| Metric | btcusd_div_2.0_tpm:0.02__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -68.93% | 13.15% |
| Max Drawdown | -73.56% | -30.93% |
| Sharpe | -0.59 | 0.16 |
| Sortino | -0.79 | 0.23 |
| Payoff Ratio | 1.81 | 1.83 |
| Profit Factor | 0.75 | 1.03 |
| Common Sense Ratio | 0.39 | 1.01 |
| CPC Index | 0.45 | 0.95 |
| Tail Ratio | 0.52 | 0.98 |
| Outlier Win Ratio | 22.55 | 5.71 |
| Outlier Loss Ratio | 2.78 | 6.36 |
| Volatility (ann.) | 15.95% | 10.37% |
| R^2 | 0.04 | 0.04 |
| Calmar | -1.26 | 1.01 |
| Skew | -0.82 | -0.1 |
| Kurtosis | 98.16 | 12.52 |
| Expected Daily % | -0.03% | 0.0% |
| Expected Monthly % | -17.7% | 2.08% |
| Expected Yearly % | -68.93% | 13.15% |
| Kelly Criterion | -3.28% | 23.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.4% | -0.89% |
| Expected Shortfall (cVaR) | -1.4% | -0.89% |
| Year | BTCUSD | btcusd_div_2.0_tpm:0.02__tp__tep:0.75_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 13.15 | -68.93 | -5.24 | - |
| Metric | btcusd_div_2.0_tpm:0.02__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| MTD | -14.54% | 1.87% |
| 3M | -40.18% | 26.37% |
| 6M | -68.93% | 13.15% |
| YTD | -68.93% | 13.15% |
| 1Y | -68.93% | 13.15% |
| 3Y (ann.) | -92.35% | 31.21% |
| 5Y (ann.) | -92.35% | 31.21% |
| Metric | btcusd_div_2.0_tpm:0.02__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Max Drawdown | -73.56% | -30.93% |
| Longest DD Days | 146.0 | 121.0 |
| Avg. Drawdown | -14.65% | -2.75% |
| Avg. Drawdown Days | 27.0 | 6.0 |
| Recovery Factor | -0.94 | 0.43 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-06-16 | -73.56 | 146 |
| 2025-01-07 | 2025-01-20 | -11.99 | 13 |
| 2025-01-04 | 2025-01-06 | -1.08 | 2 |
| 2025-01-02 | 2025-01-03 | -0.69 | 1 |
| 2025-01-01 | 2025-01-01 | -0.49 | 0 |
| 2025-01-02 | 2025-01-02 | -0.08 | 0 |
| Metric | btcusd_div_2.0_tpm:0.02__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Best Day | 16.48% | 5.11% |
| Worst Day | -13.7% | -4.9% |
| Best Week | 16.14% | 12.13% |
| Worst Week | -19.82% | -12.33% |
| Best Month | 8.08% | 14.11% |
| Worst Month | -36.7% | -17.69% |
| Best Year | -68.93% | 13.15% |
| Worst Year | -68.93% | 13.15% |
| Avg. Up Day | 1.54% | 0.68% |
| Avg. Down Day | -0.85% | -0.37% |
| Avg. Up Week | 4.2% | 5.46% |
| Avg. Down Week | -11.99% | -4.02% |
| Avg. Up Month | 8.08% | 14.11% |
| Avg. Down Month | -36.44% | -9.89% |
| Win Days % | 33.46% | 50.49% |
| Win Month % | 16.67% | 66.67% |
| Win Week % | 32.0% | 64.0% |
| Win Quarter % | 0.0% | 50.0% |
| Win Year % | 0.0% | 100.0% |