| Metric | d_btcusd_div_1.0_tpm:0.02__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | -11.86% | 11.93% |
| Max Drawdown | -28.92% | -27.83% |
| Sharpe | -0.47 | 0.75 |
| Sortino | -0.62 | 1.1 |
| Payoff Ratio | 1.04 | 1.12 |
| Profit Factor | 0.94 | 1.12 |
| Common Sense Ratio | 0.69 | 1.12 |
| CPC Index | 0.47 | 0.65 |
| Tail Ratio | 0.74 | 1.0 |
| Outlier Win Ratio | 3.72 | 3.2 |
| Outlier Loss Ratio | 3.82 | 3.48 |
| Volatility (ann.) | 41.07% | 47.84% |
| R^2 | 0.39 | 0.39 |
| Calmar | -0.84 | 1.01 |
| Skew | -0.52 | 0.11 |
| Kurtosis | 1.82 | 1.44 |
| Expected Daily % | -0.08% | 0.07% |
| Expected Monthly % | -2.08% | 1.9% |
| Expected Yearly % | -11.86% | 11.93% |
| Kelly Criterion | -1.18% | 8.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.59% | -4.02% |
| Expected Shortfall (cVaR) | -3.59% | -4.02% |
| Year | BTCUSD | d_btcusd_div_1.0_tpm:0.02__tp__tep:0.75_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 11.93 | -11.86 | -0.99 | - |
| Metric | d_btcusd_div_1.0_tpm:0.02__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| MTD | -4.66% | 1.39% |
| 3M | 2.26% | 25.09% |
| 6M | -11.86% | 11.93% |
| YTD | -11.86% | 11.93% |
| 1Y | -11.86% | 11.93% |
| 3Y (ann.) | -24.23% | 28.12% |
| 5Y (ann.) | -24.23% | 28.12% |
| Metric | d_btcusd_div_1.0_tpm:0.02__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Max Drawdown | -28.92% | -27.83% |
| Longest DD Days | 135.0 | 118.0 |
| Avg. Drawdown | -13.6% | -10.09% |
| Avg. Drawdown Days | 52.0 | 31.0 |
| Recovery Factor | -0.41 | 0.43 |
| Ulcer Index | 1.1 | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-01 | 2025-06-16 | -28.92 | 135 |
| 2025-01-08 | 2025-01-21 | -9.13 | 13 |
| 2025-01-23 | 2025-01-31 | -2.74 | 8 |
| Metric | d_btcusd_div_1.0_tpm:0.02__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Best Day | 6.65% | 8.51% |
| Worst Day | -8.49% | -7.85% |
| Best Week | 8.92% | 10.83% |
| Worst Week | -13.34% | -14.34% |
| Best Month | 10.75% | 15.86% |
| Worst Month | -20.43% | -19.77% |
| Best Year | -11.86% | 11.93% |
| Worst Year | -11.86% | 11.93% |
| Avg. Up Day | 1.79% | 2.14% |
| Avg. Down Day | -1.73% | -1.91% |
| Avg. Up Week | 4.03% | 4.77% |
| Avg. Down Week | -7.5% | -6.41% |
| Avg. Up Month | 8.64% | 12.39% |
| Avg. Down Month | -14.89% | -11.39% |
| Win Days % | 48.48% | 51.81% |
| Win Month % | 50.0% | 66.67% |
| Win Week % | 52.0% | 68.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 0.0% | 100.0% |