| Metric | btcusd_div_2.0_tpm:0.01__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | -68.82% | 13.15% |
| Max Drawdown | -70.88% | -30.93% |
| Sharpe | -0.68 | 0.16 |
| Sortino | -0.83 | 0.23 |
| Payoff Ratio | 1.06 | 1.77 |
| Profit Factor | 0.74 | 1.03 |
| Common Sense Ratio | 0.48 | 1.01 |
| CPC Index | 0.37 | 0.92 |
| Tail Ratio | 0.65 | 0.98 |
| Outlier Win Ratio | 23.93 | 5.8 |
| Outlier Loss Ratio | 2.75 | 6.19 |
| Volatility (ann.) | 14.14% | 10.37% |
| R^2 | 0.04 | 0.04 |
| Calmar | -1.3 | 1.01 |
| Skew | -4.52 | -0.1 |
| Kurtosis | 73.65 | 12.52 |
| Expected Daily % | -0.03% | 0.0% |
| Expected Monthly % | -17.65% | 2.08% |
| Expected Yearly % | -68.82% | 13.15% |
| Kelly Criterion | -2.68% | 22.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.24% | -0.89% |
| Expected Shortfall (cVaR) | -1.24% | -0.89% |
| Year | BTCUSD | btcusd_div_2.0_tpm:0.01__tp__tep:0.75_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 13.15 | -68.82 | -5.23 | - |
| Metric | btcusd_div_2.0_tpm:0.01__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| MTD | -11.87% | 1.87% |
| 3M | -38.45% | 26.37% |
| 6M | -68.82% | 13.15% |
| YTD | -68.82% | 13.15% |
| 1Y | -68.82% | 13.15% |
| 3Y (ann.) | -92.29% | 31.21% |
| 5Y (ann.) | -92.29% | 31.21% |
| Metric | btcusd_div_2.0_tpm:0.01__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Max Drawdown | -70.88% | -30.93% |
| Longest DD Days | 146.0 | 121.0 |
| Avg. Drawdown | -14.38% | -2.75% |
| Avg. Drawdown Days | 27.0 | 6.0 |
| Recovery Factor | -0.97 | 0.43 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-06-16 | -70.88 | 146 |
| 2025-01-07 | 2025-01-20 | -13.01 | 13 |
| 2025-01-04 | 2025-01-06 | -1.10 | 2 |
| 2025-01-02 | 2025-01-03 | -0.70 | 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:0.01__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Best Day | 6.51% | 5.11% |
| Worst Day | -12.23% | -4.9% |
| Best Week | 18.81% | 12.13% |
| Worst Week | -22.32% | -12.33% |
| Best Month | -2.6% | 14.11% |
| Worst Month | -36.03% | -17.69% |
| Best Year | -68.82% | 13.15% |
| Worst Year | -68.82% | 13.15% |
| Avg. Up Day | 0.86% | 0.65% |
| Avg. Down Day | -0.82% | -0.37% |
| Avg. Up Week | 7.06% | 6.13% |
| Avg. Down Week | -10.83% | -3.64% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -33.89% | -9.89% |
| Win Days % | 47.27% | 50.49% |
| Win Month % | 0.0% | 66.67% |
| Win Week % | 20.0% | 64.0% |
| Win Quarter % | 0.0% | 50.0% |
| Win Year % | 0.0% | 100.0% |