09 | 2024-10-12 | -5.17 | 64 |
| 2024-07-22 | 2024-08-08 | -4.69 | 17 |
| 2023-06-23 | 2023-08-29 | -4.20 | 66 |
| Metric | configs/btc_100/build_ | BTCUSD |
|---|---|---|
| Best Day | 10.61% | 9.33% |
| Worst Day | -81.14% | -9.32% |
| Best Week | 20.53% | 35.75% |
| Worst Week | -81.26% | -29.64% |
| Best Month | 34.49% | 43.77% |
| Worst Month | -81.35% | -37.12% |
| Best Year | 114.98% | 155.54% |
| Worst Year | -82.08% | -61.15% |
| Avg. Up Day | 0.22% | 0.95% |
| Avg. Down Day | -0.18% | -0.85% |
| Avg. Up Week | 2.88% | 6.79% |
| Avg. Down Week | -2.69% | -4.88% |
| Avg. Up Month | 8.64% | 15.0% |
| Avg. Down Month | -13.34% | -14.18% |
| Win Days % | 48.86% | 51.06% |
| Win Month % | 65.79% | 57.89% |
| Win Week % | 52.1% | 48.5% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |