| Metric | configs/btc_100/build.uniq_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 95.0% | 100.0% |
| Cumulative Return | 54.19% | 31.18% |
| Max Drawdown | -8.8% | -26.0% |
| Sharpe | 2.5 | 0.84 |
| Sortino | 5.05 | 1.32 |
| Payoff Ratio | 1.8 | 1.21 |
| Profit Factor | 1.69 | 1.13 |
| Common Sense Ratio | 2.43 | 1.26 |
| CPC Index | 1.46 | 0.68 |
| Tail Ratio | 1.44 | 1.12 |
| Outlier Win Ratio | 10.2 | 3.31 |
| Outlier Loss Ratio | 9.8 | 2.24 |
| Volatility (ann.) | 19.79% | 50.21% |
| R^2 | 0.54 | 0.54 |
| Calmar | 6.93 | 1.34 |
| Skew | 2.44 | 0.6 |
| Kurtosis | 16.25 | 2.51 |
| Expected Daily % | 0.13% | 0.08% |
| Expected Monthly % | 4.02% | 2.5% |
| Expected Yearly % | 24.17% | 14.54% |
| Kelly Criterion | 19.26% | 7.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.57% | -4.21% |
| Expected Shortfall (cVaR) | -1.57% | -4.21% |
| Year | BTCUSD | configs/btc_100/build.uniq_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 58.94 | 1.22 | + |
| 2025 | -11.59 | -2.99 | 0.26 | + |
| Metric | configs/btc_100/build.uniq_fwd_ | BTCUSD |
|---|---|---|
| MTD | -0.25% | -2.09% |
| 3M | -3.19% | -13.24% |
| 6M | 34.53% | 25.32% |
| YTD | -2.99% | -11.59% |
| 1Y | 54.19% | 31.18% |
| 3Y (ann.) | 60.97% | 34.77% |
| 5Y (ann.) | 60.97% | 34.77% |
| Metric | configs/btc_100/build.uniq_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -8.8% | -26.0% |
| Longest DD Days | 75.0 | 161.0 |
| Avg. Drawdown | -1.6% | -6.87% |
| Avg. Drawdown Days | 12.0 | 22.0 |
| Recovery Factor | 6.16 | 1.2 |
| Ulcer Index | 0.99 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-03-31 | -8.80 | 28 |
| 2024-07-02 | 2024-07-15 | -5.67 | 13 |
| 2024-12-17 | 2025-03-02 | -5.55 | 75 |
| 2024-07-22 | 2024-08-08 | -3.00 | 17 |
| 2024-08-10 | 2024-09-19 | -2.80 | 40 |
| 2024-11-23 | 2024-12-11 | -2.26 | 18 |
| 2024-05-22 | 2024-07-01 | -2.11 | 40 |
| 2024-10-30 | 2024-11-06 | -2.03 | 7 |
| 2024-11-14 | 2024-11-15 | -0.84 | 1 |
| 2024-10-22 | 2024-10-27 | -0.70 | 5 |
| Metric | configs/btc_100/build.uniq_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 7.43% | 11.89% |
| Worst Day | -4.39% | -8.6% |
| Best Week | 14.46% | 18.93% |
| Worst Week | -3.0% | -12.33% |
| Best Month | 30.44% | 37.42% |
| Worst Month | -2.58% | -17.69% |
| Best Year | 58.94% | 48.38% |
| Worst Year | -2.99% | -11.59% |
| Avg. Up Day | 0.84% | 2.29% |
| Avg. Down Day | -0.47% | -1.89% |
| Avg. Up Week | 2.88% | 6.33% |
| Avg. Down Week | -1.12% | -4.62% |
| Avg. Up Month | 9.24% | 13.2% |
| Avg. Down Month | -1.42% | -9.89% |
| Win Days % | 48.1% | 49.4% |
| Win Month % | 72.73% | 54.55% |
| Win Week % | 56.25% | 51.02% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |