| Metric | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 64.0% | 100.0% |
| Cumulative Return | 79.22% | 13.58% |
| Max Drawdown | -25.97% | -28.06% |
| Sharpe | 2.53 | 0.82 |
| Sortino | 3.48 | 1.24 |
| Payoff Ratio | 1.03 | 1.47 |
| Profit Factor | 1.89 | 1.13 |
| Common Sense Ratio | 13.96 | 1.3 |
| CPC Index | 1.25 | 0.87 |
| Tail Ratio | 7.37 | 1.15 |
| Outlier Win Ratio | 6.23 | 3.8 |
| Outlier Loss Ratio | 4.35 | 4.91 |
| Volatility (ann.) | 57.97% | 48.84% |
| R^2 | 0.11 | 0.11 |
| Calmar | 10.26 | 1.17 |
| Skew | -1.98 | 0.27 |
| Kurtosis | 12.29 | 2.11 |
| Expected Daily % | 0.35% | 0.08% |
| Expected Monthly % | 10.21% | 2.15% |
| Expected Yearly % | 79.22% | 13.58% |
| Kelly Criterion | 29.81% | 20.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.59% | -4.1% |
| Expected Shortfall (cVaR) | -4.59% | -4.1% |
| Year | BTCUSD | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 13.58 | 79.22 | 5.83 | + |
| Metric | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | -6.75% | 1.87% |
| 3M | 56.17% | 26.84% |
| 6M | 79.22% | 13.58% |
| YTD | 79.22% | 13.58% |
| 1Y | 79.22% | 13.58% |
| 3Y (ann.) | 266.41% | 32.77% |
| 5Y (ann.) | 266.41% | 32.77% |
| Metric | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -25.97% | -28.06% |
| Longest DD Days | 30.0 | 116.0 |
| Avg. Drawdown | -4.3% | -10.18% |
| Avg. Drawdown Days | 8.0 | 30.0 |
| Recovery Factor | 3.05 | 0.48 |
| Ulcer Index | 1.04 | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-22 | 2025-03-24 | -25.97 | 30 |
| 2025-03-26 | 2025-04-08 | -13.23 | 13 |
| 2025-01-25 | 2025-02-21 | -13.20 | 27 |
| 2025-05-30 | 2025-06-14 | -6.86 | 15 |
| 2025-01-09 | 2025-01-15 | -2.46 | 6 |
| 2025-04-16 | 2025-04-22 | -1.21 | 6 |
| 2025-01-05 | 2025-01-07 | -0.23 | 2 |
| 2025-01-17 | 2025-01-18 | -0.21 | 1 |
| 2025-01-21 | 2025-01-22 | -0.20 | 1 |
| 2025-04-24 | 2025-04-26 | -0.16 | 2 |
| Metric | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 7.06% | 9.73% |
| Worst Day | -18.57% | -8.76% |
| Best Week | 11.08% | 10.56% |
| Worst Week | -18.72% | -13.98% |
| Best Month | 31.36% | 14.33% |
| Worst Month | -15.37% | -19.19% |
| Best Year | 79.22% | 13.58% |
| Worst Year | 79.22% | 13.58% |
| Avg. Up Day | 2.53% | 2.55% |
| Avg. Down Day | -2.46% | -1.73% |
| Avg. Up Week | 6.38% | 5.09% |
| Avg. Down Week | -9.25% | -7.54% |
| Avg. Up Month | 27.58% | 12.33% |
| Avg. Down Month | -15.37% | -19.19% |
| Win Days % | 64.42% | 52.44% |
| Win Month % | 66.67% | 66.67% |
| Win Week % | 70.83% | 68.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |