| Metric | configs/btc_100/build.uniq_100_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 176.97% | 90.23% |
| Max Drawdown | -9.81% | -66.89% |
| Sharpe | 2.46 | 0.65 |
| Sortino | 4.79 | 0.97 |
| Payoff Ratio | 1.56 | 1.1 |
| Profit Factor | 1.62 | 1.1 |
| Common Sense Ratio | 2.66 | 1.16 |
| CPC Index | 1.27 | 0.62 |
| Tail Ratio | 1.64 | 1.05 |
| Outlier Win Ratio | 12.33 | 2.92 |
| Outlier Loss Ratio | 15.41 | 2.41 |
| Volatility (ann.) | 13.65% | 54.74% |
| R^2 | 0.48 | 0.48 |
| Calmar | 3.93 | 0.34 |
| Skew | 1.97 | 0.2 |
| Kurtosis | 13.43 | 3.56 |
| Expected Daily % | 0.09% | 0.06% |
| Expected Monthly % | 2.72% | 1.71% |
| Expected Yearly % | 29.01% | 17.44% |
| Kelly Criterion | 18.41% | 7.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.08% | -4.62% |
| Expected Shortfall (cVaR) | -1.08% | -4.62% |
| Year | BTCUSD | configs/btc_100/build.uniq_100_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.04 | 5.83 | -0.09 | + |
| 2023 | 154.85 | 44.86 | 0.29 | - |
| 2024 | 119.18 | 81.73 | 0.69 | - |
| 2025 | -10.30 | -0.58 | 0.06 | + |
| Metric | configs/btc_100/build.uniq_100_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.56% | 3.86% |
| 3M | -1.12% | -13.72% |
| 6M | 27.97% | 26.88% |
| YTD | -0.58% | -10.3% |
| 1Y | 49.78% | 18.13% |
| 3Y (ann.) | 36.98% | 20.26% |
| 5Y (ann.) | 38.61% | 22.88% |
| Metric | configs/btc_100/build.uniq_100_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -9.81% | -66.89% |
| Longest DD Days | 151.0 | 683.0 |
| Avg. Drawdown | -1.35% | -10.7% |
| Avg. Drawdown Days | 15.0 | 65.0 |
| Recovery Factor | 18.04 | 1.35 |
| Ulcer Index | inf | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-30 | 2022-08-08 | -9.81 | 131 |
| 2022-08-14 | 2023-01-12 | -8.38 | 151 |
| 2023-06-26 | 2023-10-24 | -5.68 | 120 |
| 2023-04-15 | 2023-06-21 | -5.57 | 67 |
| 2024-01-09 | 2024-02-10 | -4.68 | 32 |
| 2024-05-22 | 2024-07-20 | -4.50 | 59 |
| 2024-08-25 | 2024-09-19 | -3.54 | 25 |
| 2022-03-03 | 2022-03-28 | -3.34 | 25 |
| 2025-01-07 | 2025-01-22 | -3.24 | 15 |
| 2023-12-10 | 2024-01-08 | -3.01 | 29 |
| Metric | configs/btc_100/build.uniq_100_daily_ | BTCUSD |
|---|---|---|
| Best Day | 5.9% | 14.21% |
| Worst Day | -3.77% | -14.67% |
| Best Week | 10.02% | 28.96% |
| Worst Week | -4.29% | -30.92% |
| Best Month | 25.01% | 45.57% |
| Worst Month | -6.37% | -36.86% |
| Best Year | 81.73% | 154.85% |
| Worst Year | -0.58% | -62.04% |
| Avg. Up Day | 0.55% | 2.2% |
| Avg. Down Day | -0.35% | -2.0% |
| Avg. Up Week | 2.1% | 6.26% |
| Avg. Down Week | -0.91% | -4.94% |
| Avg. Up Month | 6.53% | 16.17% |
| Avg. Down Month | -2.47% | -12.83% |
| Win Days % | 50.22% | 51.36% |
| Win Month % | 71.05% | 55.26% |
| Win Week % | 53.29% | 52.69% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |