| Metric | d_btcusd_div_2.0_tpm:0.08__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | -53.72% | 11.93% |
| Max Drawdown | -59.88% | -27.83% |
| Sharpe | -2.36 | 0.75 |
| Sortino | -3.13 | 1.1 |
| Payoff Ratio | 0.91 | 1.17 |
| Profit Factor | 0.71 | 1.12 |
| Common Sense Ratio | 0.59 | 1.12 |
| CPC Index | 0.27 | 0.68 |
| Tail Ratio | 0.83 | 1.0 |
| Outlier Win Ratio | 3.58 | 4.58 |
| Outlier Loss Ratio | 3.42 | 4.72 |
| Volatility (ann.) | 62.9% | 47.84% |
| R^2 | 0.39 | 0.39 |
| Calmar | -1.36 | 1.01 |
| Skew | 0.29 | 0.11 |
| Kurtosis | 2.86 | 1.44 |
| Expected Daily % | -0.46% | 0.07% |
| Expected Monthly % | -12.05% | 1.9% |
| Expected Yearly % | -53.72% | 11.93% |
| Kelly Criterion | -21.39% | 10.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.82% | -4.02% |
| Expected Shortfall (cVaR) | -5.82% | -4.02% |
| Year | BTCUSD | d_btcusd_div_2.0_tpm:0.08__tp__tep:0.75_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 11.93 | -53.72 | -4.50 | - |
| Metric | d_btcusd_div_2.0_tpm:0.08__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| MTD | -11.16% | 1.39% |
| 3M | -25.6% | 25.09% |
| 6M | -53.72% | 11.93% |
| YTD | -53.72% | 11.93% |
| 1Y | -53.72% | 11.93% |
| 3Y (ann.) | -81.63% | 28.12% |
| 5Y (ann.) | -81.63% | 28.12% |
| Metric | d_btcusd_div_2.0_tpm:0.08__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Max Drawdown | -59.88% | -27.83% |
| Longest DD Days | 144.0 | 118.0 |
| Avg. Drawdown | -22.96% | -10.09% |
| Avg. Drawdown Days | 53.0 | 31.0 |
| Recovery Factor | -0.9 | 0.43 |
| Ulcer Index | 1.15 | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-23 | 2025-06-16 | -59.88 | 144 |
| 2025-01-08 | 2025-01-22 | -8.71 | 14 |
| 2025-01-05 | 2025-01-07 | -0.31 | 2 |
| Metric | d_btcusd_div_2.0_tpm:0.08__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Best Day | 12.51% | 8.51% |
| Worst Day | -10.7% | -7.85% |
| Best Week | 12.69% | 10.83% |
| Worst Week | -19.57% | -14.34% |
| Best Month | 9.96% | 15.86% |
| Worst Month | -32.76% | -19.77% |
| Best Year | -53.72% | 11.93% |
| Worst Year | -53.72% | 11.93% |
| Avg. Up Day | 2.55% | 2.23% |
| Avg. Down Day | -2.8% | -1.9% |
| Avg. Up Week | 5.26% | 5.16% |
| Avg. Down Week | -11.76% | -6.23% |
| Avg. Up Month | 5.55% | 13.61% |
| Avg. Down Month | -27.89% | -11.39% |
| Win Days % | 42.17% | 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% |