| Metric | d_btcusd_div_1.0_tpm:0.01__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | -39.16% | 11.93% |
| Max Drawdown | -48.08% | -27.83% |
| Sharpe | -2.38 | 0.75 |
| Sortino | -2.81 | 1.1 |
| Payoff Ratio | 1.03 | 1.26 |
| Profit Factor | 0.7 | 1.12 |
| Common Sense Ratio | 0.37 | 1.12 |
| CPC Index | 0.29 | 0.73 |
| Tail Ratio | 0.52 | 1.0 |
| Outlier Win Ratio | 3.51 | 3.02 |
| Outlier Loss Ratio | 4.39 | 3.83 |
| Volatility (ann.) | 41.79% | 47.84% |
| R^2 | 0.29 | 0.29 |
| Calmar | -1.38 | 1.01 |
| Skew | -1.05 | 0.11 |
| Kurtosis | 2.84 | 1.44 |
| Expected Daily % | -0.3% | 0.07% |
| Expected Monthly % | -7.95% | 1.9% |
| Expected Yearly % | -39.16% | 11.93% |
| Kelly Criterion | -18.5% | 13.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.87% | -4.02% |
| Expected Shortfall (cVaR) | -3.87% | -4.02% |
| Year | BTCUSD | d_btcusd_div_1.0_tpm:0.01__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 11.93 | -39.16 | -3.28 | - |
| Metric | d_btcusd_div_1.0_tpm:0.01__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | -5.51% | 1.39% |
| 3M | -16.92% | 25.09% |
| 6M | -39.16% | 11.93% |
| YTD | -39.16% | 11.93% |
| 1Y | -39.16% | 11.93% |
| 3Y (ann.) | -66.47% | 28.12% |
| 5Y (ann.) | -66.47% | 28.12% |
| Metric | d_btcusd_div_1.0_tpm:0.01__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -48.08% | -27.83% |
| Longest DD Days | 141.0 | 118.0 |
| Avg. Drawdown | -19.96% | -10.09% |
| Avg. Drawdown Days | 52.0 | 31.0 |
| Recovery Factor | -0.81 | 0.43 |
| Ulcer Index | 1.15 | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-26 | 2025-06-16 | -48.08 | 141 |
| 2025-01-08 | 2025-01-21 | -9.68 | 13 |
| 2025-01-23 | 2025-01-25 | -2.13 | 2 |
| Metric | d_btcusd_div_1.0_tpm:0.01__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 5.66% | 8.51% |
| Worst Day | -9.3% | -7.85% |
| Best Week | 9.28% | 10.83% |
| Worst Week | -14.1% | -14.34% |
| Best Month | 8.8% | 15.86% |
| Worst Month | -24.56% | -19.77% |
| Best Year | -39.16% | 11.93% |
| Worst Year | -39.16% | 11.93% |
| Avg. Up Day | 1.69% | 2.17% |
| Avg. Down Day | -1.64% | -1.72% |
| Avg. Up Week | 3.25% | 4.69% |
| Avg. Down Week | -8.65% | -6.23% |
| Avg. Up Month | 5.26% | 13.61% |
| Avg. Down Month | -23.6% | -11.39% |
| Win Days % | 40.0% | 51.81% |
| Win Month % | 33.33% | 66.67% |
| Win Week % | 48.0% | 68.0% |
| Win Quarter % | 0.0% | 50.0% |
| Win Year % | 0.0% | 100.0% |