| Metric | configs/btc_100/build.uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 96.0% | 100.0% |
| Cumulative Return | 54.63% | 49.12% |
| Max Drawdown | -4.57% | -28.17% |
| Sharpe | 3.31 | 1.05 |
| Sortino | 7.65 | 1.66 |
| Payoff Ratio | 2.01 | 1.2 |
| Profit Factor | 1.92 | 1.17 |
| Common Sense Ratio | 3.65 | 1.34 |
| CPC Index | 1.93 | 0.7 |
| Tail Ratio | 1.91 | 1.15 |
| Outlier Win Ratio | 11.51 | 2.79 |
| Outlier Loss Ratio | 12.88 | 2.06 |
| Volatility (ann.) | 13.65% | 50.8% |
| R^2 | 0.18 | 0.18 |
| Calmar | 12.19 | 1.78 |
| Skew | 2.97 | 0.59 |
| Kurtosis | 19.37 | 2.36 |
| Expected Daily % | 0.12% | 0.11% |
| Expected Monthly % | 3.7% | 3.39% |
| Expected Yearly % | 24.35% | 22.11% |
| Kelly Criterion | 25.32% | 8.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.05% | -4.23% |
| Expected Shortfall (cVaR) | -1.05% | -4.23% |
| Year | BTCUSD | configs/btc_100/build.uniq_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 48.95 | 1.01 | + |
| 2025 | 0.50 | 3.81 | 7.69 | + |
| Metric | configs/btc_100/build.uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 5.48% | 13.67% |
| 3M | 2.35% | -10.52% |
| 6M | 32.74% | 40.94% |
| YTD | 3.81% | 0.5% |
| 1Y | 54.63% | 49.12% |
| 3Y (ann.) | 55.76% | 50.12% |
| 5Y (ann.) | 55.76% | 50.12% |
| Metric | configs/btc_100/build.uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -4.57% | -28.17% |
| Longest DD Days | 90.0 | 161.0 |
| Avg. Drawdown | -1.03% | -7.03% |
| Avg. Drawdown Days | 11.0 | 24.0 |
| Recovery Factor | 11.95 | 1.74 |
| Ulcer Index | 0.97 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-22 | 2024-07-17 | -4.57 | 56 |
| 2025-01-23 | 2025-04-23 | -4.21 | 90 |
| 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 |
| 2024-10-22 | 2024-11-06 | -1.18 | 15 |
| 2024-07-29 | 2024-08-08 | -1.00 | 10 |
| 2024-11-23 | 2024-12-05 | -0.90 | 12 |
| 2024-08-10 | 2024-08-24 | -0.86 | 14 |
| 2024-12-06 | 2024-12-12 | -0.72 | 6 |
| Metric | configs/btc_100/build.uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 6.21% | 11.89% |
| Worst Day | -2.01% | -8.6% |
| Best Week | 11.3% | 18.93% |
| Worst Week | -2.3% | -12.33% |
| Best Month | 26.73% | 37.42% |
| Worst Month | -1.63% | -17.69% |
| Best Year | 48.95% | 48.38% |
| Worst Year | 3.81% | 0.5% |
| Avg. Up Day | 0.57% | 2.38% |
| Avg. Down Day | -0.28% | -1.99% |
| Avg. Up Week | 2.66% | 6.63% |
| Avg. Down Week | -0.87% | -4.26% |
| Avg. Up Month | 8.03% | 13.28% |
| Avg. Down Month | -1.49% | -12.4% |
| Win Days % | 50.15% | 50.42% |
| Win Month % | 75.0% | 58.33% |
| Win Week % | 55.77% | 50.94% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |