| Metric | configs/btc_100/build.uniq_ | BTCUSD |
|---|---|---|
| Time in Market | 98.0% | 100.0% |
| Cumulative Return | 335.41% | 793.53% |
| Max Drawdown | -29.92% | -76.67% |
| Sharpe | 1.6 | 1.07 |
| Sortino | 2.6 | 1.6 |
| Payoff Ratio | 1.33 | 1.12 |
| Profit Factor | 1.38 | 1.18 |
| Common Sense Ratio | 1.83 | 1.22 |
| CPC Index | 0.93 | 0.67 |
| Tail Ratio | 1.33 | 1.04 |
| Outlier Win Ratio | 11.12 | 3.03 |
| Outlier Loss Ratio | 11.92 | 2.9 |
| Volatility (ann.) | 20.87% | 61.36% |
| R^2 | 0.54 | 0.54 |
| Calmar | 1.22 | 0.77 |
| Skew | 0.69 | 0.11 |
| Kurtosis | 11.03 | 3.49 |
| Expected Daily % | 0.09% | 0.13% |
| Expected Monthly % | 2.61% | 3.92% |
| Expected Yearly % | 27.79% | 44.05% |
| Kelly Criterion | 13.63% | 7.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.7% | -5.1% |
| Expected Shortfall (cVaR) | -1.7% | -5.1% |
| Year | BTCUSD | configs/btc_100/build.uniq_ | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 213.85 | 41.45 | 0.19 | - |
| 2021 | 59.34 | 15.45 | 0.26 | - |
| 2022 | -64.22 | -20.70 | 0.32 | + |
| 2023 | 155.54 | 83.20 | 0.53 | - |
| 2024 | 121.00 | 89.18 | 0.74 | - |
| 2025 | -11.59 | -2.99 | 0.26 | + |
| Metric | configs/btc_100/build.uniq_ | BTCUSD |
|---|---|---|
| MTD | -0.25% | -2.09% |
| 3M | -3.19% | -13.24% |
| 6M | 34.53% | 25.32% |
| YTD | -2.99% | -11.59% |
| 1Y | 61.81% | 18.54% |
| 3Y (ann.) | 36.44% | 20.55% |
| 5Y (ann.) | 36.59% | 59.07% |
| Metric | configs/btc_100/build.uniq_ | BTCUSD |
|---|---|---|
| Max Drawdown | -29.92% | -76.67% |
| Longest DD Days | 415.0 | 846.0 |
| Avg. Drawdown | -2.33% | -8.92% |
| Avg. Drawdown Days | 25.0 | 38.0 |
| Recovery Factor | 11.21 | 10.35 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-03-18 | -29.92 | 381 |
| 2021-01-09 | 2022-02-28 | -21.19 | 415 |
| 2025-03-03 | 2025-03-31 | -8.80 | 28 |
| 2024-01-09 | 2024-03-04 | -8.57 | 55 |
| 2024-03-14 | 2024-04-09 | -6.92 | 26 |
| 2024-05-22 | 2024-07-15 | -5.76 | 54 |
| 2024-12-17 | 2025-03-02 | -5.55 | 75 |
| 2023-06-26 | 2023-10-23 | -4.24 | 119 |
| 2023-04-15 | 2023-06-20 | -4.02 | 66 |
| 2020-08-18 | 2020-10-19 | -3.94 | 62 |
| Metric | configs/btc_100/build.uniq_ | BTCUSD |
|---|---|---|
| Best Day | 7.43% | 19.48% |
| Worst Day | -7.94% | -15.42% |
| Best Week | 17.31% | 38.59% |
| Worst Week | -11.95% | -29.64% |
| Best Month | 30.44% | 47.19% |
| Worst Month | -13.31% | -37.12% |
| Best Year | 89.18% | 213.85% |
| Worst Year | -20.7% | -64.22% |
| Avg. Up Day | 0.75% | 2.53% |
| Avg. Down Day | -0.57% | -2.25% |
| Avg. Up Week | 2.54% | 7.72% |
| Avg. Down Week | -1.35% | -5.66% |
| Avg. Up Month | 7.74% | 19.7% |
| Avg. Down Month | -3.83% | -13.63% |
| Win Days % | 50.63% | 50.85% |
| Win Month % | 63.16% | 57.89% |
| Win Week % | 53.01% | 52.59% |
| Win Quarter % | 68.42% | 57.89% |
| Win Year % | 66.67% | 66.67% |