| 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 |
1.59 |
9.46 |
| Avg Down Month |
-2.91% |
-18.05% |
| R^2 |
0.7 |
0.7 |
| Calmar |
-0.44 |
-0.96 |
| Treynor |
-36.68 |
- |