| Metric | d_bchusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BCHUSD |
|---|---|---|
| Time in Market | 74.0% | 100.0% |
| Cumulative Return | 89.67% | -1.15% |
| Max Drawdown | -26.63% | -45.09% |
| Sharpe | 2.98 | 0.37 |
| Sortino | 3.55 | 0.57 |
| Payoff Ratio | 0.91 | 1.28 |
| Profit Factor | 2.61 | 1.06 |
| Common Sense Ratio | 71.92 | 1.06 |
| CPC Index | 1.93 | 0.68 |
| Tail Ratio | 27.52 | 1.0 |
| Outlier Win Ratio | 9.35 | 2.46 |
| Outlier Loss Ratio | 4.39 | 2.8 |
| Volatility (ann.) | 53.62% | 82.33% |
| R^2 | 0.04 | 0.04 |
| Calmar | 12.13 | -0.06 |
| Skew | -6.01 | 0.8 |
| Kurtosis | 53.71 | 4.46 |
| Expected Daily % | 0.39% | -0.01% |
| Expected Monthly % | 11.26% | -0.19% |
| Expected Yearly % | 89.67% | -1.15% |
| Kelly Criterion | 59.52% | 11.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.18% | -7.0% |
| Expected Shortfall (cVaR) | -4.18% | -7.0% |
| Year | BCHUSD | d_bchusd_div_0.25_tpm:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -1.15 | 89.67 | -77.71 | + |
| Metric | d_bchusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BCHUSD |
|---|---|---|
| MTD | 4.68% | 7.31% |
| 3M | 48.38% | 29.11% |
| 6M | 89.67% | -1.15% |
| YTD | 89.67% | -1.15% |
| 1Y | 89.67% | -1.15% |
| 3Y (ann.) | 323.0% | -2.58% |
| 5Y (ann.) | 323.0% | -2.58% |
| Metric | d_bchusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BCHUSD |
|---|---|---|
| Max Drawdown | -26.63% | -45.09% |
| Longest DD Days | 41.0 | 144.0 |
| Avg. Drawdown | -3.58% | -19.74% |
| Avg. Drawdown Days | 7.0 | 52.0 |
| Recovery Factor | 3.37 | -0.03 |
| Ulcer Index | 1.08 | 1.1 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-03 | 2025-03-16 | -26.63 | 41 |
| 2025-03-28 | 2025-04-22 | -15.18 | 25 |
| 2025-01-06 | 2025-01-07 | -0.15 | 1 |
| 2025-01-10 | 2025-01-11 | -0.15 | 1 |
| 2025-01-14 | 2025-01-15 | -0.14 | 1 |
| 2025-01-30 | 2025-01-31 | -0.12 | 1 |
| 2025-03-19 | 2025-03-20 | -0.12 | 1 |
| 2025-03-23 | 2025-03-25 | -0.11 | 2 |
| 2025-05-15 | 2025-05-19 | -0.09 | 4 |
| 2025-05-23 | 2025-05-24 | -0.09 | 1 |
| Metric | d_bchusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BCHUSD |
|---|---|---|
| Best Day | 4.9% | 22.57% |
| Worst Day | -26.0% | -10.9% |
| Best Week | 11.84% | 33.1% |
| Worst Week | -26.09% | -27.27% |
| Best Month | 33.21% | 21.76% |
| Worst Month | -14.1% | -31.88% |
| Best Year | 89.67% | -1.15% |
| Worst Year | 89.67% | -1.15% |
| Avg. Up Day | 1.8% | 3.82% |
| Avg. Down Day | -1.97% | -2.98% |
| Avg. Up Week | 5.27% | 11.0% |
| Avg. Down Week | -19.15% | -17.13% |
| Avg. Up Month | 17.67% | 8.0% |
| Avg. Down Month | -14.1% | -31.88% |
| Win Days % | 80.67% | 50.0% |
| Win Month % | 83.33% | 83.33% |
| Win Week % | 91.67% | 45.83% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |