| Metric | configs/btc_100/build.s.no37_ | BTCUSD |
|---|---|---|
| Time in Market | 90.0% | 100.0% |
| Cumulative Return | 156.38% | 105.24% |
| Max Drawdown | -20.59% | -67.18% |
| Sharpe | 0.83 | 0.35 |
| Sortino | 1.17 | 0.51 |
| Payoff Ratio | 1.28 | 1.11 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.54 | 1.04 |
| CPC Index | 0.78 | 0.6 |
| Tail Ratio | 1.24 | 0.98 |
| Outlier Win Ratio | 14.45 | 3.39 |
| Outlier Loss Ratio | 13.81 | 3.11 |
| Volatility (ann.) | 9.74% | 26.55% |
| R^2 | 0.32 | 0.32 |
| Calmar | 1.72 | 0.39 |
| Skew | -5.62 | 0.17 |
| Kurtosis | 231.66 | 6.34 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.51% | 1.91% |
| Expected Yearly % | 26.54% | 19.69% |
| Kelly Criterion | 9.01% | 6.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.26% |
| Expected Shortfall (cVaR) | -0.82% | -2.26% |
| Year | BTCUSD | configs/btc_100/build.s.no37_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 9.84 | -0.17 | + |
| 2023 | 155.54 | 50.92 | 0.33 | - |
| 2024 | 121.00 | 90.35 | 0.75 | - |
| 2025 | -11.95 | -18.74 | 1.57 | - |
| Metric | configs/btc_100/build.s.no37_ | BTCUSD |
|---|---|---|
| MTD | -16.99% | -2.49% |
| 3M | -18.77% | -12.15% |
| 6M | 7.92% | 24.81% |
| YTD | -18.74% | -11.95% |
| 1Y | 26.53% | 18.06% |
| 3Y (ann.) | 33.38% | 20.38% |
| 5Y (ann.) | 35.32% | 25.99% |
| Metric | configs/btc_100/build.s.no37_ | BTCUSD |
|---|---|---|
| Max Drawdown | -20.59% | -67.18% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -1.48% | -7.07% |
| Avg. Drawdown Days | 9.0 | 36.0 |
| Recovery Factor | 7.6 | 1.57 |
| Ulcer Index | 1.03 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-03-31 | -20.59 | 69 |
| 2022-05-31 | 2022-07-28 | -11.22 | 57 |
| 2022-09-13 | 2023-01-12 | -10.84 | 120 |
| 2023-06-23 | 2023-10-23 | -8.44 | 122 |
| 2023-03-22 | 2023-06-21 | -8.17 | 90 |
| 2023-12-09 | 2024-02-09 | -7.02 | 62 |
| 2022-03-29 | 2022-05-31 | -5.59 | 63 |
| 2025-01-07 | 2025-01-20 | -5.50 | 13 |
| 2024-05-21 | 2024-07-19 | -5.24 | 59 |
| 2024-03-05 | 2024-03-08 | -4.59 | 3 |
| Metric | configs/btc_100/build.s.no37_ | BTCUSD |
|---|---|---|
| Best Day | 6.32% | 9.33% |
| Worst Day | -16.01% | -9.32% |
| Best Week | 14.26% | 35.75% |
| Worst Week | -17.43% | -29.64% |
| Best Month | 30.76% | 43.77% |
| Worst Month | -16.99% | -37.12% |
| Best Year | 90.35% | 155.54% |
| Worst Year | -18.74% | -58.73% |
| Avg. Up Day | 0.26% | 0.95% |
| Avg. Down Day | -0.21% | -0.86% |
| Avg. Up Week | 2.62% | 6.86% |
| Avg. Down Week | -1.22% | -4.94% |
| Avg. Up Month | 8.27% | 16.27% |
| Avg. Down Month | -3.94% | -11.81% |
| Win Days % | 48.86% | 51.1% |
| Win Month % | 60.53% | 57.89% |
| Win Week % | 51.81% | 48.5% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |