| Metric | btcusd_div_3.0_tpm:0.005__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 54,265.76% | 13.15% |
| Max Drawdown | -1657.67% | -30.93% |
| Sharpe | -5.72 | 0.16 |
| Sortino | -5.51 | 0.23 |
| Payoff Ratio | 4.86 | 1.48 |
| Profit Factor | 0.04 | 1.03 |
| Common Sense Ratio | 0.0 | 1.01 |
| CPC Index | 0.1 | 0.85 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 10.83 | 67.1 |
| Outlier Loss Ratio | 0.43 | 148.48 |
| Volatility (ann.) | 971.61% | 10.37% |
| R^2 | 0.0 | 0.0 |
| Calmar | -1.0 | 1.01 |
| Skew | -11.37 | -0.1 |
| Kurtosis | 179.53 | 12.52 |
| Expected Daily % | -100.0% | 0.0% |
| Expected Monthly % | -100.0% | 2.08% |
| Expected Yearly % | -100.0% | 13.15% |
| Kelly Criterion | -24.57% | 20.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -243.49% | -0.89% |
| Expected Shortfall (cVaR) | -4961.41% | -0.89% |
| Year | BTCUSD | btcusd_div_3.0_tpm:0.005__tp__tep:0.75_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 13.15 | 54265.76 | 4126.60 | + |
| Metric | btcusd_div_3.0_tpm:0.005__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| MTD | 9.82% | 1.87% |
| 3M | 82.73% | 26.37% |
| 6M | 54265.76% | 13.15% |
| YTD | 54265.76% | 13.15% |
| 1Y | 54265.76% | 13.15% |
| 3Y (ann.) | -100.0% | 31.21% |
| 5Y (ann.) | -100.0% | 31.21% |
| Metric | btcusd_div_3.0_tpm:0.005__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Max Drawdown | -1657.67% | -30.93% |
| Longest DD Days | 18.0 | 121.0 |
| Avg. Drawdown | -39.11% | -2.75% |
| Avg. Drawdown Days | 2.0 | 6.0 |
| Recovery Factor | -1.0 | 0.43 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-01 | 2025-01-08 | -1657.67 | 6 |
| 2025-01-13 | 2025-01-31 | -153.86 | 18 |
| 2025-01-10 | 2025-01-13 | -45.37 | 3 |
| 2025-03-04 | 2025-03-09 | -14.68 | 4 |
| 2025-02-28 | 2025-03-04 | -13.87 | 3 |
| 2025-04-20 | 2025-05-04 | -11.09 | 13 |
| 2025-03-10 | 2025-03-18 | -10.38 | 8 |
| 2025-02-06 | 2025-02-07 | -9.65 | 1 |
| 2025-02-19 | 2025-02-21 | -8.52 | 2 |
| 2025-03-31 | 2025-04-03 | -7.82 | 3 |
| Metric | btcusd_div_3.0_tpm:0.005__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Best Day | 567.26% | 5.11% |
| Worst Day | -2977.65% | -4.9% |
| Best Week | -100.0% | 12.13% |
| Worst Week | -100.0% | -12.33% |
| Best Month | -100.0% | 14.11% |
| Worst Month | -100.0% | -17.69% |
| Best Year | -100.0% | 13.15% |
| Worst Year | -100.0% | 13.15% |
| Avg. Up Day | 46.18% | 0.57% |
| Avg. Down Day | -88.24% | -0.37% |
| Avg. Up Week | NaN% | NaN% |
| Avg. Down Week | -100.0% | -3.64% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -100.0% | -9.89% |
| Win Days % | 9.08% | 50.49% |
| Win Month % | 0.0% | 66.67% |
| Win Week % | 0.0% | 64.0% |
| Win Quarter % | 0.0% | 50.0% |
| Win Year % | 0.0% | 100.0% |