| Metric | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 67.02% | 12.97% |
| Max Drawdown | -25.97% | -31.58% |
| Sharpe | 0.06 | 0.02 |
| Sortino | 0.08 | 0.03 |
| Payoff Ratio | 0.0 | 1.17 |
| Profit Factor | 1.69 | 1.0 |
| Common Sense Ratio | inf | 1.01 |
| CPC Index | 0.01 | 0.59 |
| Tail Ratio | inf | 1.01 |
| Outlier Win Ratio | 164.46 | 2.25 |
| Outlier Loss Ratio | 0.07 | 2.18 |
| Volatility (ann.) | 1.58% | 1.37% |
| R^2 | 0.0 | 0.0 |
| Calmar | 8.21 | 0.99 |
| Skew | -52.81 | 0.02 |
| Kurtosis | 17016.95 | 29.82 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 8.93% | 2.05% |
| Expected Yearly % | 67.02% | 12.97% |
| Kelly Criterion | 67.31% | 7.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.14% | -0.12% |
| Expected Shortfall (cVaR) | -0.14% | -0.12% |
| Year | BTCUSD | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 12.97 | 67.02 | 5.17 | + |
| Metric | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | -13.1% | 0.84% |
| 3M | 45.54% | 30.15% |
| 6M | 67.02% | 12.97% |
| YTD | 67.02% | 12.97% |
| 1Y | 67.02% | 12.97% |
| 3Y (ann.) | 213.19% | 31.17% |
| 5Y (ann.) | 213.19% | 31.17% |
| Metric | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -25.97% | -31.58% |
| Longest DD Days | 29.0 | 121.0 |
| Avg. Drawdown | -4.04% | -0.71% |
| Avg. Drawdown Days | 6.0 | 1.0 |
| Recovery Factor | 2.58 | 0.41 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-22 | 2025-03-23 | -25.97 | 29 |
| 2025-03-26 | 2025-04-07 | -13.23 | 12 |
| 2025-05-29 | 2025-06-14 | -13.21 | 15 |
| 2025-01-25 | 2025-02-20 | -13.20 | 26 |
| 2025-01-08 | 2025-01-14 | -2.46 | 5 |
| 2025-04-27 | 2025-05-01 | -1.71 | 4 |
| 2025-04-15 | 2025-04-21 | -1.21 | 6 |
| 2025-01-05 | 2025-01-06 | -0.23 | 1 |
| 2025-01-17 | 2025-01-17 | -0.21 | 0 |
| 2025-01-21 | 2025-01-21 | -0.20 | 0 |
| Metric | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 7.06% | 1.97% |
| Worst Day | -18.38% | -1.58% |
| Best Week | 11.03% | 12.13% |
| Worst Week | -18.72% | -12.33% |
| Best Month | 31.36% | 14.11% |
| Worst Month | -15.37% | -17.69% |
| Best Year | 67.02% | 12.97% |
| Worst Year | 67.02% | 12.97% |
| Avg. Up Day | 0.0% | 0.05% |
| Avg. Down Day | -1.55% | -0.04% |
| Avg. Up Week | 5.59% | 3.75% |
| Avg. Down Week | -7.56% | -4.32% |
| Avg. Up Month | 27.58% | 11.62% |
| Avg. Down Month | -15.37% | -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% |