| Metric | configs/btc_100/build.uniq_100_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 496.63% | 6,847.19% |
| Max Drawdown | -26.88% | -83.62% |
| Sharpe | 1.39 | 1.09 |
| Sortino | 2.25 | 1.63 |
| Payoff Ratio | 1.31 | 1.13 |
| Profit Factor | 1.33 | 1.18 |
| Common Sense Ratio | 1.82 | 1.32 |
| CPC Index | 0.87 | 0.69 |
| Tail Ratio | 1.36 | 1.12 |
| Outlier Win Ratio | 14.88 | 2.71 |
| Outlier Loss Ratio | 15.95 | 2.65 |
| Volatility (ann.) | 16.95% | 72.84% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.92 | 0.82 |
| Skew | 0.77 | -0.06 |
| Kurtosis | 14.78 | 6.66 |
| Expected Daily % | 0.06% | 0.14% |
| Expected Monthly % | 1.84% | 4.42% |
| Expected Yearly % | 21.95% | 60.19% |
| Kelly Criterion | 12.04% | 7.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.4% | -6.05% |
| Expected Shortfall (cVaR) | -1.4% | -6.05% |
| Year | BTCUSD | configs/btc_100/build.uniq_100_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2017 | 1067.27 | 31.75 | 0.03 | - |
| 2018 | -73.42 | -10.16 | 0.14 | + |
| 2019 | 94.27 | 6.84 | 0.07 | - |
| 2020 | 304.42 | 49.59 | 0.16 | - |
| 2021 | 59.34 | 18.26 | 0.31 | - |
| 2022 | -64.22 | -18.10 | 0.28 | + |
| 2023 | 155.54 | 72.13 | 0.46 | - |
| 2024 | 121.00 | 95.02 | 0.79 | - |
| 2025 | -11.51 | -2.99 | 0.26 | + |
| Metric | configs/btc_100/build.uniq_100_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.61% | -2.0% |
| 3M | -3.29% | -13.65% |
| 6M | 36.09% | 26.75% |
| YTD | -2.99% | -11.51% |
| 1Y | 67.0% | 16.68% |
| 3Y (ann.) | 35.12% | 20.53% |
| 5Y (ann.) | 34.54% | 67.54% |
| Metric | configs/btc_100/build.uniq_100_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -26.88% | -83.62% |
| Longest DD Days | 556.0 | 1079.0 |
| Avg. Drawdown | -2.03% | -10.89% |
| Avg. Drawdown Days | 26.0 | 49.0 |
| Recovery Factor | 18.48 | 81.88 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-10 | -26.88 | 404 |
| 2021-01-09 | 2021-12-21 | -21.78 | 346 |
| 2017-12-17 | 2019-06-26 | -14.17 | 556 |
| 2019-06-27 | 2020-04-06 | -10.41 | 284 |
| 2024-01-09 | 2024-03-04 | -9.74 | 55 |
| 2025-03-03 | 2025-03-29 | -8.28 | 26 |
| 2022-01-12 | 2022-02-06 | -7.95 | 25 |
| 2024-03-14 | 2024-03-26 | -6.46 | 12 |
| 2023-04-15 | 2023-06-20 | -5.66 | 66 |
| 2024-05-22 | 2024-07-15 | -5.60 | 54 |
| Metric | configs/btc_100/build.uniq_100_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.21% | 22.27% |
| Worst Day | -7.8% | -39.01% |
| Best Week | 15.54% | 45.75% |
| Worst Week | -10.35% | -38.6% |
| Best Month | 30.42% | 80.49% |
| Worst Month | -15.79% | -37.12% |
| Best Year | 95.02% | 1067.27% |
| Worst Year | -18.1% | -73.42% |
| Avg. Up Day | 0.56% | 2.89% |
| Avg. Down Day | -0.43% | -2.55% |
| Avg. Up Week | 1.82% | 8.51% |
| Avg. Down Week | -1.11% | -6.6% |
| Avg. Up Month | 5.22% | 23.75% |
| Avg. Down Month | -2.89% | -13.98% |
| Win Days % | 50.18% | 51.07% |
| Win Month % | 65.98% | 54.64% |
| Win Week % | 54.1% | 54.19% |
| Win Quarter % | 63.64% | 54.55% |
| Win Year % | 66.67% | 66.67% |