| Metric | tmp/f.old/configs_ | BTCUSD |
|---|---|---|
| Time in Market | 66.0% | 100.0% |
| Cumulative Return | 21.17% | 86.0% |
| Max Drawdown | -67.48% | -67.18% |
| Sharpe | 0.24 | 0.32 |
| Sortino | 0.27 | 0.46 |
| Payoff Ratio | 1.09 | 1.09 |
| Profit Factor | 1.13 | 1.05 |
| Common Sense Ratio | 1.42 | 1.03 |
| CPC Index | 0.6 | 0.59 |
| Tail Ratio | 1.26 | 0.98 |
| Outlier Win Ratio | 16.76 | 3.63 |
| Outlier Loss Ratio | 8.73 | 3.31 |
| Volatility (ann.) | 21.6% | 26.59% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.09 | 0.32 |
| Skew | -38.65 | 0.16 |
| Kurtosis | 2190.68 | 6.26 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.49% | 1.6% |
| Expected Yearly % | 4.92% | 16.78% |
| Kelly Criterion | 1.04% | 6.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.85% | -2.27% |
| Expected Shortfall (cVaR) | -1.85% | -2.27% |
| Year | BTCUSD | tmp/f.old/configs_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | -14.49 | 0.24 | + |
| 2023 | 155.54 | 88.34 | 0.57 | - |
| 2024 | 121.00 | 124.72 | 1.03 | + |
| 2025 | -15.23 | -66.52 | 4.37 | - |
| Metric | tmp/f.old/configs_ | BTCUSD |
|---|---|---|
| MTD | -63.64% | -4.11% |
| 3M | -66.54% | -19.53% |
| 6M | -44.26% | 26.0% |
| YTD | -66.52% | -15.23% |
| 1Y | -32.75% | 14.83% |
| 3Y (ann.) | 5.67% | 22.36% |
| 5Y (ann.) | 6.29% | 21.81% |
| Metric | tmp/f.old/configs_ | BTCUSD |
|---|---|---|
| Max Drawdown | -67.48% | -67.18% |
| Longest DD Days | 376.0 | 683.0 |
| Avg. Drawdown | -2.59% | -7.15% |
| Avg. Drawdown Days | 14.0 | 37.0 |
| Recovery Factor | 0.31 | 1.28 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-03 | 2025-04-07 | -67.48 | 125 |
| 2022-03-02 | 2023-03-13 | -28.81 | 376 |
| 2024-01-11 | 2024-03-04 | -10.02 | 53 |
| 2024-03-11 | 2024-05-15 | -8.70 | 64 |
| 2024-05-21 | 2024-07-15 | -7.59 | 55 |
| 2023-07-19 | 2023-10-23 | -6.69 | 95 |
| 2024-03-05 | 2024-03-08 | -6.34 | 3 |
| 2023-04-18 | 2023-06-20 | -5.69 | 63 |
| 2024-08-09 | 2024-10-14 | -4.62 | 66 |
| 2023-03-22 | 2023-04-10 | -3.86 | 19 |
| Metric | tmp/f.old/configs_ | BTCUSD |
|---|---|---|
| Best Day | 8.56% | 9.33% |
| Worst Day | -63.61% | -9.32% |
| Best Week | 21.52% | 35.75% |
| Worst Week | -63.62% | -29.64% |
| Best Month | 56.35% | 43.77% |
| Worst Month | -63.64% | -37.12% |
| Best Year | 124.72% | 155.54% |
| Worst Year | -66.52% | -61.15% |
| Avg. Up Day | 0.39% | 0.94% |
| Avg. Down Day | -0.35% | -0.86% |
| Avg. Up Week | 3.26% | 6.97% |
| Avg. Down Week | -2.31% | -5.03% |
| Avg. Up Month | 10.1% | 15.62% |
| Avg. Down Month | -11.33% | -12.81% |
| Win Days % | 48.29% | 51.01% |
| Win Month % | 66.67% | 56.41% |
| Win Week % | 50.6% | 48.21% |
| Win Quarter % | 71.43% | 50.0% |
| Win Year % | 50.0% | 50.0% |