| Metric | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 19,130.86% | 124.69% |
| Max Drawdown | -77.77% | -66.89% |
| Sharpe | -3.92 | 0.7 |
| Sortino | -3.85 | 1.04 |
| Payoff Ratio | 14.48 | 1.26 |
| Profit Factor | 0.02 | 1.11 |
| Common Sense Ratio | 0.0 | 1.16 |
| CPC Index | 0.24 | 0.71 |
| Tail Ratio | 0.0 | 1.05 |
| Outlier Win Ratio | 1.26 | 2.27 |
| Outlier Loss Ratio | 6.08 | 989.23 |
| Volatility (ann.) | 2336.04% | 54.23% |
| R^2 | 0.0 | 0.0 |
| Calmar | -1.0 | 0.39 |
| Skew | -7.36 | 0.19 |
| Kurtosis | 57.22 | 3.56 |
| Expected Daily % | -100.0% | 0.06% |
| Expected Monthly % | -100.0% | 1.95% |
| Expected Yearly % | -100.0% | 22.43% |
| Kelly Criterion | -19.45% | 12.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1074.12% | -4.56% |
| Expected Shortfall (cVaR) | -639.01% | -4.56% |
| Year | BTCUSD | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -64.94 | 30647.29 | -471.92 | + |
| 2023 | 154.85 | -39.27 | -0.25 | - |
| 2024 | 119.18 | 26.52 | 0.22 | - |
| 2025 | 14.74 | -18.60 | -1.26 | - |
| Metric | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | -7.15% | 2.43% |
| 3M | -22.47% | 29.16% |
| 6M | 9.52% | 6.19% |
| YTD | -18.6% | 14.74% |
| 1Y | 19.94% | 58.26% |
| 3Y (ann.) | -100.0% | 66.95% |
| 5Y (ann.) | -100.0% | 26.41% |
| Metric | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -77.77% | -66.89% |
| Longest DD Days | 739.0 | 683.0 |
| Avg. Drawdown | -41.68% | -10.76% |
| Avg. Drawdown Days | 137.0 | 72.0 |
| Recovery Factor | -1.0 | 1.86 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-06-07 | 2025-06-15 | -77.77 | 739 |
| 2022-06-16 | 2022-11-10 | -59.60 | 147 |
| 2022-03-15 | 2022-05-10 | -58.09 | 56 |
| 2022-01-26 | 2022-03-14 | -47.57 | 47 |
| 2022-11-11 | 2023-03-10 | -45.24 | 119 |
| 2022-05-15 | 2022-06-15 | -41.85 | 31 |
| 2022-01-12 | 2022-01-21 | -22.33 | 9 |
| 2023-03-11 | 2023-05-13 | -13.32 | 63 |
| 2023-05-16 | 2023-06-06 | -9.39 | 21 |
| Metric | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 841.42% | 14.21% |
| Worst Day | -6187.45% | -14.67% |
| Best Week | 0.0% | 28.96% |
| Worst Week | -100.0% | -30.92% |
| Best Month | -100.0% | 45.57% |
| Worst Month | -100.0% | -36.86% |
| Best Year | -100.0% | 154.85% |
| Worst Year | -100.0% | -64.94% |
| Avg. Up Day | 338.02% | 3.97% |
| Avg. Down Day | -146.23% | -1.85% |
| Avg. Up Week | NaN% | NaN% |
| Avg. Down Week | -100.0% | -5.06% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -100.0% | -12.55% |
| Win Days % | 1.99% | 51.86% |
| Win Month % | 0.0% | 59.52% |
| Win Week % | 0.0% | 53.8% |
| Win Quarter % | 0.0% | 50.0% |
| Win Year % | 0.0% | 75.0% |