| Metric | btcusd_div_1.0_tpm:0.0075__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | -40.01% | 13.15% |
| Max Drawdown | -50.57% | -30.93% |
| Sharpe | -0.44 | 0.16 |
| Sortino | -0.52 | 0.23 |
| Payoff Ratio | 7.42 | 2.24 |
| Profit Factor | 0.75 | 1.03 |
| Common Sense Ratio | 0.0 | 1.01 |
| CPC Index | 0.55 | 1.16 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 34.59 | 4.42 |
| Outlier Loss Ratio | 7.04 | 3.94 |
| Volatility (ann.) | 9.57% | 10.37% |
| R^2 | 0.02 | 0.02 |
| Calmar | -1.33 | 1.01 |
| Skew | -7.55 | -0.1 |
| Kurtosis | 144.92 | 12.52 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -8.16% | 2.08% |
| Expected Yearly % | -40.01% | 13.15% |
| Kelly Criterion | -2.24% | 28.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -0.89% |
| Expected Shortfall (cVaR) | -0.84% | -0.89% |
| Year | BTCUSD | btcusd_div_1.0_tpm:0.0075__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 13.15 | -40.01 | -3.04 | - |
| Metric | btcusd_div_1.0_tpm:0.0075__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | -3.16% | 1.87% |
| 3M | -15.39% | 26.37% |
| 6M | -40.01% | 13.15% |
| YTD | -40.01% | 13.15% |
| 1Y | -40.01% | 13.15% |
| 3Y (ann.) | -67.48% | 31.21% |
| 5Y (ann.) | -67.48% | 31.21% |
| Metric | btcusd_div_1.0_tpm:0.0075__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -50.57% | -30.93% |
| Longest DD Days | 145.0 | 121.0 |
| Avg. Drawdown | -8.73% | -2.75% |
| Avg. Drawdown Days | 23.0 | 6.0 |
| Recovery Factor | -0.79 | 0.43 |
| Ulcer Index | 1.01 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-21 | 2025-06-16 | -50.57 | 145 |
| 2025-01-06 | 2025-01-21 | -10.11 | 15 |
| 2025-01-01 | 2025-01-02 | -0.08 | 0 |
| 2025-01-02 | 2025-01-03 | -0.08 | 1 |
| 2025-01-03 | 2025-01-04 | -0.08 | 1 |
| 2025-01-05 | 2025-01-05 | -0.08 | 0 |
| 2025-01-06 | 2025-01-06 | -0.08 | 0 |
| Metric | btcusd_div_1.0_tpm:0.0075__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 5.98% | 5.11% |
| Worst Day | -9.46% | -4.9% |
| Best Week | 14.09% | 12.13% |
| Worst Week | -14.75% | -12.33% |
| Best Month | 1.79% | 14.11% |
| Worst Month | -27.15% | -17.69% |
| Best Year | -40.01% | 13.15% |
| Worst Year | -40.01% | 13.15% |
| Avg. Up Day | 1.51% | 0.79% |
| Avg. Down Day | -0.2% | -0.35% |
| Avg. Up Week | 3.16% | 3.86% |
| Avg. Down Week | -8.16% | -4.39% |
| Avg. Up Month | 1.54% | 11.31% |
| Avg. Down Month | -22.96% | -9.89% |
| Win Days % | 9.9% | 50.49% |
| Win Month % | 50.0% | 66.67% |
| Win Week % | 52.0% | 64.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 0.0% | 100.0% |