| Metric | configs/btc_100/build.uniq_100_ | BTCUSD |
|---|---|---|
| Time in Market | 90.0% | 100.0% |
| Cumulative Return | 84.54% | 105.24% |
| Max Drawdown | -33.41% | -67.18% |
| Sharpe | 0.52 | 0.35 |
| Sortino | 0.59 | 0.51 |
| Payoff Ratio | 1.29 | 1.11 |
| Profit Factor | 1.2 | 1.06 |
| Common Sense Ratio | 1.44 | 1.04 |
| CPC Index | 0.75 | 0.6 |
| Tail Ratio | 1.21 | 0.98 |
| Outlier Win Ratio | 16.16 | 3.15 |
| Outlier Loss Ratio | 14.78 | 2.87 |
| Volatility (ann.) | 10.92% | 26.55% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.65 | 0.39 |
| Skew | -35.18 | 0.17 |
| Kurtosis | 1943.69 | 6.34 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.63% | 1.91% |
| Expected Yearly % | 16.55% | 19.69% |
| Kelly Criterion | 9.2% | 7.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.26% |
| Expected Shortfall (cVaR) | -0.92% | -2.26% |
| Year | BTCUSD | configs/btc_100/build.uniq_100_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 4.26 | -0.07 | + |
| 2023 | 155.54 | 43.14 | 0.28 | - |
| 2024 | 121.00 | 80.76 | 0.67 | - |
| 2025 | -11.95 | -31.59 | 2.64 | - |
| Metric | configs/btc_100/build.uniq_100_ | BTCUSD |
|---|---|---|
| MTD | -30.9% | -2.49% |
| 3M | -31.63% | -12.15% |
| 6M | -11.94% | 24.81% |
| YTD | -31.59% | -11.95% |
| 1Y | 2.62% | 18.06% |
| 3Y (ann.) | 19.98% | 20.38% |
| 5Y (ann.) | 21.76% | 25.99% |
| Metric | configs/btc_100/build.uniq_100_ | BTCUSD |
|---|---|---|
| Max Drawdown | -33.41% | -67.18% |
| Longest DD Days | 157.0 | 683.0 |
| Avg. Drawdown | -1.28% | -7.07% |
| Avg. Drawdown Days | 8.0 | 36.0 |
| Recovery Factor | 2.53 | 1.57 |
| Ulcer Index | 1.03 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-24 | 2025-03-31 | -33.41 | 6 |
| 2022-03-29 | 2022-08-08 | -9.76 | 131 |
| 2022-08-08 | 2023-01-12 | -8.39 | 157 |
| 2023-06-23 | 2023-10-23 | -6.39 | 122 |
| 2023-04-14 | 2023-06-20 | -5.28 | 67 |
| 2024-01-11 | 2024-02-09 | -5.04 | 28 |
| 2024-05-21 | 2024-07-16 | -4.81 | 56 |
| 2025-01-07 | 2025-01-20 | -4.33 | 13 |
| 2025-01-20 | 2025-03-24 | -4.00 | 63 |
| 2024-08-24 | 2024-09-17 | -3.52 | 24 |
| Metric | configs/btc_100/build.uniq_100_ | BTCUSD |
|---|---|---|
| Best Day | 5.44% | 9.33% |
| Worst Day | -31.12% | -9.32% |
| Best Week | 12.11% | 35.75% |
| Worst Week | -31.94% | -29.64% |
| Best Month | 25.15% | 43.77% |
| Worst Month | -30.9% | -37.12% |
| Best Year | 80.76% | 155.54% |
| Worst Year | -31.59% | -58.73% |
| Avg. Up Day | 0.21% | 0.95% |
| Avg. Down Day | -0.17% | -0.86% |
| Avg. Up Week | 2.13% | 6.68% |
| Avg. Down Week | -1.32% | -4.83% |
| Avg. Up Month | 6.18% | 14.84% |
| Avg. Down Month | -5.23% | -12.12% |
| Win Days % | 48.81% | 51.1% |
| Win Month % | 68.42% | 57.89% |
| Win Week % | 54.22% | 48.5% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |