| Metric | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | -9.57% | 13.55% |
| Max Drawdown | -24.62% | -31.58% |
| Sharpe | -0.01 | 0.02 |
| Sortino | -0.02 | 0.03 |
| Payoff Ratio | 0.0 | 1.29 |
| Profit Factor | 0.86 | 1.0 |
| Common Sense Ratio | inf | 1.01 |
| CPC Index | 0.0 | 0.65 |
| Tail Ratio | inf | 1.0 |
| Outlier Win Ratio | 548.17 | 2.26 |
| Outlier Loss Ratio | 0.12 | 2.19 |
| Volatility (ann.) | 0.77% | 1.35% |
| R^2 | 0.0 | 0.0 |
| Calmar | -0.77 | 0.95 |
| Skew | -192.55 | 0.02 |
| Kurtosis | 53810.57 | 30.03 |
| Expected Daily % | -0.0% | 0.0% |
| Expected Monthly % | -1.66% | 2.14% |
| Expected Yearly % | -9.57% | 13.55% |
| Kelly Criterion | 13.57% | 11.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.07% | -0.12% |
| Expected Shortfall (cVaR) | -0.07% | -0.12% |
| Year | BTCUSD | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 13.55 | -9.57 | -0.71 | - |
| Metric | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | -3.61% | 2.44% |
| 3M | 0.65% | 23.36% |
| 6M | -9.57% | 13.55% |
| YTD | -9.57% | 13.55% |
| 1Y | -9.57% | 13.55% |
| 3Y (ann.) | -18.84% | 30.15% |
| 5Y (ann.) | -18.84% | 30.15% |
| Metric | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -24.62% | -31.58% |
| Longest DD Days | 132.0 | 121.0 |
| Avg. Drawdown | -2.65% | -0.75% |
| Avg. Drawdown Days | 14.0 | 1.0 |
| Recovery Factor | -0.39 | 0.43 |
| Ulcer Index | 1.0 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-14 | 2025-06-27 | -24.62 | 132 |
| 2025-01-25 | 2025-01-30 | -1.34 | 4 |
| 2025-01-06 | 2025-01-06 | -0.08 | 0 |
| 2025-01-09 | 2025-01-10 | -0.08 | 0 |
| 2025-01-14 | 2025-01-14 | -0.08 | 0 |
| 2025-01-18 | 2025-01-19 | -0.07 | 1 |
| 2025-01-22 | 2025-01-24 | -0.07 | 2 |
| 2025-02-02 | 2025-02-03 | -0.07 | 0 |
| 2025-02-06 | 2025-02-07 | -0.07 | 0 |
| 2025-02-11 | 2025-02-12 | -0.07 | 1 |
| Metric | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 2.27% | 1.97% |
| Worst Day | -11.73% | -1.58% |
| Best Week | 3.52% | 12.13% |
| Worst Week | -10.19% | -12.33% |
| Best Month | 8.84% | 14.11% |
| Worst Month | -14.55% | -17.69% |
| Best Year | -9.57% | 13.55% |
| Worst Year | -9.57% | 13.55% |
| Avg. Up Day | 0.0% | 0.04% |
| Avg. Down Day | -0.98% | -0.03% |
| Avg. Up Week | 1.6% | 3.04% |
| Avg. Down Week | -4.06% | -3.4% |
| Avg. Up Month | 5.97% | 11.23% |
| Avg. Down Month | -11.07% | -9.89% |
| Win Days % | 99.95% | 50.11% |
| Win Month % | 50.0% | 66.67% |
| Win Week % | 57.69% | 61.54% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 0.0% | 100.0% |