| Metric | btcusd_div_1.0_tpm:0.01__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | -39.03% | 13.15% |
| Max Drawdown | -49.72% | -30.93% |
| Sharpe | -0.43 | 0.16 |
| Sortino | -0.51 | 0.23 |
| Payoff Ratio | 7.52 | 2.31 |
| Profit Factor | 0.76 | 1.03 |
| Common Sense Ratio | 0.0 | 1.01 |
| CPC Index | 0.57 | 1.2 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 37.35 | 4.69 |
| Outlier Loss Ratio | 6.31 | 4.03 |
| Volatility (ann.) | 9.51% | 10.37% |
| R^2 | 0.02 | 0.02 |
| Calmar | -1.33 | 1.01 |
| Skew | -6.72 | -0.1 |
| Kurtosis | 128.33 | 12.52 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -7.92% | 2.08% |
| Expected Yearly % | -39.03% | 13.15% |
| Kelly Criterion | -1.95% | 29.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -0.89% |
| Expected Shortfall (cVaR) | -0.83% | -0.89% |
| Year | BTCUSD | btcusd_div_1.0_tpm:0.01__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 13.15 | -39.03 | -2.97 | - |
| Metric | btcusd_div_1.0_tpm:0.01__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | -3.52% | 1.87% |
| 3M | -17.04% | 26.37% |
| 6M | -39.03% | 13.15% |
| YTD | -39.03% | 13.15% |
| 1Y | -39.03% | 13.15% |
| 3Y (ann.) | -66.31% | 31.21% |
| 5Y (ann.) | -66.31% | 31.21% |
| Metric | btcusd_div_1.0_tpm:0.01__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -49.72% | -30.93% |
| Longest DD Days | 142.0 | 121.0 |
| Avg. Drawdown | -6.9% | -2.75% |
| Avg. Drawdown Days | 18.0 | 6.0 |
| Recovery Factor | -0.78 | 0.43 |
| Ulcer Index | 1.0 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-06-16 | -49.72 | 142 |
| 2025-01-06 | 2025-01-20 | -9.75 | 13 |
| 2025-01-21 | 2025-01-24 | -2.20 | 2 |
| 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 |
| 2025-01-20 | 2025-01-21 | -0.07 | 1 |
| Metric | btcusd_div_1.0_tpm:0.01__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 5.69% | 5.11% |
| Worst Day | -9.21% | -4.9% |
| Best Week | 11.47% | 12.13% |
| Worst Week | -13.98% | -12.33% |
| Best Month | 6.35% | 14.11% |
| Worst Month | -24.07% | -17.69% |
| Best Year | -39.03% | 13.15% |
| Worst Year | -39.03% | 13.15% |
| Avg. Up Day | 1.71% | 0.83% |
| Avg. Down Day | -0.23% | -0.36% |
| Avg. Up Week | 3.74% | 4.15% |
| Avg. Down Week | -7.55% | -4.02% |
| Avg. Up Month | 3.99% | 11.41% |
| Avg. Down Month | -22.84% | -9.89% |
| Win Days % | 10.02% | 50.49% |
| Win Month % | 33.33% | 66.67% |
| Win Week % | 44.0% | 64.0% |
| Win Quarter % | 0.0% | 50.0% |
| Win Year % | 0.0% | 100.0% |