| Metric | d_btcusd_div_2.0_tpm:0.005__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | 43,422.58% | 11.93% |
| Max Drawdown | -2102.24% | -27.83% |
| Sharpe | -2.16 | 0.75 |
| Sortino | -2.16 | 1.1 |
| Payoff Ratio | 14.87 | 1.27 |
| Profit Factor | 0.1 | 1.12 |
| Common Sense Ratio | 6.76 | 1.12 |
| CPC Index | 0.67 | 0.65 |
| Tail Ratio | 0.53 | 1.0 |
| Outlier Win Ratio | 2.15 | 609.83 |
| Outlier Loss Ratio | 6.23 | 5012.78 |
| Volatility (ann.) | 12887.47% | 47.84% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.04 | 1.01 |
| Skew | -11.36 | 0.11 |
| Kurtosis | 135.94 | 1.44 |
| Expected Daily % | NaN% | 0.07% |
| Expected Monthly % | NaN% | 1.9% |
| Expected Yearly % | -100.27% | 11.93% |
| Kelly Criterion | -131.0% | 8.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -15414.39% | -4.02% |
| Expected Shortfall (cVaR) | -13743.33% | -4.02% |
| Year | BTCUSD | d_btcusd_div_2.0_tpm:0.005__tp__tep:0.75_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 11.93 | 43422.58 | 3639.80 | + |
| Metric | d_btcusd_div_2.0_tpm:0.005__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| MTD | 6.03% | 1.39% |
| 3M | 48.12% | 25.09% |
| 6M | 43422.58% | 11.93% |
| YTD | 43422.58% | 11.93% |
| 1Y | 43422.58% | 11.93% |
| 3Y (ann.) | -100.0% | 28.12% |
| 5Y (ann.) | -100.0% | 28.12% |
| Metric | d_btcusd_div_2.0_tpm:0.005__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Max Drawdown | -2102.24% | -27.83% |
| Longest DD Days | 51.0 | 118.0 |
| Avg. Drawdown | -130.16% | -10.09% |
| Avg. Drawdown Days | 7.0 | 31.0 |
| Recovery Factor | -0.04 | 0.43 |
| Ulcer Index | inf | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-02 | 2025-01-08 | -2102.24 | 6 |
| 2025-01-13 | 2025-01-29 | -137.09 | 16 |
| 2025-01-30 | 2025-02-01 | -33.57 | 2 |
| 2025-04-10 | 2025-05-31 | -12.09 | 51 |
| 2025-03-02 | 2025-03-05 | -8.59 | 3 |
| 2025-03-15 | 2025-03-29 | -7.09 | 14 |
| 2025-02-08 | 2025-02-10 | -5.64 | 2 |
| 2025-03-12 | 2025-03-14 | -5.47 | 2 |
| 2025-01-11 | 2025-01-12 | -5.37 | 1 |
| 2025-02-20 | 2025-02-22 | -4.54 | 2 |
| Metric | d_btcusd_div_2.0_tpm:0.005__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Best Day | 3114.16% | 8.51% |
| Worst Day | -107837.36% | -7.85% |
| Best Week | 4756.83% | 10.83% |
| Worst Week | -844.91% | -14.34% |
| Best Month | -75.38% | 15.86% |
| Worst Month | -2862.46% | -19.77% |
| Best Year | -100.27% | 11.93% |
| Worst Year | -100.27% | 11.93% |
| Avg. Up Day | 402.14% | 2.57% |
| Avg. Down Day | -965.03% | -1.62% |
| Avg. Up Week | 188.37% | 4.26% |
| Avg. Down Week | -261.31% | -7.04% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -114.39% | -11.39% |
| Win Days % | 20.61% | 51.81% |
| Win Month % | 0.0% | 66.67% |
| Win Week % | 24.0% | 68.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 0.0% | 100.0% |