| Metric | configs/btc_100/build.uniq_100_ | BTCUSD |
|---|---|---|
| Time in Market | 90.0% | 100.0% |
| Cumulative Return | 108.56% | 93.19% |
| Max Drawdown | -27.73% | -67.18% |
| Sharpe | 0.65 | 0.33 |
| Sortino | 0.79 | 0.48 |
| Payoff Ratio | 1.29 | 1.11 |
| Profit Factor | 1.22 | 1.06 |
| Common Sense Ratio | 1.47 | 1.03 |
| CPC Index | 0.77 | 0.6 |
| Tail Ratio | 1.21 | 0.98 |
| Outlier Win Ratio | 15.5 | 3.19 |
| Outlier Loss Ratio | 14.49 | 2.91 |
| Volatility (ann.) | 9.83% | 26.56% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.96 | 0.35 |
| Skew | -24.72 | 0.16 |
| Kurtosis | 1244.08 | 6.31 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 1.95% | 1.75% |
| Expected Yearly % | 20.17% | 17.9% |
| Kelly Criterion | 9.13% | 6.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.26% |
| Expected Shortfall (cVaR) | -0.83% | -2.26% |
| Year | BTCUSD | configs/btc_100/build.uniq_100_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 6.57 | -0.11 | + |
| 2023 | 155.54 | 44.92 | 0.29 | - |
| 2024 | 121.00 | 81.94 | 0.68 | - |
| 2025 | -11.95 | -25.77 | 2.16 | - |
| Metric | configs/btc_100/build.uniq_100_ | BTCUSD |
|---|---|---|
| MTD | -25.12% | -2.49% |
| 3M | -25.81% | -12.15% |
| 6M | -4.32% | 24.81% |
| YTD | -25.77% | -11.95% |
| 1Y | 12.07% | 18.06% |
| 3Y (ann.) | 24.54% | 20.38% |
| 5Y (ann.) | 26.54% | 23.47% |
| Metric | configs/btc_100/build.uniq_100_ | BTCUSD |
|---|---|---|
| Max Drawdown | -27.73% | -67.18% |
| Longest DD Days | 157.0 | 683.0 |
| Avg. Drawdown | -1.28% | -7.1% |
| Avg. Drawdown Days | 9.0 | 37.0 |
| Recovery Factor | 3.91 | 1.39 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-24 | 2025-03-31 | -27.73 | 6 |
| 2022-03-29 | 2022-08-08 | -10.03 | 131 |
| 2022-08-08 | 2023-01-12 | -8.91 | 157 |
| 2023-06-23 | 2023-10-23 | -6.55 | 122 |
| 2023-04-14 | 2023-06-20 | -5.72 | 67 |
| 2024-01-11 | 2024-02-09 | -5.51 | 28 |
| 2024-05-21 | 2024-07-19 | -4.80 | 59 |
| 2025-01-07 | 2025-01-20 | -4.54 | 13 |
| 2025-01-20 | 2025-03-24 | -4.28 | 63 |
| 2024-08-24 | 2024-09-17 | -3.73 | 24 |
| Metric | configs/btc_100/build.uniq_100_ | BTCUSD |
|---|---|---|
| Best Day | 5.66% | 9.33% |
| Worst Day | -25.06% | -9.32% |
| Best Week | 11.68% | 35.75% |
| Worst Week | -26.01% | -29.64% |
| Best Month | 25.1% | 43.77% |
| Worst Month | -25.12% | -37.12% |
| Best Year | 81.94% | 155.54% |
| Worst Year | -25.77% | -61.15% |
| Avg. Up Day | 0.23% | 0.95% |
| Avg. Down Day | -0.18% | -0.86% |
| Avg. Up Week | 2.22% | 6.72% |
| Avg. Down Week | -1.22% | -4.96% |
| Avg. Up Month | 6.79% | 15.08% |
| Avg. Down Month | -4.73% | -12.12% |
| Win Days % | 48.75% | 51.06% |
| Win Month % | 65.79% | 57.89% |
| Win Week % | 52.69% | 48.5% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |