| Metric | configs/btc_100/build.uniq_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 163.81% | 92.32% |
| Max Drawdown | -10.33% | -62.03% |
| Sharpe | 2.47 | 0.68 |
| Sortino | 4.88 | 0.99 |
| Payoff Ratio | 1.74 | 1.2 |
| Profit Factor | 1.6 | 1.11 |
| Common Sense Ratio | 2.67 | 1.26 |
| CPC Index | 1.39 | 0.65 |
| Tail Ratio | 1.67 | 1.14 |
| Outlier Win Ratio | 12.02 | 2.87 |
| Outlier Loss Ratio | 14.09 | 2.47 |
| Volatility (ann.) | 13.6% | 53.32% |
| R^2 | 0.18 | 0.18 |
| Calmar | 3.72 | 0.39 |
| Skew | 2.09 | -0.09 |
| Kurtosis | 13.9 | 4.12 |
| Expected Daily % | 0.09% | 0.06% |
| Expected Monthly % | 2.66% | 1.78% |
| Expected Yearly % | 27.44% | 17.76% |
| Kelly Criterion | 21.23% | 6.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.08% | -4.49% |
| Expected Shortfall (cVaR) | -1.08% | -4.49% |
| Year | BTCUSD | configs/btc_100/build.uniq_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.83 | -3.73 | 0.06 | + |
| 2023 | 155.54 | 52.95 | 0.34 | - |
| 2024 | 121.00 | 84.13 | 0.70 | - |
| 2025 | -15.23 | -2.69 | 0.18 | + |
| Metric | configs/btc_100/build.uniq_ | BTCUSD |
|---|---|---|
| MTD | -1.12% | -4.11% |
| 3M | -3.58% | -19.42% |
| 6M | 27.59% | 27.54% |
| YTD | -2.69% | -15.23% |
| 1Y | 50.61% | 14.83% |
| 3Y (ann.) | 38.38% | 24.48% |
| 5Y (ann.) | 38.38% | 24.48% |
| Metric | configs/btc_100/build.uniq_ | BTCUSD |
|---|---|---|
| Max Drawdown | -10.33% | -62.03% |
| Longest DD Days | 267.0 | 593.0 |
| Avg. Drawdown | -1.2% | -8.93% |
| Avg. Drawdown Days | 16.0 | 47.0 |
| Recovery Factor | 15.86 | 1.49 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2023-01-13 | -10.33 | 267 |
| 2024-01-09 | 2024-02-13 | -5.75 | 35 |
| 2023-06-26 | 2023-10-24 | -5.59 | 120 |
| 2024-05-22 | 2024-07-17 | -4.76 | 56 |
| 2023-04-15 | 2023-06-21 | -4.73 | 67 |
| 2025-01-23 | 2025-04-07 | -4.12 | 74 |
| 2024-08-25 | 2024-09-19 | -3.20 | 25 |
| 2024-12-18 | 2025-01-22 | -2.91 | 35 |
| 2024-07-23 | 2024-07-28 | -2.51 | 5 |
| 2023-12-10 | 2024-01-05 | -2.50 | 26 |
| Metric | configs/btc_100/build.uniq_ | BTCUSD |
|---|---|---|
| Best Day | 6.21% | 11.89% |
| Worst Day | -3.58% | -15.42% |
| Best Week | 11.3% | 35.75% |
| Worst Week | -5.0% | -29.64% |
| Best Month | 26.73% | 43.77% |
| Worst Month | -7.06% | -37.12% |
| Best Year | 84.13% | 155.54% |
| Worst Year | -3.73% | -59.83% |
| Avg. Up Day | 0.52% | 2.39% |
| Avg. Down Day | -0.3% | -1.98% |
| Avg. Up Week | 2.46% | 7.01% |
| Avg. Down Week | -0.94% | -4.99% |
| Avg. Up Month | 7.53% | 16.42% |
| Avg. Down Month | -2.33% | -11.84% |
| Win Days % | 50.0% | 48.85% |
| Win Month % | 62.16% | 54.05% |
| Win Week % | 50.62% | 49.38% |
| Win Quarter % | 69.23% | 46.15% |
| Win Year % | 50.0% | 50.0% |