| Metric | configs/btc_100/build.s.no37_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 206.05% | 105.98% |
| Max Drawdown | -10.52% | -66.89% |
| Sharpe | 2.16 | 0.7 |
| Sortino | 4.07 | 1.04 |
| Payoff Ratio | 1.55 | 1.11 |
| Profit Factor | 1.6 | 1.11 |
| Common Sense Ratio | 2.49 | 1.17 |
| CPC Index | 1.23 | 0.64 |
| Tail Ratio | 1.56 | 1.05 |
| Outlier Win Ratio | 11.26 | 3.06 |
| Outlier Loss Ratio | 14.03 | 2.54 |
| Volatility (ann.) | 17.36% | 54.68% |
| R^2 | 0.41 | 0.41 |
| Calmar | 4.12 | 0.39 |
| Skew | 1.9 | 0.21 |
| Kurtosis | 15.19 | 3.57 |
| Expected Daily % | 0.1% | 0.06% |
| Expected Monthly % | 2.99% | 1.92% |
| Expected Yearly % | 32.27% | 19.8% |
| Kelly Criterion | 17.54% | 7.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.39% | -4.6% |
| Expected Shortfall (cVaR) | -1.39% | -4.6% |
| Year | BTCUSD | configs/btc_100/build.s.no37_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.89 | 9.83 | -0.17 | + |
| 2023 | 154.85 | 50.87 | 0.33 | - |
| 2024 | 119.18 | 90.21 | 0.76 | - |
| 2025 | -10.30 | -2.90 | 0.28 | + |
| Metric | configs/btc_100/build.s.no37_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.63% | 3.86% |
| 3M | -3.23% | -13.72% |
| 6M | 28.83% | 26.88% |
| YTD | -2.9% | -10.3% |
| 1Y | 50.99% | 18.13% |
| 3Y (ann.) | 41.16% | 20.26% |
| 5Y (ann.) | 43.29% | 26.16% |
| Metric | configs/btc_100/build.s.no37_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -10.52% | -66.89% |
| Longest DD Days | 120.0 | 683.0 |
| Avg. Drawdown | -1.56% | -10.26% |
| Avg. Drawdown Days | 15.0 | 65.0 |
| Recovery Factor | 19.59 | 1.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-14 | 2023-01-12 | -10.52 | 120 |
| 2022-06-02 | 2022-07-28 | -10.10 | 56 |
| 2023-03-25 | 2023-06-21 | -7.48 | 88 |
| 2023-06-26 | 2023-10-24 | -7.29 | 120 |
| 2023-12-10 | 2024-02-10 | -6.76 | 62 |
| 2024-05-22 | 2024-07-20 | -4.99 | 59 |
| 2022-03-30 | 2022-05-31 | -4.51 | 62 |
| 2024-08-25 | 2024-09-19 | -4.39 | 25 |
| 2022-03-03 | 2022-03-26 | -4.08 | 23 |
| 2025-01-07 | 2025-03-30 | -4.00 | 82 |
| Metric | configs/btc_100/build.s.no37_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.02% | 14.21% |
| Worst Day | -5.58% | -14.67% |
| Best Week | 11.93% | 28.96% |
| Worst Week | -5.08% | -30.92% |
| Best Month | 30.61% | 45.57% |
| Worst Month | -7.74% | -36.86% |
| Best Year | 90.21% | 154.85% |
| Worst Year | -2.9% | -58.89% |
| Avg. Up Day | 0.64% | 2.2% |
| Avg. Down Day | -0.41% | -1.98% |
| Avg. Up Week | 2.38% | 6.34% |
| Avg. Down Week | -1.02% | -4.91% |
| Avg. Up Month | 8.88% | 17.91% |
| Avg. Down Month | -2.67% | -12.62% |
| Win Days % | 49.87% | 51.45% |
| Win Month % | 60.53% | 55.26% |
| Win Week % | 53.01% | 53.01% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |