| Metric |
Strategy |
BTCUSD |
|---|
| Trade Count |
16 |
1 |
| Win/Loss rate |
8 / 8 = 1 |
- |
| Adjustments |
0 |
- |
| PT Hits |
0 |
- |
| SL Hits |
0 |
- |
| Max DIT Reaches |
6 |
- |
| Settlements |
0 |
- |
| Avg Days in Trade |
9.88 |
363 |
| Cumulative Return |
-0.31% |
-64.13% |
| CAGR |
-0.31% |
-64.33% |
| Max Drawdown |
-3.19% |
-66.94% |
| Sharpe |
-0.04 |
-1.09 |
| Alpha |
0.01 |
- |
| Beta |
0.02 |
- |
| Kelly Criterion |
-3.31 |
-28.79 |
| Profit Factor |
0.99 |
0.81 |
| Probabilistic Sharpe |
48.02% |
9.43% |
| Smart Sharpe |
-0.04 |
-0.98 |
| Annual Volatility |
3.63% |
52.6% |
| Omega |
0.99 |
- |
| Information ratio |
0.07 |
- |
| Avg Drawdown |
-0.71% |
-46.72% |
| Avg Drawdown Days |
28 |
180 |
| Avg Up Month |
0.52 |
13.12 |
| Avg Down Month |
-0.87% |
-17.58% |
| R^2 |
0.07 |
0.07 |
| Calmar |
-0.1 |
-0.96 |
| Treynor |
-17.03 |
- |