| Metric | btcusd_div_0.5_tpm:0.035__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 84.38% | 13.15% |
| Max Drawdown | -138.57% | -30.93% |
| Sharpe | 0.21 | 0.16 |
| Sortino | 2.55 | 0.23 |
| Payoff Ratio | 1.66 | 0.84 |
| Profit Factor | 3.3 | 1.03 |
| Common Sense Ratio | 0.0 | 1.01 |
| CPC Index | 0.35 | 0.55 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 0.0 | 9.62 |
| Outlier Loss Ratio | 0.0 | 146.42 |
| Volatility (ann.) | 262.96% | 10.37% |
| R^2 | 0.0 | 0.0 |
| Calmar | -1.0 | 1.01 |
| Skew | 62.48 | -0.1 |
| Kurtosis | 3931.39 | 12.53 |
| Expected Daily % | -100.0% | 0.0% |
| Expected Monthly % | -100.0% | 2.08% |
| Expected Yearly % | -100.0% | 13.15% |
| Kelly Criterion | -37.65% | 3.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6158304185.53% | -0.89% |
| Expected Shortfall (cVaR) | -18753144292.14% | -0.89% |
| Year | BTCUSD | btcusd_div_0.5_tpm:0.035__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 13.15 | 84.38 | 6.42 | + |
| Metric | btcusd_div_0.5_tpm:0.035__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | 28.97% | 1.87% |
| 3M | 190.69% | 29.11% |
| 6M | 84.38% | 13.15% |
| YTD | 84.38% | 13.15% |
| 1Y | 84.38% | 13.15% |
| 3Y (ann.) | -100.0% | 31.22% |
| 5Y (ann.) | -100.0% | 31.22% |
| Metric | btcusd_div_0.5_tpm:0.035__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -138.57% | -30.93% |
| Longest DD Days | 109.0 | 121.0 |
| Avg. Drawdown | -16.44% | -2.75% |
| Avg. Drawdown Days | 14.0 | 6.0 |
| Recovery Factor | -1.0 | 0.43 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-31 | 2025-05-20 | -138.57 | 109 |
| 2025-05-23 | 2025-06-09 | -19.94 | 17 |
| 2025-01-07 | 2025-01-15 | -8.76 | 8 |
| 2025-01-25 | 2025-01-30 | -7.79 | 5 |
| 2025-06-10 | 2025-06-16 | -3.61 | 6 |
| 2025-01-19 | 2025-01-21 | -1.87 | 2 |
| 2025-01-03 | 2025-01-04 | -0.08 | 1 |
| 2025-01-05 | 2025-01-06 | -0.08 | 1 |
| 2025-01-17 | 2025-01-17 | -0.06 | 0 |
| 2025-01-23 | 2025-01-24 | -0.06 | 1 |
| Metric | btcusd_div_0.5_tpm:0.035__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 237114457695.98% | 5.11% |
| Worst Day | -7480893131.55% | -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 | 9.44% | 0.42% |
| Avg. Down Day | -166645429.85% | -0.42% |
| 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 % | 20.53% | 50.5% |
| Win Month % | 0.0% | 66.67% |
| Win Week % | 0.0% | 64.0% |
| Win Quarter % | 0.0% | 50.0% |
| Win Year % | 0.0% | 100.0% |