| Name | [BTCUSD-Short-Put] / BTCUSD-Short-Put-2022 |
| Period | 2021-12-31 - 2022-12-29 |
| Version | MesoSim-2.5.0-0-gaa0ecb4 |
| Symbol | BTCUSD |
| Cash | 1.000 |
| Structure | Short Put |
| Max number of positions in flight | 1 |
| Expirations | 1 |
| Legs | 1 |
| Metric | Strategy | BTCUSD |
|---|---|---|
| Trade Count | 35 | 1 |
| Win/Loss rate | 20 / 15 = 1.33 | |
| Adjustments | 0 | |
| PT Hits | 0 | |
| SL Hits | 15 | |
| Max DIT Reaches | 0 | |
| Settlements | 0 | |
| Avg Days in Trade | 9.03 | 363 |
| Cumulative Return | -7.4% | -64.14% |
| CAGR | -7.44% | -64.35% |
| Max Drawdown | -16.73% | -66.96% |
| Sharpe | -0.35 | -1.06 |
| Alpha | 0.07 | - |
| Beta | 0.2 | - |
| Kelly Criterion | -5.64 | -16.59 |
| Profit Factor | 0.93 | 0.82 |
| Probabilistic Sharpe | 33.38% | 9.88% |
| Smart Sharpe | -0.33 | -1.02 |
| Annual Volatility | 12.9% | 53.46% |
| Omega | 0.93 | - |
| Information ratio | 0.08 | - |
| Avg Drawdown | -16.73% | -66.96% |
| Avg Drawdown Days | 362 | 362 |
| Avg Up Month | 1.5900 | 9.4600 |
| Avg Down Month | -2.91% | -18.05% |
| R^2 | 0.7 | 0.7 |
| Calmar | -0.44 | -0.96 |
| Treynor | -36.68 | - |