| Metric | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 44.68% | 12.97% |
| Max Drawdown | -18.74% | -31.58% |
| Sharpe | 0.06 | 0.02 |
| Sortino | 0.08 | 0.03 |
| Payoff Ratio | 0.0 | 1.17 |
| Profit Factor | 1.65 | 1.0 |
| Common Sense Ratio | inf | 1.01 |
| CPC Index | 0.01 | 0.59 |
| Tail Ratio | inf | 1.01 |
| Outlier Win Ratio | 230.58 | 2.25 |
| Outlier Loss Ratio | 0.1 | 2.18 |
| Volatility (ann.) | 1.13% | 1.37% |
| R^2 | 0.0 | 0.0 |
| Calmar | 6.81 | 0.99 |
| Skew | -56.44 | 0.02 |
| Kurtosis | 17216.05 | 29.82 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 6.35% | 2.05% |
| Expected Yearly % | 44.68% | 12.97% |
| Kelly Criterion | 66.71% | 7.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.1% | -0.12% |
| Expected Shortfall (cVaR) | -0.1% | -0.12% |
| Year | BTCUSD | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 12.97 | 44.68 | 3.45 | + |
| Metric | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | -10.39% | 0.84% |
| 3M | 31.72% | 30.15% |
| 6M | 44.68% | 12.97% |
| YTD | 44.68% | 12.97% |
| 1Y | 44.68% | 12.97% |
| 3Y (ann.) | 127.52% | 31.17% |
| 5Y (ann.) | 127.52% | 31.17% |
| Metric | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -18.74% | -31.58% |
| Longest DD Days | 29.0 | 121.0 |
| Avg. Drawdown | -2.98% | -0.71% |
| Avg. Drawdown Days | 6.0 | 1.0 |
| Recovery Factor | 2.38 | 0.41 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-22 | 2025-03-23 | -18.74 | 29 |
| 2025-05-29 | 2025-06-14 | -10.48 | 15 |
| 2025-03-26 | 2025-04-07 | -9.61 | 12 |
| 2025-01-25 | 2025-02-20 | -9.51 | 26 |
| 2025-01-08 | 2025-01-14 | -1.70 | 5 |
| 2025-04-27 | 2025-05-01 | -1.29 | 4 |
| 2025-04-15 | 2025-04-21 | -0.90 | 6 |
| 2025-01-05 | 2025-01-06 | -0.15 | 1 |
| 2025-01-17 | 2025-01-17 | -0.14 | 0 |
| 2025-01-21 | 2025-01-21 | -0.14 | 0 |
| Metric | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 4.64% | 1.97% |
| Worst Day | -13.26% | -1.58% |
| Best Week | 7.56% | 12.13% |
| Worst Week | -13.51% | -12.33% |
| Best Month | 21.88% | 14.11% |
| Worst Month | -10.96% | -17.69% |
| Best Year | 44.68% | 12.97% |
| Worst Year | 44.68% | 12.97% |
| Avg. Up Day | 0.0% | 0.05% |
| Avg. Down Day | -1.13% | -0.04% |
| Avg. Up Week | 4.04% | 3.75% |
| Avg. Down Week | -5.53% | -4.32% |
| Avg. Up Month | 19.47% | 11.62% |
| Avg. Down Month | -10.96% | -17.69% |
| Win Days % | 99.9% | 50.14% |
| Win Month % | 66.67% | 66.67% |
| Win Week % | 68.0% | 60.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |