| Metric | d_btcusd_div_1.0_tpm:0.005__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | 24,396.36% | 11.93% |
| Max Drawdown | -2065.6% | -27.83% |
| Sharpe | 2.2 | 0.75 |
| Sortino | 32.05 | 1.1 |
| Payoff Ratio | 1.85 | 1.42 |
| Profit Factor | 4.17 | 1.12 |
| Common Sense Ratio | 0.04 | 1.12 |
| CPC Index | 0.42 | 0.89 |
| Tail Ratio | 2.58 | 1.0 |
| Outlier Win Ratio | 2.85 | 2474.8 |
| Outlier Loss Ratio | 2.1 | 238.88 |
| Volatility (ann.) | 3010.52% | 47.84% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.91 | 1.01 |
| Skew | 9.97 | 0.11 |
| Kurtosis | 106.83 | 1.44 |
| Expected Daily % | -100.0% | 0.07% |
| Expected Monthly % | -100.0% | 1.9% |
| Expected Yearly % | -100.0% | 11.93% |
| Kelly Criterion | 11.34% | 20.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5476.25% | -4.02% |
| Expected Shortfall (cVaR) | -6508.93% | -4.02% |
| Year | BTCUSD | d_btcusd_div_1.0_tpm:0.005__tp__tep:0.75_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 11.93 | 24396.36 | 2044.97 | + |
| Metric | d_btcusd_div_1.0_tpm:0.005__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| MTD | 1.52% | 1.39% |
| 3M | 34.16% | 25.09% |
| 6M | 24396.36% | 11.93% |
| YTD | 24396.36% | 11.93% |
| 1Y | 24396.36% | 11.93% |
| 3Y (ann.) | -100.0% | 28.12% |
| 5Y (ann.) | -100.0% | 28.12% |
| Metric | d_btcusd_div_1.0_tpm:0.005__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Max Drawdown | -2065.6% | -27.83% |
| Longest DD Days | 59.0 | 118.0 |
| Avg. Drawdown | -153.09% | -10.09% |
| Avg. Drawdown Days | 9.0 | 31.0 |
| Recovery Factor | -0.91 | 0.43 |
| Ulcer Index | 1.0 | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-02 | 2025-01-08 | -2065.60 | 6 |
| 2025-01-15 | 2025-02-03 | -81.46 | 19 |
| 2025-02-06 | 2025-02-25 | -33.47 | 19 |
| 2025-04-18 | 2025-06-16 | -26.47 | 59 |
| 2025-03-05 | 2025-03-09 | -17.70 | 4 |
| 2025-02-28 | 2025-03-04 | -15.19 | 4 |
| 2025-02-04 | 2025-02-05 | -14.23 | 1 |
| 2025-01-11 | 2025-01-14 | -13.18 | 3 |
| 2025-03-11 | 2025-03-17 | -10.15 | 6 |
| 2025-03-24 | 2025-03-29 | -5.55 | 5 |
| Metric | d_btcusd_div_1.0_tpm:0.005__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Best Day | 41081.86% | 8.51% |
| Worst Day | -1633.36% | -7.85% |
| Best Week | 3045.02% | 10.83% |
| Worst Week | -1300.58% | -14.34% |
| Best Month | -48.65% | 15.86% |
| Worst Month | -181.78% | -19.77% |
| Best Year | -100.0% | 11.93% |
| Worst Year | -100.0% | 11.93% |
| Avg. Up Day | 1975.63% | 2.14% |
| Avg. Down Day | -203.56% | -1.64% |
| Avg. Up Week | 957.87% | 4.34% |
| Avg. Down Week | -148.06% | -6.23% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -91.4% | -11.39% |
| Win Days % | 33.54% | 51.81% |
| Win Month % | 0.0% | 66.67% |
| Win Week % | 16.0% | 68.0% |
| Win Quarter % | 0.0% | 50.0% |
| Win Year % | 0.0% | 100.0% |