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TurtleTrading

Symbol:BTCUSD
Timeframe:M1
Period:Jan 1, 2018 - Oct 14, 2025
Magic #:77701

Profit Metrics

Total Net Profit
$1,118,656.71
Gross Profit
$1,981,643.29
Gross Loss
$-862,986.58

Drawdown Metrics

Balance Drawdown

Absolute Max
$2,353.98
Relative Max
29.25%

Equity Drawdown

Absolute Max
$2,404.93
Relative Max
29.25%

Performance Ratios

Profit Factor
2.30
Expected Payoff
$3,379.63
Recovery Factor
4.54
Sharpe Ratio
0.95
Z-Score
-9.94 (99.74%)
AHPR
1.0193 (1.93%)
GHPR
1.0144 (1.44%)
LR Correlation
0.91

Trade Statistics

Total Trades
331
Total Deals
662
Profit Trades
106 (32.02%)
Loss Trades
225 (67.98%)
Long Trades Win %
28.48%
Short Trades Win %
35.26%

Win/Loss Analysis

Largest Profit Trade
$130,726.54
Largest Loss Trade
$-16,283.91
Average Profit Trade
$18,694.75
Average Loss Trade
$-3,835.50
Max Consecutive Wins
9 ($16,294.83)
Max Consecutive Losses
27 ($-136,172.26)
Avg Consecutive Wins
3.0
Avg Consecutive Losses
7.0

Correlation Metrics

Correlation (Profit, MFE)
0.9500
Correlation (Profit, MAE)
0.1800
Correlation (MFE, MAE)
-0.0518

Holding Time

Minimum
0:01:00
Maximum
3015:09:59
Average
378:10:21

Trades Summary

Total Trades
147
Win Rate
27.21%
Average Win
$22332.52
Average Loss
$4085.10
Largest Win
$129283.84
Largest Loss
$15553.46

Performance Charts

Equity Curve & Drawdown

Equity Curve

Fixed Position Monthly Returns (%)

YearJanFebMarAprMayJunJulAugSepOctNovDecYearMDD
20250.30.0N/A0.0N/AN/AN/AN/AN/A0.0N/AN/A48.8-5.0
2024-4.8N/AN/A-9.8-8.00.00.05.2-3.50.0N/AN/A71.4-12.1
20230.0-7.3-6.6-13.10.8-18.60.0-19.8-20.9-14.5N/AN/A-14.1-55.4
2022N/A-11.1-17.0-18.115.5-6.5-6.20.0-24.8-8.921.5-9.1-63.4-65.0
2021N/AN/A-6.8-6.4-5.3N/A-12.0-6.0-2.0N/A-13.6N/A-23.1-17.5
2020-2.80.0N/A0.0-12.6-11.0-4.9N/A-3.80.0N/AN/A-2.9-22.8
2019-1.7-0.9N/AN/AN/AN/A0.0-0.9N/A0.00.0N/A117.8-5.0
20180.0-1.10.00.0-0.6N/A-1.40.0-3.0-2.9-0.20.015.8-7.7
Avg/Mo-1.5-3.4-7.6-6.8-1.7-9.0-3.5-3.6-9.7-3.81.9-4.6-74.1

Entry & P/L Distribution Analysis

Distribution Analysis

Hourly Entries

Hourly P&L

Daily Entries

Daily P&L

Monthly Entries

Monthly P&L

Yearly Entries

Yearly P&L

Holding Time Analysis

Profit vs Holding Time

Profitable (40)
Losing (107)