| Metric | d_btcusd_div_1.0_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | -11.77% | 11.93% |
| Max Drawdown | -28.23% | -27.83% |
| Sharpe | -0.46 | 0.75 |
| Sortino | -0.61 | 1.1 |
| Payoff Ratio | 1.18 | 1.18 |
| Profit Factor | 0.94 | 1.12 |
| Common Sense Ratio | 0.69 | 1.12 |
| CPC Index | 0.48 | 0.69 |
| Tail Ratio | 0.74 | 1.0 |
| Outlier Win Ratio | 3.3 | 3.16 |
| Outlier Loss Ratio | 4.14 | 3.46 |
| Volatility (ann.) | 41.07% | 47.84% |
| R^2 | 0.36 | 0.36 |
| Calmar | -0.85 | 1.01 |
| Skew | -0.51 | 0.11 |
| Kurtosis | 1.7 | 1.44 |
| Expected Daily % | -0.07% | 0.07% |
| Expected Monthly % | -2.06% | 1.9% |
| Expected Yearly % | -11.77% | 11.93% |
| Kelly Criterion | -4.04% | 11.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.59% | -4.02% |
| Expected Shortfall (cVaR) | -3.59% | -4.02% |
| Year | BTCUSD | d_btcusd_div_1.0_tpm:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 11.93 | -11.77 | -0.99 | - |
| Metric | d_btcusd_div_1.0_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | -4.85% | 1.39% |
| 3M | 1.12% | 25.09% |
| 6M | -11.77% | 11.93% |
| YTD | -11.77% | 11.93% |
| 1Y | -11.77% | 11.93% |
| 3Y (ann.) | -24.06% | 28.12% |
| 5Y (ann.) | -24.06% | 28.12% |
| Metric | d_btcusd_div_1.0_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -28.23% | -27.83% |
| Longest DD Days | 135.0 | 118.0 |
| Avg. Drawdown | -10.54% | -10.09% |
| Avg. Drawdown Days | 39.0 | 31.0 |
| Recovery Factor | -0.42 | 0.43 |
| Ulcer Index | 1.1 | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-01 | 2025-06-16 | -28.23 | 135 |
| 2025-01-08 | 2025-01-21 | -9.14 | 13 |
| 2025-01-26 | 2025-01-31 | -2.67 | 5 |
| 2025-01-23 | 2025-01-25 | -2.11 | 2 |
| Metric | d_btcusd_div_1.0_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 6.45% | 8.51% |
| Worst Day | -8.43% | -7.85% |
| Best Week | 9.11% | 10.83% |
| Worst Week | -13.08% | -14.34% |
| Best Month | 10.79% | 15.86% |
| Worst Month | -19.83% | -19.77% |
| Best Year | -11.77% | 11.93% |
| Worst Year | -11.77% | 11.93% |
| Avg. Up Day | 1.88% | 2.23% |
| Avg. Down Day | -1.59% | -1.88% |
| Avg. Up Week | 4.39% | 5.03% |
| Avg. Down Week | -7.53% | -6.41% |
| Avg. Up Month | 8.27% | 12.39% |
| Avg. Down Month | -14.33% | -11.39% |
| Win Days % | 43.64% | 51.81% |
| Win Month % | 50.0% | 66.67% |
| Win Week % | 48.0% | 68.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 0.0% | 100.0% |