| Metric | btcusd_div_1.0_tpm:0.005__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 26,751.04% | 13.15% |
| Max Drawdown | -1189.15% | -30.93% |
| Sharpe | -4.05 | 0.16 |
| Sortino | -4.11 | 0.23 |
| Payoff Ratio | 10.69 | 1.58 |
| Profit Factor | 0.18 | 1.03 |
| Common Sense Ratio | 0.0 | 1.01 |
| CPC Index | 2927798.19 | 0.69 |
| Tail Ratio | 0.16 | 0.98 |
| Outlier Win Ratio | 9.97 | 102.35 |
| Outlier Loss Ratio | 0.68 | 145.86 |
| Volatility (ann.) | 160.73% | 10.37% |
| R^2 | 0.0 | 0.0 |
| Calmar | -1.0 | 1.01 |
| Skew | -14.56 | -0.1 |
| Kurtosis | 385.68 | 12.52 |
| Expected Daily % | -100.0% | 0.0% |
| Expected Monthly % | -100.0% | 2.08% |
| Expected Yearly % | -100.0% | 13.15% |
| Kelly Criterion | 15.74% | 13.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -112.14% | -0.89% |
| Expected Shortfall (cVaR) | -38153.48% | -0.89% |
| Year | BTCUSD | btcusd_div_1.0_tpm:0.005__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 13.15 | 26751.04 | 2034.26 | + |
| Metric | btcusd_div_1.0_tpm:0.005__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | -2.84% | 1.87% |
| 3M | 40.79% | 26.37% |
| 6M | 26751.04% | 13.15% |
| YTD | 26751.04% | 13.15% |
| 1Y | 26751.04% | 13.15% |
| 3Y (ann.) | -100.0% | 31.21% |
| 5Y (ann.) | -100.0% | 31.21% |
| Metric | btcusd_div_1.0_tpm:0.005__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -1189.15% | -30.93% |
| Longest DD Days | 60.0 | 121.0 |
| Avg. Drawdown | -77.61% | -2.75% |
| Avg. Drawdown Days | 8.0 | 6.0 |
| Recovery Factor | -1.0 | 0.43 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-02 | 2025-01-07 | -1189.15 | 5 |
| 2025-01-13 | 2025-02-01 | -54.92 | 19 |
| 2025-02-05 | 2025-02-24 | -34.10 | 19 |
| 2025-04-16 | 2025-06-16 | -25.60 | 60 |
| 2025-03-04 | 2025-03-08 | -17.64 | 4 |
| 2025-02-27 | 2025-03-03 | -12.06 | 4 |
| 2025-02-03 | 2025-02-04 | -10.89 | 1 |
| 2025-01-10 | 2025-01-12 | -9.72 | 2 |
| 2025-03-10 | 2025-03-14 | -9.20 | 3 |
| 2025-03-31 | 2025-04-07 | -6.09 | 6 |
| Metric | btcusd_div_1.0_tpm:0.005__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 610.74% | 5.11% |
| Worst Day | -1931.46% | -4.9% |
| Best Week | -100.0% | 12.13% |
| Worst Week | -100.0% | -12.33% |
| Best Month | -100.0% | 14.11% |
| Worst Month | -100.0% | -17.69% |
| Best Year | -100.0% | 13.15% |
| Worst Year | -100.0% | 13.15% |
| Avg. Up Day | 31.24% | 0.46% |
| Avg. Down Day | -56.09% | -0.37% |
| Avg. Up Week | NaN% | NaN% |
| Avg. Down Week | -100.0% | -3.64% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -100.0% | -9.89% |
| Win Days % | 30.12% | 50.49% |
| Win Month % | 0.0% | 66.67% |
| Win Week % | 0.0% | 64.0% |
| Win Quarter % | 0.0% | 50.0% |
| Win Year % | 0.0% | 100.0% |