| Metric | btcusd_div_2.0_tpm:0.08__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -53.28% | 13.15% |
| Max Drawdown | -62.35% | -30.93% |
| Sharpe | -0.43 | 0.16 |
| Sortino | -0.61 | 0.23 |
| Payoff Ratio | 2.67 | 1.18 |
| Profit Factor | 0.81 | 1.03 |
| Common Sense Ratio | 0.0 | 1.01 |
| CPC Index | 0.49 | 0.61 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 24.89 | 5.63 |
| Outlier Loss Ratio | 2.97 | 5.62 |
| Volatility (ann.) | 14.02% | 10.37% |
| R^2 | 0.01 | 0.01 |
| Calmar | -1.3 | 1.01 |
| Skew | 1.16 | -0.1 |
| Kurtosis | 90.5 | 12.52 |
| Expected Daily % | -0.02% | 0.0% |
| Expected Monthly % | -11.91% | 2.08% |
| Expected Yearly % | -53.28% | 13.15% |
| Kelly Criterion | -6.09% | 8.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -0.89% |
| Expected Shortfall (cVaR) | -1.22% | -0.89% |
| Year | BTCUSD | btcusd_div_2.0_tpm:0.08__tp__tep:0.75_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 13.15 | -53.28 | -4.05 | - |
| Metric | btcusd_div_2.0_tpm:0.08__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| MTD | -10.45% | 1.87% |
| 3M | -24.63% | 26.37% |
| 6M | -53.28% | 13.15% |
| YTD | -53.28% | 13.15% |
| 1Y | -53.28% | 13.15% |
| 3Y (ann.) | -81.23% | 31.21% |
| 5Y (ann.) | -81.23% | 31.21% |
| Metric | btcusd_div_2.0_tpm:0.08__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Max Drawdown | -62.35% | -30.93% |
| Longest DD Days | 146.0 | 121.0 |
| Avg. Drawdown | -12.73% | -2.75% |
| Avg. Drawdown Days | 27.0 | 6.0 |
| Recovery Factor | -0.85 | 0.43 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-06-16 | -62.35 | 146 |
| 2025-01-07 | 2025-01-20 | -11.67 | 13 |
| 2025-01-04 | 2025-01-06 | -1.09 | 2 |
| 2025-01-02 | 2025-01-03 | -0.69 | 1 |
| 2025-01-01 | 2025-01-01 | -0.49 | 0 |
| 2025-01-02 | 2025-01-02 | -0.08 | 0 |
| Metric | btcusd_div_2.0_tpm:0.08__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Best Day | 13.52% | 5.11% |
| Worst Day | -9.89% | -4.9% |
| Best Week | 16.48% | 12.13% |
| Worst Week | -18.46% | -12.33% |
| Best Month | 4.52% | 14.11% |
| Worst Month | -32.06% | -17.69% |
| Best Year | -53.28% | 13.15% |
| Worst Year | -53.28% | 13.15% |
| Avg. Up Day | 1.87% | 0.44% |
| Avg. Down Day | -0.7% | -0.37% |
| Avg. Up Week | 5.85% | 5.69% |
| Avg. Down Week | -9.31% | -4.02% |
| Avg. Up Month | 4.52% | 14.11% |
| Avg. Down Month | -26.13% | -9.89% |
| Win Days % | 22.79% | 50.49% |
| Win Month % | 16.67% | 66.67% |
| Win Week % | 28.0% | 64.0% |
| Win Quarter % | 0.0% | 50.0% |
| Win Year % | 0.0% | 100.0% |