| Metric |
Strategy |
BTCUSD |
|---|
| Trade Count |
0 |
1 |
| Win/Loss rate |
0 / 0 |
- |
| Adjustments |
0 |
- |
| PT Hits |
0 |
- |
| SL Hits |
0 |
- |
| Max DIT Reaches |
0 |
- |
| Settlements |
0 |
- |
| Avg Days in Trade |
0 |
363 |
| Cumulative Return |
30.73% |
-64.14% |
| CAGR |
30.92% |
-64.35% |
| Max Drawdown |
-16.66% |
-66.96% |
| Sharpe |
0.94 |
-1.06 |
| Alpha |
0.22 |
- |
| Beta |
0.01 |
- |
| Kelly Criterion |
13.79 |
-61.56 |
| Profit Factor |
1.34 |
0.82 |
| Probabilistic Sharpe |
83.57% |
9.86% |
| Smart Sharpe |
0.83 |
-0.94 |
| Annual Volatility |
22.8% |
53.43% |
| Omega |
1.34 |
- |
| Information ratio |
0.09 |
- |
| Avg Drawdown |
-3.8% |
-66.96% |
| Avg Drawdown Days |
17 |
362 |
| Avg Up Month |
5.23 |
6.71 |
| Avg Down Month |
-5.03% |
-19.28% |
| R^2 |
0 |
0 |
| Calmar |
1.86 |
-0.96 |
| Treynor |
3117.38 |
- |