| Metric | configs/btc_100/build.uniq_100_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | 40.6% | 26.03% |
| Max Drawdown | -4.31% | -26.06% |
| Sharpe | 2.93 | 0.78 |
| Sortino | 6.34 | 1.13 |
| Payoff Ratio | 1.84 | 1.11 |
| Profit Factor | 1.83 | 1.12 |
| Common Sense Ratio | 2.95 | 1.17 |
| CPC Index | 1.63 | 0.64 |
| Tail Ratio | 1.62 | 1.05 |
| Outlier Win Ratio | 9.59 | 2.42 |
| Outlier Loss Ratio | 15.67 | 2.22 |
| Volatility (ann.) | 13.65% | 50.82% |
| R^2 | 0.43 | 0.43 |
| Calmar | 11.1 | 1.17 |
| Skew | 2.93 | -0.16 |
| Kurtosis | 20.28 | 3.01 |
| Expected Daily % | 0.11% | 0.07% |
| Expected Monthly % | 3.15% | 2.13% |
| Expected Yearly % | 18.57% | 12.26% |
| Kelly Criterion | 20.65% | 7.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.07% | -4.27% |
| Expected Shortfall (cVaR) | -1.07% | -4.27% |
| Year | BTCUSD | configs/btc_100/build.uniq_100_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 41.42 | 1.02 | + |
| 2025 | -10.30 | -0.58 | 0.06 | + |
| Metric | configs/btc_100/build.uniq_100_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.56% | 3.86% |
| 3M | -1.12% | -13.72% |
| 6M | 27.97% | 26.88% |
| YTD | -0.58% | -10.3% |
| 1Y | 40.6% | 26.03% |
| 3Y (ann.) | 47.86% | 30.41% |
| 5Y (ann.) | 47.86% | 30.41% |
| Metric | configs/btc_100/build.uniq_100_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -4.31% | -26.06% |
| Longest DD Days | 60.0 | 144.0 |
| Avg. Drawdown | -0.97% | -7.98% |
| Avg. Drawdown Days | 8.0 | 30.0 |
| Recovery Factor | 9.42 | 1.0 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-22 | 2024-07-17 | -4.31 | 56 |
| 2024-08-25 | 2024-09-19 | -3.54 | 25 |
| 2025-01-07 | 2025-01-22 | -3.24 | 15 |
| 2025-01-23 | 2025-03-24 | -2.97 | 60 |
| 2025-03-27 | 2025-03-30 | -2.83 | 3 |
| 2024-07-23 | 2024-07-28 | -2.62 | 5 |
| 2024-10-22 | 2024-11-06 | -1.29 | 15 |
| 2024-11-15 | 2024-11-16 | -0.94 | 1 |
| 2024-11-13 | 2024-11-14 | -0.93 | 1 |
| 2024-12-06 | 2024-12-15 | -0.85 | 9 |
| Metric | configs/btc_100/build.uniq_100_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 5.9% | 9.49% |
| Worst Day | -2.15% | -13.23% |
| Best Week | 10.02% | 15.41% |
| Worst Week | -2.48% | -18.81% |
| Best Month | 25.01% | 34.43% |
| Worst Month | -1.96% | -23.44% |
| Best Year | 41.42% | 40.49% |
| Worst Year | -0.58% | -10.3% |
| Avg. Up Day | 0.57% | 2.2% |
| Avg. Down Day | -0.31% | -1.99% |
| Avg. Up Week | 2.27% | 6.21% |
| Avg. Down Week | -0.81% | -4.38% |
| Avg. Up Month | 6.58% | 13.51% |
| Avg. Down Month | -1.59% | -17.37% |
| Win Days % | 48.56% | 51.57% |
| Win Month % | 72.73% | 63.64% |
| Win Week % | 56.25% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |