| Metric | btcusd_div_1.0_tpm:0.02__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -11.72% | 13.15% |
| Max Drawdown | -31.52% | -30.93% |
| Sharpe | -0.09 | 0.16 |
| Sortino | -0.11 | 0.23 |
| Payoff Ratio | 1.03 | 1.62 |
| Profit Factor | 0.95 | 1.03 |
| Common Sense Ratio | 0.47 | 1.01 |
| CPC Index | 0.57 | 0.84 |
| Tail Ratio | 0.5 | 0.98 |
| Outlier Win Ratio | 43.71 | 4.94 |
| Outlier Loss Ratio | 2.1 | 3.75 |
| Volatility (ann.) | 8.64% | 10.37% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.76 | 1.01 |
| Skew | -4.25 | -0.1 |
| Kurtosis | 109.35 | 12.52 |
| Expected Daily % | -0.0% | 0.0% |
| Expected Monthly % | -2.06% | 2.08% |
| Expected Yearly % | -11.72% | 13.15% |
| Kelly Criterion | 17.6% | 20.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -0.89% |
| Expected Shortfall (cVaR) | -0.75% | -0.89% |
| Year | BTCUSD | btcusd_div_1.0_tpm:0.02__tp__tep:0.75_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 13.15 | -11.72 | -0.89 | - |
| Metric | btcusd_div_1.0_tpm:0.02__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| MTD | -2.05% | 1.87% |
| 3M | 2.1% | 26.37% |
| 6M | -11.72% | 13.15% |
| YTD | -11.72% | 13.15% |
| 1Y | -11.72% | 13.15% |
| 3Y (ann.) | -23.98% | 31.21% |
| 5Y (ann.) | -23.98% | 31.21% |
| Metric | btcusd_div_1.0_tpm:0.02__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Max Drawdown | -31.52% | -30.93% |
| Longest DD Days | 136.0 | 121.0 |
| Avg. Drawdown | -4.89% | -2.75% |
| Avg. Drawdown Days | 17.0 | 6.0 |
| Recovery Factor | -0.37 | 0.43 |
| Ulcer Index | 1.0 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-31 | 2025-06-16 | -31.52 | 136 |
| 2025-01-07 | 2025-01-20 | -9.20 | 13 |
| 2025-01-22 | 2025-01-30 | -2.81 | 8 |
| 2025-01-02 | 2025-01-02 | -0.08 | 0 |
| 2025-01-03 | 2025-01-03 | -0.08 | 0 |
| 2025-01-04 | 2025-01-04 | -0.08 | 0 |
| 2025-01-05 | 2025-01-05 | -0.08 | 0 |
| 2025-01-06 | 2025-01-06 | -0.08 | 0 |
| 2025-01-21 | 2025-01-21 | -0.07 | 0 |
| Metric | btcusd_div_1.0_tpm:0.02__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Best Day | 6.11% | 5.11% |
| Worst Day | -8.4% | -4.9% |
| Best Week | 8.69% | 12.13% |
| Worst Week | -11.82% | -12.33% |
| Best Month | 8.3% | 14.11% |
| Worst Month | -19.38% | -17.69% |
| Best Year | -11.72% | 13.15% |
| Worst Year | -11.72% | 13.15% |
| Avg. Up Day | 0.63% | 0.64% |
| Avg. Down Day | -0.61% | -0.39% |
| Avg. Up Week | 3.76% | 4.04% |
| Avg. Down Week | -5.1% | -4.02% |
| Avg. Up Month | 6.75% | 11.31% |
| Avg. Down Month | -13.72% | -9.89% |
| Win Days % | 58.17% | 50.49% |
| Win Month % | 50.0% | 66.67% |
| Win Week % | 48.0% | 64.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 0.0% | 100.0% |