| Metric | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 21,377.21% | 123.88% |
| Max Drawdown | -77.77% | -67.18% |
| Sharpe | -2.02 | 0.35 |
| Sortino | -2.01 | 0.51 |
| Payoff Ratio | NaN | NaN |
| Profit Factor | 0.0 | 1.06 |
| Common Sense Ratio | 0.0 | 1.04 |
| CPC Index | NaN | NaN |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | inf | 2.37 |
| Outlier Loss Ratio | 0.19 | 58.94 |
| Volatility (ann.) | 1160.13% | 26.48% |
| R^2 | 0.0 | 0.0 |
| Calmar | -1.0 | 0.39 |
| Skew | -15.81 | 0.17 |
| Kurtosis | 279.69 | 6.26 |
| Expected Daily % | -100.0% | 0.02% |
| Expected Monthly % | -100.0% | 1.94% |
| Expected Yearly % | -100.0% | 22.32% |
| Kelly Criterion | NaN% | NaN% |
| Risk of Ruin | 1.0% | 0.0% |
| Daily Value-at-Risk | -555.15% | -2.25% |
| Expected Shortfall (cVaR) | -555.15% | -2.25% |
| Year | BTCUSD | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -64.99 | 30647.29 | -471.57 | + |
| 2023 | 155.54 | -39.11 | -0.25 | - |
| 2024 | 121.00 | 26.18 | 0.22 | - |
| 2025 | 13.23 | -9.09 | -0.69 | - |
| Metric | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | 3.7% | 1.02% |
| 3M | -13.59% | 25.32% |
| 6M | 21.97% | 4.25% |
| YTD | -9.09% | 13.23% |
| 1Y | 33.95% | 60.15% |
| 3Y (ann.) | -100.0% | 68.36% |
| 5Y (ann.) | -100.0% | 26.27% |
| Metric | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -77.77% | -67.18% |
| Longest DD Days | 740.0 | 683.0 |
| Avg. Drawdown | -41.72% | -8.21% |
| Avg. Drawdown Days | 137.0 | 44.0 |
| Recovery Factor | -1.0 | 1.84 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-06-06 | 2025-06-15 | -77.77 | 740 |
| 2022-06-15 | 2022-11-10 | -59.67 | 147 |
| 2022-03-14 | 2022-05-10 | -58.09 | 56 |
| 2022-01-26 | 2022-03-13 | -47.57 | 46 |
| 2022-11-10 | 2023-03-10 | -45.24 | 119 |
| 2022-05-14 | 2022-06-15 | -41.98 | 31 |
| 2022-01-11 | 2022-01-21 | -22.33 | 9 |
| 2023-03-10 | 2023-05-13 | -13.44 | 63 |
| 2023-05-15 | 2023-06-06 | -9.39 | 21 |
| Metric | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 0.0% | 9.33% |
| Worst Day | -8223.33% | -9.32% |
| Best Week | 0.0% | 35.75% |
| Worst Week | -100.0% | -29.64% |
| Best Month | -100.0% | 43.77% |
| Worst Month | -100.0% | -37.12% |
| Best Year | -100.0% | 155.54% |
| Worst Year | -100.0% | -64.99% |
| Avg. Up Day | NaN% | NaN% |
| Avg. Down Day | -100.0% | -0.91% |
| Avg. Up Week | NaN% | NaN% |
| Avg. Down Week | -100.0% | -4.49% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -100.0% | -11.86% |
| Win Days % | 0.0% | 51.12% |
| Win Month % | 0.0% | 59.52% |
| Win Week % | 0.0% | 50.54% |
| Win Quarter % | 0.0% | 50.0% |
| Win Year % | 0.0% | 75.0% |