| Metric | d_btcusd_div_1.0_tpm:0.0075__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | -40.14% | 11.93% |
| Max Drawdown | -48.96% | -27.83% |
| Sharpe | -2.53 | 0.75 |
| Sortino | -2.89 | 1.1 |
| Payoff Ratio | 0.89 | 1.18 |
| Profit Factor | 0.67 | 1.12 |
| Common Sense Ratio | 0.3 | 1.12 |
| CPC Index | 0.27 | 0.68 |
| Tail Ratio | 0.44 | 1.0 |
| Outlier Win Ratio | 3.96 | 2.88 |
| Outlier Loss Ratio | 4.34 | 3.93 |
| Volatility (ann.) | 40.91% | 47.84% |
| R^2 | 0.25 | 0.25 |
| Calmar | -1.38 | 1.01 |
| Skew | -1.4 | 0.11 |
| Kurtosis | 3.76 | 1.44 |
| Expected Daily % | -0.31% | 0.07% |
| Expected Monthly % | -8.2% | 1.9% |
| Expected Yearly % | -40.14% | 11.93% |
| Kelly Criterion | -18.17% | 11.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.81% | -4.02% |
| Expected Shortfall (cVaR) | -3.81% | -4.02% |
| Year | BTCUSD | d_btcusd_div_1.0_tpm:0.0075__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 11.93 | -40.14 | -3.36 | - |
| Metric | d_btcusd_div_1.0_tpm:0.0075__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | -5.65% | 1.39% |
| 3M | -15.26% | 25.09% |
| 6M | -40.14% | 11.93% |
| YTD | -40.14% | 11.93% |
| 1Y | -40.14% | 11.93% |
| 3Y (ann.) | -67.64% | 28.12% |
| 5Y (ann.) | -67.64% | 28.12% |
| Metric | d_btcusd_div_1.0_tpm:0.0075__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -48.96% | -27.83% |
| Longest DD Days | 144.0 | 118.0 |
| Avg. Drawdown | -29.5% | -10.09% |
| Avg. Drawdown Days | 79.0 | 31.0 |
| Recovery Factor | -0.82 | 0.43 |
| Ulcer Index | 1.25 | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-23 | 2025-06-16 | -48.96 | 144 |
| 2025-01-08 | 2025-01-22 | -10.05 | 14 |
| Metric | d_btcusd_div_1.0_tpm:0.0075__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 5.89% | 8.51% |
| Worst Day | -9.56% | -7.85% |
| Best Week | 11.72% | 10.83% |
| Worst Week | -13.94% | -14.34% |
| Best Month | 3.78% | 15.86% |
| Worst Month | -27.62% | -19.77% |
| Best Year | -40.14% | 11.93% |
| Worst Year | -40.14% | 11.93% |
| Avg. Up Day | 1.42% | 2.05% |
| Avg. Down Day | -1.59% | -1.74% |
| Avg. Up Week | 2.67% | 4.34% |
| Avg. Down Week | -9.26% | -6.71% |
| Avg. Up Month | 3.05% | 12.39% |
| Avg. Down Month | -23.76% | -11.39% |
| Win Days % | 44.24% | 51.81% |
| Win Month % | 50.0% | 66.67% |
| Win Week % | 56.0% | 68.0% |
| Win Quarter % | 0.0% | 50.0% |
| Win Year % | 0.0% | 100.0% |