| Metric | configs/btc_100/build.s.no37_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 89.0% | 100.0% |
| Cumulative Return | 22.91% | 31.62% |
| Max Drawdown | -20.59% | -28.38% |
| Sharpe | 0.54 | 0.43 |
| Sortino | 0.67 | 0.62 |
| Payoff Ratio | 1.34 | 1.11 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 1.34 | 1.01 |
| CPC Index | 0.77 | 0.61 |
| Tail Ratio | 1.13 | 0.94 |
| Outlier Win Ratio | 13.15 | 3.11 |
| Outlier Loss Ratio | 11.45 | 2.78 |
| Volatility (ann.) | 12.49% | 25.96% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.29 | 1.3 |
| Skew | -10.28 | 0.17 |
| Kurtosis | 292.27 | 6.4 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.89% | 2.53% |
| Expected Yearly % | 10.87% | 14.73% |
| Kelly Criterion | 10.55% | 7.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -2.2% |
| Expected Shortfall (cVaR) | -1.06% | -2.2% |
| Year | BTCUSD | configs/btc_100/build.s.no37_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 51.27 | 1.04 | + |
| 2025 | -11.95 | -18.74 | 1.57 | - |
| Metric | configs/btc_100/build.s.no37_fwd_ | BTCUSD |
|---|---|---|
| MTD | -16.99% | -2.49% |
| 3M | -18.77% | -12.15% |
| 6M | 7.92% | 24.81% |
| YTD | -18.74% | -11.95% |
| 1Y | 22.91% | 31.62% |
| 3Y (ann.) | 26.53% | 36.81% |
| 5Y (ann.) | 26.53% | 36.81% |
| Metric | configs/btc_100/build.s.no37_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -20.59% | -28.38% |
| Longest DD Days | 69.0 | 144.0 |
| Avg. Drawdown | -1.37% | -4.96% |
| Avg. Drawdown Days | 6.0 | 12.0 |
| Recovery Factor | 1.11 | 1.11 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-03-31 | -20.59 | 69 |
| 2025-01-07 | 2025-01-20 | -5.50 | 13 |
| 2024-05-21 | 2024-07-19 | -5.03 | 59 |
| 2024-08-24 | 2024-09-19 | -4.53 | 26 |
| 2024-07-22 | 2024-08-08 | -4.16 | 17 |
| 2024-11-13 | 2024-11-19 | -3.95 | 5 |
| 2024-10-21 | 2024-11-06 | -3.14 | 16 |
| 2024-11-12 | 2024-11-13 | -1.60 | 1 |
| 2024-05-16 | 2024-05-17 | -1.52 | 1 |
| 2024-09-20 | 2024-09-24 | -1.19 | 4 |
| Metric | configs/btc_100/build.s.no37_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 6.32% | 9.33% |
| Worst Day | -16.01% | -9.32% |
| Best Week | 14.26% | 18.93% |
| Worst Week | -17.43% | -12.33% |
| Best Month | 30.76% | 37.42% |
| Worst Month | -16.99% | -17.69% |
| Best Year | 51.27% | 49.48% |
| Worst Year | -18.74% | -11.95% |
| Avg. Up Day | 0.28% | 0.99% |
| Avg. Down Day | -0.21% | -0.89% |
| Avg. Up Week | 2.73% | 6.28% |
| Avg. Down Week | -1.73% | -4.6% |
| Avg. Up Month | 9.62% | 13.36% |
| Avg. Down Month | -5.13% | -9.01% |
| Win Days % | 48.81% | 51.41% |
| Win Month % | 54.55% | 54.55% |
| Win Week % | 52.08% | 52.08% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |