| Metric | configs/btc_100/build.uniq_100_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 168.39% | 105.98% |
| Max Drawdown | -9.56% | -66.89% |
| Sharpe | 2.53 | 0.7 |
| Sortino | 4.97 | 1.04 |
| Payoff Ratio | 1.56 | 1.11 |
| Profit Factor | 1.63 | 1.11 |
| Common Sense Ratio | 2.86 | 1.17 |
| CPC Index | 1.28 | 0.64 |
| Tail Ratio | 1.76 | 1.05 |
| Outlier Win Ratio | 12.97 | 2.92 |
| Outlier Loss Ratio | 15.84 | 2.41 |
| Volatility (ann.) | 12.88% | 54.68% |
| R^2 | 0.45 | 0.45 |
| Calmar | 3.91 | 0.39 |
| Skew | 1.99 | 0.21 |
| Kurtosis | 13.09 | 3.57 |
| Expected Daily % | 0.09% | 0.06% |
| Expected Monthly % | 2.63% | 1.92% |
| Expected Yearly % | 27.99% | 19.8% |
| Kelly Criterion | 18.99% | 7.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.02% | -4.6% |
| Expected Shortfall (cVaR) | -1.02% | -4.6% |
| Year | BTCUSD | configs/btc_100/build.uniq_100_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.89 | 4.22 | -0.07 | + |
| 2023 | 154.85 | 43.08 | 0.28 | - |
| 2024 | 119.18 | 80.57 | 0.68 | - |
| 2025 | -10.30 | -0.32 | 0.03 | + |
| Metric | configs/btc_100/build.uniq_100_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.94% | 3.86% |
| 3M | -0.84% | -13.72% |
| 6M | 28.14% | 26.88% |
| YTD | -0.32% | -10.3% |
| 1Y | 49.21% | 18.13% |
| 3Y (ann.) | 35.74% | 20.26% |
| 5Y (ann.) | 37.37% | 26.16% |
| Metric | configs/btc_100/build.uniq_100_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -9.56% | -66.89% |
| Longest DD Days | 289.0 | 683.0 |
| Avg. Drawdown | -1.17% | -10.26% |
| Avg. Drawdown Days | 15.0 | 65.0 |
| Recovery Factor | 17.62 | 1.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-30 | 2023-01-13 | -9.56 | 289 |
| 2023-06-26 | 2023-10-24 | -5.53 | 120 |
| 2023-04-15 | 2023-06-21 | -5.09 | 67 |
| 2024-05-22 | 2024-07-17 | -4.41 | 56 |
| 2024-01-09 | 2024-02-10 | -4.37 | 32 |
| 2024-08-25 | 2024-09-19 | -3.34 | 25 |
| 2025-01-07 | 2025-01-22 | -3.13 | 15 |
| 2022-03-03 | 2022-03-28 | -3.01 | 25 |
| 2025-01-23 | 2025-03-24 | -2.90 | 60 |
| 2023-12-10 | 2024-01-08 | -2.78 | 29 |
| Metric | configs/btc_100/build.uniq_100_daily_ | BTCUSD |
|---|---|---|
| Best Day | 5.66% | 14.21% |
| Worst Day | -3.38% | -14.67% |
| Best Week | 10.59% | 28.96% |
| Worst Week | -3.83% | -30.92% |
| Best Month | 25.07% | 45.57% |
| Worst Month | -5.79% | -36.86% |
| Best Year | 80.57% | 154.85% |
| Worst Year | -0.32% | -58.89% |
| Avg. Up Day | 0.53% | 2.22% |
| Avg. Down Day | -0.34% | -1.99% |
| Avg. Up Week | 2.01% | 6.2% |
| Avg. Down Week | -0.87% | -4.94% |
| Avg. Up Month | 6.28% | 16.17% |
| Avg. Down Month | -2.63% | -14.13% |
| Win Days % | 50.67% | 51.45% |
| Win Month % | 73.68% | 55.26% |
| Win Week % | 53.61% | 53.01% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |