| Metric | btcusd_div_1.0_tpm:0.00125__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 22,629.83% | 13.15% |
| Max Drawdown | -669.57% | -30.93% |
| Sharpe | -4.01 | 0.16 |
| Sortino | -4.22 | 0.23 |
| Payoff Ratio | 8.31 | 1.62 |
| Profit Factor | 0.28 | 1.03 |
| Common Sense Ratio | 0.94 | 1.01 |
| CPC Index | 3442501.53 | 0.65 |
| Tail Ratio | 0.39 | 0.98 |
| Outlier Win Ratio | 6.75 | 153.57 |
| Outlier Loss Ratio | 0.66 | 145.86 |
| Volatility (ann.) | 266.5% | 10.37% |
| R^2 | 0.0 | 0.0 |
| Calmar | -1.0 | 1.01 |
| Skew | -7.83 | -0.1 |
| Kurtosis | 161.34 | 12.52 |
| Expected Daily % | -100.0% | 0.0% |
| Expected Monthly % | -100.0% | 2.08% |
| Expected Yearly % | -100.0% | 13.15% |
| Kelly Criterion | 17.47% | 11.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -133.2% | -0.89% |
| Expected Shortfall (cVaR) | -27135.48% | -0.89% |
| Year | BTCUSD | btcusd_div_1.0_tpm:0.00125__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 13.15 | 22629.83 | 1720.87 | + |
| Metric | btcusd_div_1.0_tpm:0.00125__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | -4.71% | 1.87% |
| 3M | 30.08% | 26.37% |
| 6M | 22629.83% | 13.15% |
| YTD | 22629.83% | 13.15% |
| 1Y | 22629.83% | 13.15% |
| 3Y (ann.) | -100.0% | 31.21% |
| 5Y (ann.) | -100.0% | 31.21% |
| Metric | btcusd_div_1.0_tpm:0.00125__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -669.57% | -30.93% |
| Longest DD Days | 69.0 | 121.0 |
| Avg. Drawdown | -57.37% | -2.75% |
| Avg. Drawdown Days | 10.0 | 6.0 |
| Recovery Factor | -1.0 | 0.43 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-02 | 2025-01-07 | -669.57 | 5 |
| 2025-01-12 | 2025-02-04 | -36.86 | 23 |
| 2025-04-07 | 2025-06-16 | -22.16 | 69 |
| 2025-02-05 | 2025-02-16 | -17.41 | 11 |
| 2025-02-17 | 2025-02-24 | -15.80 | 7 |
| 2025-02-25 | 2025-03-03 | -15.67 | 6 |
| 2025-03-04 | 2025-03-09 | -6.00 | 5 |
| 2025-03-21 | 2025-03-28 | -5.44 | 7 |
| 2025-01-10 | 2025-01-12 | -4.62 | 1 |
| 2025-03-10 | 2025-03-13 | -4.01 | 3 |
| Metric | btcusd_div_1.0_tpm:0.00125__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 610.74% | 5.11% |
| Worst Day | -1935.34% | -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 | 42.29% | 0.4% |
| Avg. Down Day | -55.07% | -0.35% |
| 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 % | 33.68% | 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% |