| Metric | bchusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BCHUSD |
|---|---|---|
| Time in Market | 31.0% | 99.0% |
| Cumulative Return | 89.67% | -0.55% |
| Max Drawdown | -26.63% | -49.97% |
| Sharpe | 0.08 | 0.01 |
| Sortino | 0.09 | 0.02 |
| Payoff Ratio | 0.01 | 0.92 |
| Profit Factor | 2.48 | 1.0 |
| Common Sense Ratio | inf | 0.99 |
| CPC Index | 0.01 | 0.46 |
| Tail Ratio | inf | 0.99 |
| Outlier Win Ratio | 320.66 | 2.11 |
| Outlier Loss Ratio | 0.2 | 2.0 |
| Volatility (ann.) | 1.45% | 2.6% |
| R^2 | 0.0 | 0.0 |
| Calmar | 12.13 | -0.02 |
| Skew | -192.28 | -1.01 |
| Kurtosis | 66852.2 | 636.47 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 11.26% | -0.09% |
| Expected Yearly % | 89.67% | -0.55% |
| Kelly Criterion | 84.71% | -3.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.12% | -0.22% |
| Expected Shortfall (cVaR) | -0.12% | -0.22% |
| Year | BCHUSD | bchusd_div_0.25_tpm:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -0.55 | 89.67 | -161.91 | + |
| Metric | bchusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BCHUSD |
|---|---|---|
| MTD | 2.42% | 3.77% |
| 3M | 42.63% | 21.82% |
| 6M | 89.67% | -0.55% |
| YTD | 89.67% | -0.55% |
| 1Y | 89.67% | -0.55% |
| 3Y (ann.) | 323.0% | -1.24% |
| 5Y (ann.) | 323.0% | -1.24% |
| Metric | bchusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BCHUSD |
|---|---|---|
| Max Drawdown | -26.63% | -49.97% |
| Longest DD Days | 40.0 | 145.0 |
| Avg. Drawdown | -2.1% | -1.13% |
| Avg. Drawdown Days | 4.0 | 2.0 |
| Recovery Factor | 3.37 | -0.01 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-02 | 2025-03-15 | -26.63 | 40 |
| 2025-03-27 | 2025-04-21 | -15.18 | 25 |
| 2025-05-14 | 2025-05-18 | -2.26 | 4 |
| 2025-01-05 | 2025-01-06 | -0.15 | 1 |
| 2025-01-09 | 2025-01-10 | -0.15 | 1 |
| 2025-01-13 | 2025-01-14 | -0.14 | 1 |
| 2025-01-17 | 2025-01-17 | -0.14 | 0 |
| 2025-01-21 | 2025-01-21 | -0.13 | 0 |
| 2025-01-25 | 2025-01-25 | -0.13 | 0 |
| 2025-01-29 | 2025-01-30 | -0.12 | 0 |
| Metric | bchusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BCHUSD |
|---|---|---|
| Best Day | 4.9% | 10.77% |
| Worst Day | -25.88% | -9.76% |
| Best Week | 8.17% | 23.18% |
| Worst Week | -26.09% | -24.88% |
| Best Month | 33.21% | 20.62% |
| Worst Month | -10.31% | -25.58% |
| Best Year | 89.67% | -0.55% |
| Worst Year | 89.67% | -0.55% |
| Avg. Up Day | 0.0% | 0.08% |
| Avg. Down Day | -0.61% | -0.09% |
| Avg. Up Week | 5.45% | 8.21% |
| Avg. Down Week | -17.77% | -13.44% |
| Avg. Up Month | 15.73% | 12.62% |
| Avg. Down Month | -10.31% | -25.58% |
| Win Days % | 99.92% | 50.28% |
| Win Month % | 83.33% | 50.0% |
| Win Week % | 91.67% | 50.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |