| Metric | ethusd_div_0.25_tpm:0.055__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 90.25% | -23.16% |
| Max Drawdown | -36.38% | -62.91% |
| Sharpe | 0.05 | -0.01 |
| Sortino | 0.07 | -0.01 |
| Payoff Ratio | 0.01 | 1.26 |
| Profit Factor | 1.53 | 1.0 |
| Common Sense Ratio | inf | 1.0 |
| CPC Index | 0.01 | 0.63 |
| Tail Ratio | inf | 1.0 |
| Outlier Win Ratio | 127.76 | 2.13 |
| Outlier Loss Ratio | 0.05 | 2.12 |
| Volatility (ann.) | 3.2% | 2.3% |
| R^2 | 0.0 | 0.0 |
| Calmar | 8.75 | -0.71 |
| Skew | -19.51 | -3.03 |
| Kurtosis | 10429.95 | 371.56 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 11.31% | -4.3% |
| Expected Yearly % | 90.25% | -23.16% |
| Kelly Criterion | 68.54% | 10.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.28% | -0.2% |
| Expected Shortfall (cVaR) | -0.28% | -0.2% |
| Year | ETHUSD | ethusd_div_0.25_tpm:0.055__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -23.16 | 90.25 | -3.90 | + |
| Metric | ethusd_div_0.25_tpm:0.055__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| MTD | 11.41% | 1.19% |
| 3M | 130.53% | 37.32% |
| 6M | 90.25% | -23.16% |
| YTD | 90.25% | -23.16% |
| 1Y | 90.25% | -23.16% |
| 3Y (ann.) | 318.46% | -44.36% |
| 5Y (ann.) | 318.46% | -44.36% |
| Metric | ethusd_div_0.25_tpm:0.055__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| Max Drawdown | -36.38% | -62.91% |
| Longest DD Days | 103.0 | 158.0 |
| Avg. Drawdown | -6.62% | -1.0% |
| Avg. Drawdown Days | 14.0 | 2.0 |
| Recovery Factor | 2.48 | -0.37 |
| Ulcer Index | 0.99 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-05-08 | -36.38 | 103 |
| 2025-01-05 | 2025-01-24 | -20.88 | 19 |
| 2025-05-29 | 2025-06-09 | -8.30 | 11 |
| 2025-05-09 | 2025-05-09 | -0.13 | 0 |
| 2025-05-13 | 2025-05-13 | -0.12 | 0 |
| 2025-05-17 | 2025-05-21 | -0.11 | 3 |
| 2025-05-21 | 2025-05-22 | -0.11 | 1 |
| 2025-05-25 | 2025-05-27 | -0.10 | 2 |
| 2025-06-10 | 2025-06-11 | -0.09 | 1 |
| 2025-06-14 | 2025-06-14 | -0.00 | 0 |
| Metric | ethusd_div_0.25_tpm:0.055__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| Best Day | 16.15% | 5.45% |
| Worst Day | -24.88% | -10.18% |
| Best Week | 24.39% | 27.26% |
| Worst Week | -20.26% | -20.52% |
| Best Month | 53.6% | 41.0% |
| Worst Month | -14.75% | -32.24% |
| Best Year | 90.25% | -23.16% |
| Worst Year | 90.25% | -23.16% |
| Avg. Up Day | 0.03% | 0.08% |
| Avg. Down Day | -2.75% | -0.07% |
| Avg. Up Week | 12.92% | 7.43% |
| Avg. Down Week | -9.75% | -7.35% |
| Avg. Up Month | 32.5% | 21.09% |
| Avg. Down Month | -9.91% | -25.38% |
| Win Days % | 99.72% | 50.11% |
| Win Month % | 66.67% | 33.33% |
| Win Week % | 60.0% | 44.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |