| Metric | d_btcusd_div_2.0_tpm:0.01__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | -69.26% | 11.93% |
| Max Drawdown | -70.3% | -27.83% |
| Sharpe | -3.54 | 0.75 |
| Sortino | -4.29 | 1.1 |
| Payoff Ratio | 0.8 | 1.26 |
| Profit Factor | 0.6 | 1.12 |
| Common Sense Ratio | 0.43 | 1.12 |
| CPC Index | 0.2 | 0.73 |
| Tail Ratio | 0.72 | 1.0 |
| Outlier Win Ratio | 3.38 | 4.29 |
| Outlier Loss Ratio | 3.15 | 4.96 |
| Volatility (ann.) | 66.27% | 47.84% |
| R^2 | 0.49 | 0.49 |
| Calmar | -1.32 | 1.01 |
| Skew | -0.26 | 0.11 |
| Kurtosis | 1.62 | 1.44 |
| Expected Daily % | -0.7% | 0.07% |
| Expected Monthly % | -17.85% | 1.9% |
| Expected Yearly % | -69.26% | 11.93% |
| Kelly Criterion | -31.45% | 13.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.35% | -4.02% |
| Expected Shortfall (cVaR) | -6.35% | -4.02% |
| Year | BTCUSD | d_btcusd_div_2.0_tpm:0.01__tp__tep:0.75_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 11.93 | -69.26 | -5.81 | - |
| Metric | d_btcusd_div_2.0_tpm:0.01__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| MTD | -12.93% | 1.39% |
| 3M | -39.57% | 25.09% |
| 6M | -69.26% | 11.93% |
| YTD | -69.26% | 11.93% |
| 1Y | -69.26% | 11.93% |
| 3Y (ann.) | -92.53% | 28.12% |
| 5Y (ann.) | -92.53% | 28.12% |
| Metric | d_btcusd_div_2.0_tpm:0.01__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Max Drawdown | -70.3% | -27.83% |
| Longest DD Days | 159.0 | 118.0 |
| Avg. Drawdown | -35.3% | -10.09% |
| Avg. Drawdown Days | 80.0 | 31.0 |
| Recovery Factor | -0.99 | 0.43 |
| Ulcer Index | 1.36 | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-08 | 2025-06-16 | -70.30 | 159 |
| 2025-01-05 | 2025-01-07 | -0.31 | 2 |
| Metric | d_btcusd_div_2.0_tpm:0.01__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Best Day | 9.99% | 8.51% |
| Worst Day | -12.22% | -7.85% |
| Best Week | 15.51% | 10.83% |
| Worst Week | -21.55% | -14.34% |
| Best Month | 1.44% | 15.86% |
| Worst Month | -35.24% | -19.77% |
| Best Year | -69.26% | 11.93% |
| Worst Year | -69.26% | 11.93% |
| Avg. Up Day | 2.57% | 2.26% |
| Avg. Down Day | -3.21% | -1.79% |
| Avg. Up Week | 4.93% | 5.0% |
| Avg. Down Week | -15.21% | -6.23% |
| Avg. Up Month | 0.92% | 13.61% |
| Avg. Down Month | -35.05% | -11.39% |
| Win Days % | 41.57% | 51.81% |
| Win Month % | 33.33% | 66.67% |
| Win Week % | 40.0% | 68.0% |
| Win Quarter % | 0.0% | 50.0% |
| Win Year % | 0.0% | 100.0% |