| Metric | d_btcusd_div_2.0_tpm:0.02__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | -69.37% | 11.93% |
| Max Drawdown | -71.02% | -27.83% |
| Sharpe | -3.21 | 0.75 |
| Sortino | -4.07 | 1.1 |
| Payoff Ratio | 0.87 | 1.33 |
| Profit Factor | 0.62 | 1.12 |
| Common Sense Ratio | 0.45 | 1.12 |
| CPC Index | 0.22 | 0.77 |
| Tail Ratio | 0.74 | 1.0 |
| Outlier Win Ratio | 3.47 | 4.75 |
| Outlier Loss Ratio | 3.14 | 5.06 |
| Volatility (ann.) | 72.09% | 47.84% |
| R^2 | 0.51 | 0.51 |
| Calmar | -1.3 | 1.01 |
| Skew | 0.15 | 0.11 |
| Kurtosis | 3.11 | 1.44 |
| Expected Daily % | -0.71% | 0.07% |
| Expected Monthly % | -17.9% | 1.9% |
| Expected Yearly % | -69.37% | 11.93% |
| Kelly Criterion | -26.89% | 15.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.84% | -4.02% |
| Expected Shortfall (cVaR) | -6.84% | -4.02% |
| Year | BTCUSD | d_btcusd_div_2.0_tpm:0.02__tp__tep:0.75_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 11.93 | -69.37 | -5.81 | - |
| Metric | d_btcusd_div_2.0_tpm:0.02__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| MTD | -15.57% | 1.39% |
| 3M | -41.27% | 25.09% |
| 6M | -69.37% | 11.93% |
| YTD | -69.37% | 11.93% |
| 1Y | -69.37% | 11.93% |
| 3Y (ann.) | -92.59% | 28.12% |
| 5Y (ann.) | -92.59% | 28.12% |
| Metric | d_btcusd_div_2.0_tpm:0.02__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Max Drawdown | -71.02% | -27.83% |
| Longest DD Days | 159.0 | 118.0 |
| Avg. Drawdown | -35.67% | -10.09% |
| Avg. Drawdown Days | 80.0 | 31.0 |
| Recovery Factor | -0.98 | 0.43 |
| Ulcer Index | 1.27 | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-08 | 2025-06-16 | -71.02 | 159 |
| 2025-01-05 | 2025-01-07 | -0.31 | 2 |
| Metric | d_btcusd_div_2.0_tpm:0.02__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Best Day | 14.41% | 8.51% |
| Worst Day | -14.2% | -7.85% |
| Best Week | 15.13% | 10.83% |
| Worst Week | -24.6% | -14.34% |
| Best Month | 11.09% | 15.86% |
| Worst Month | -36.92% | -19.77% |
| Best Year | -69.37% | 11.93% |
| Worst Year | -69.37% | 11.93% |
| Avg. Up Day | 2.8% | 2.4% |
| Avg. Down Day | -3.22% | -1.81% |
| Avg. Up Week | 6.15% | 5.93% |
| Avg. Down Week | -16.61% | -6.43% |
| Avg. Up Month | 6.39% | 13.61% |
| Avg. Down Month | -36.85% | -11.39% |
| Win Days % | 40.96% | 51.81% |
| Win Month % | 33.33% | 66.67% |
| Win Week % | 36.0% | 68.0% |
| Win Quarter % | 0.0% | 50.0% |
| Win Year % | 0.0% | 100.0% |