| Metric | d_btcusd_div_1.0_tpm:0.005__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | 26,834.80% | 11.93% |
| Max Drawdown | -1155.82% | -27.83% |
| Sharpe | -0.3 | 0.75 |
| Sortino | -0.59 | 1.1 |
| Payoff Ratio | 1.59 | 1.02 |
| Profit Factor | 0.94 | 1.12 |
| Common Sense Ratio | 0.13 | 1.12 |
| CPC Index | 0.3 | 0.79 |
| Tail Ratio | 1.48 | 1.0 |
| Outlier Win Ratio | 2.17 | 546.87 |
| Outlier Loss Ratio | 2.9 | 361.12 |
| Volatility (ann.) | 745.15% | 47.84% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.11 | 1.01 |
| Skew | 3.47 | 0.11 |
| Kurtosis | 24.51 | 1.44 |
| Expected Daily % | -100.0% | 0.07% |
| Expected Monthly % | -100.0% | 1.9% |
| Expected Yearly % | -100.0% | 11.93% |
| Kelly Criterion | 0.36% | 16.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -967.11% | -4.02% |
| Expected Shortfall (cVaR) | -13977.38% | -4.02% |
| Year | BTCUSD | d_btcusd_div_1.0_tpm:0.005__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 11.93 | 26834.80 | 2249.37 | + |
| Metric | d_btcusd_div_1.0_tpm:0.005__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | 0.86% | 1.39% |
| 3M | 40.01% | 25.09% |
| 6M | 26834.8% | 11.93% |
| YTD | 26834.8% | 11.93% |
| 1Y | 26834.8% | 11.93% |
| 3Y (ann.) | -100.0% | 28.12% |
| 5Y (ann.) | -100.0% | 28.12% |
| Metric | d_btcusd_div_1.0_tpm:0.005__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -1155.82% | -27.83% |
| Longest DD Days | 59.0 | 118.0 |
| Avg. Drawdown | -84.1% | -10.09% |
| Avg. Drawdown Days | 8.0 | 31.0 |
| Recovery Factor | -0.11 | 0.43 |
| Ulcer Index | inf | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-03 | 2025-01-08 | -1155.82 | 5 |
| 2025-01-15 | 2025-02-02 | -50.50 | 18 |
| 2025-02-06 | 2025-02-25 | -33.51 | 19 |
| 2025-04-18 | 2025-06-16 | -24.24 | 59 |
| 2025-03-05 | 2025-03-09 | -17.32 | 4 |
| 2025-02-28 | 2025-03-04 | -11.64 | 4 |
| 2025-02-04 | 2025-02-05 | -10.16 | 1 |
| 2025-03-11 | 2025-03-14 | -8.95 | 3 |
| 2025-01-11 | 2025-01-14 | -8.61 | 3 |
| 2025-03-24 | 2025-03-29 | -5.26 | 5 |
| Metric | d_btcusd_div_1.0_tpm:0.005__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 4562.95% | 8.51% |
| Worst Day | -1673.67% | -7.85% |
| Best Week | 609.94% | 10.83% |
| Worst Week | -907.93% | -14.34% |
| Best Month | -59.93% | 15.86% |
| Worst Month | -131.01% | -19.77% |
| Best Year | -100.0% | 11.93% |
| Worst Year | -100.0% | 11.93% |
| Avg. Up Day | 473.31% | 2.13% |
| Avg. Down Day | -232.79% | -1.54% |
| Avg. Up Week | 609.94% | 5.91% |
| Avg. Down Week | -143.1% | -5.07% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -79.96% | -11.39% |
| Win Days % | 29.88% | 51.81% |
| Win Month % | 0.0% | 66.67% |
| Win Week % | 8.0% | 68.0% |
| Win Quarter % | 0.0% | 50.0% |
| Win Year % | 0.0% | 100.0% |