| Metric | configs/btc_100/build.s.no37.mod_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 89.0% | 100.0% |
| Cumulative Return | 22.72% | 32.88% |
| Max Drawdown | -20.49% | -28.38% |
| Sharpe | 0.53 | 0.44 |
| Sortino | 0.66 | 0.64 |
| Payoff Ratio | 1.34 | 1.1 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 1.33 | 1.01 |
| CPC Index | 0.77 | 0.61 |
| Tail Ratio | 1.12 | 0.94 |
| Outlier Win Ratio | 13.02 | 3.09 |
| Outlier Loss Ratio | 11.42 | 2.76 |
| Volatility (ann.) | 12.46% | 25.93% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.28 | 1.35 |
| Skew | -11.04 | 0.16 |
| Kurtosis | 314.14 | 6.42 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.72% | 2.4% |
| Expected Yearly % | 10.78% | 15.27% |
| Kelly Criterion | 10.52% | 7.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.05% | -2.2% |
| Expected Shortfall (cVaR) | -1.05% | -2.2% |
| Year | BTCUSD | configs/btc_100/build.s.no37.mod_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 50.68 | 1.02 | + |
| 2025 | -11.10 | -18.55 | 1.67 | - |
| Metric | configs/btc_100/build.s.no37.mod_fwd_ | BTCUSD |
|---|---|---|
| MTD | -0.0% | 0.55% |
| 3M | -18.58% | -11.3% |
| 6M | 7.84% | 26.51% |
| YTD | -18.55% | -11.1% |
| 1Y | 22.72% | 32.88% |
| 3Y (ann.) | 26.31% | 38.3% |
| 5Y (ann.) | 26.31% | 38.3% |
| Metric | configs/btc_100/build.s.no37.mod_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -20.49% | -28.38% |
| Longest DD Days | 70.0 | 144.0 |
| Avg. Drawdown | -1.42% | -4.96% |
| Avg. Drawdown Days | 6.0 | 12.0 |
| Recovery Factor | 1.11 | 1.16 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-04-01 | -20.49 | 70 |
| 2025-01-07 | 2025-01-20 | -5.41 | 13 |
| 2024-05-21 | 2024-07-19 | -5.08 | 59 |
| 2024-08-24 | 2024-09-18 | -4.45 | 25 |
| 2024-07-22 | 2024-08-08 | -4.08 | 17 |
| 2024-11-13 | 2024-11-19 | -3.87 | 5 |
| 2024-10-21 | 2024-11-06 | -3.06 | 16 |
| 2024-11-12 | 2024-11-13 | -1.57 | 1 |
| 2024-05-16 | 2024-05-17 | -1.49 | 1 |
| 2024-09-20 | 2024-09-24 | -1.16 | 4 |
| Metric | configs/btc_100/build.s.no37.mod_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 6.17% | 9.33% |
| Worst Day | -16.3% | -9.32% |
| Best Week | 14.04% | 18.93% |
| Worst Week | -17.6% | -12.33% |
| Best Month | 30.2% | 37.42% |
| Worst Month | -16.97% | -17.69% |
| Best Year | 50.68% | 49.48% |
| Worst Year | -18.55% | -11.1% |
| Avg. Up Day | 0.28% | 0.99% |
| Avg. Down Day | -0.21% | -0.9% |
| Avg. Up Week | 2.72% | 6.28% |
| Avg. Down Week | -1.83% | -4.46% |
| Avg. Up Month | 9.5% | 13.36% |
| Avg. Down Month | -5.11% | -8.91% |
| Win Days % | 48.69% | 51.44% |
| Win Month % | 50.0% | 58.33% |
| Win Week % | 54.17% | 52.08% |
| Win Quarter % | 60.0% | 80.0% |
| Win Year % | 50.0% | 50.0% |