| Metric | btcusd_div_4.0_tpm:0.005__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 91,360.35% | 13.15% |
| Max Drawdown | -294.24% | -30.93% |
| Sharpe | -7.2 | 0.16 |
| Sortino | -6.75 | 0.23 |
| Payoff Ratio | 0.99 | 1.15 |
| Profit Factor | 0.01 | 1.03 |
| Common Sense Ratio | 0.0 | 1.01 |
| CPC Index | 0.02 | 0.63 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 9.58 | 23.81 |
| Outlier Loss Ratio | 0.43 | 145.86 |
| Volatility (ann.) | 1074.32% | 10.37% |
| R^2 | 0.0 | 0.0 |
| Calmar | -1.0 | 1.01 |
| Skew | -11.45 | -0.1 |
| Kurtosis | 185.74 | 12.52 |
| Expected Daily % | -100.0% | 0.0% |
| Expected Monthly % | -100.0% | 2.08% |
| Expected Yearly % | -100.0% | 13.15% |
| Kelly Criterion | -23.19% | 9.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -236.83% | -0.89% |
| Expected Shortfall (cVaR) | -468.46% | -0.89% |
| Year | BTCUSD | btcusd_div_4.0_tpm:0.005__tp__tep:0.75_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 13.15 | 91360.35 | 6947.42 | + |
| Metric | btcusd_div_4.0_tpm:0.005__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| MTD | 9.79% | 1.87% |
| 3M | 106.76% | 26.37% |
| 6M | 91360.35% | 13.15% |
| YTD | 91360.35% | 13.15% |
| 1Y | 91360.35% | 13.15% |
| 3Y (ann.) | -100.0% | 31.21% |
| 5Y (ann.) | -100.0% | 31.21% |
| Metric | btcusd_div_4.0_tpm:0.005__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Max Drawdown | -294.24% | -30.93% |
| Longest DD Days | 18.0 | 121.0 |
| Avg. Drawdown | -6.48% | -2.75% |
| Avg. Drawdown Days | 1.0 | 6.0 |
| Recovery Factor | -1.0 | 0.43 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-01 | 2025-01-07 | -294.24 | 6 |
| 2025-01-13 | 2025-02-01 | -101.57 | 18 |
| 2025-02-03 | 2025-02-06 | -21.77 | 3 |
| 2025-01-09 | 2025-01-10 | -18.21 | 1 |
| 2025-02-28 | 2025-03-03 | -6.16 | 3 |
| 2025-01-11 | 2025-01-12 | -6.10 | 0 |
| 2025-01-12 | 2025-01-12 | -6.05 | 0 |
| 2025-03-10 | 2025-03-18 | -5.77 | 7 |
| 2025-02-07 | 2025-02-07 | -4.99 | 0 |
| 2025-02-02 | 2025-02-03 | -4.40 | 0 |
| Metric | btcusd_div_4.0_tpm:0.005__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Best Day | 129.88% | 5.11% |
| Worst Day | -2770.89% | -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 | 33.82% | 0.48% |
| Avg. Down Day | -96.22% | -0.36% |
| 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 % | 3.99% | 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% |