| Metric | bchusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BCHUSD |
|---|---|---|
| Time in Market | 31.0% | 99.0% |
| Cumulative Return | 44.83% | -0.55% |
| Max Drawdown | -15.21% | -49.97% |
| Sharpe | 0.08 | 0.01 |
| Sortino | 0.09 | 0.02 |
| Payoff Ratio | 0.01 | 0.92 |
| Profit Factor | 2.41 | 1.0 |
| Common Sense Ratio | inf | 0.99 |
| CPC Index | 0.01 | 0.46 |
| Tail Ratio | inf | 0.99 |
| Outlier Win Ratio | 570.39 | 2.11 |
| Outlier Loss Ratio | 0.35 | 2.0 |
| Volatility (ann.) | 0.82% | 2.6% |
| R^2 | 0.0 | 0.0 |
| Calmar | 8.57 | -0.02 |
| Skew | -198.28 | -1.01 |
| Kurtosis | 68020.13 | 636.47 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 6.37% | -0.09% |
| Expected Yearly % | 44.83% | -0.55% |
| Kelly Criterion | 83.85% | -3.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.07% | -0.22% |
| Expected Shortfall (cVaR) | -0.07% | -0.22% |
| Year | BCHUSD | bchusd_div_0.25_tpm:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -0.55 | 44.83 | -80.95 | + |
| Metric | bchusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BCHUSD |
|---|---|---|
| MTD | 1.57% | 3.77% |
| 3M | 24.33% | 21.82% |
| 6M | 44.83% | -0.55% |
| YTD | 44.83% | -0.55% |
| 1Y | 44.83% | -0.55% |
| 3Y (ann.) | 130.38% | -1.24% |
| 5Y (ann.) | 130.38% | -1.24% |
| Metric | bchusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BCHUSD |
|---|---|---|
| Max Drawdown | -15.21% | -49.97% |
| Longest DD Days | 40.0 | 145.0 |
| Avg. Drawdown | -1.22% | -1.13% |
| Avg. Drawdown Days | 4.0 | 2.0 |
| Recovery Factor | 2.95 | -0.01 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-02 | 2025-03-15 | -15.21 | 40 |
| 2025-03-27 | 2025-04-21 | -9.01 | 25 |
| 2025-05-14 | 2025-05-18 | -1.43 | 4 |
| 2025-01-05 | 2025-01-06 | -0.08 | 1 |
| 2025-01-09 | 2025-01-10 | -0.08 | 1 |
| 2025-01-13 | 2025-01-14 | -0.08 | 1 |
| 2025-01-17 | 2025-01-17 | -0.07 | 0 |
| 2025-01-21 | 2025-01-21 | -0.07 | 0 |
| 2025-01-25 | 2025-01-25 | -0.07 | 0 |
| 2025-01-29 | 2025-01-30 | -0.07 | 0 |
| Metric | bchusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BCHUSD |
|---|---|---|
| Best Day | 2.45% | 10.77% |
| Worst Day | -14.77% | -9.76% |
| Best Week | 4.29% | 23.18% |
| Worst Week | -14.9% | -24.88% |
| Best Month | 16.61% | 20.62% |
| Worst Month | -5.89% | -25.58% |
| Best Year | 44.83% | -0.55% |
| Worst Year | 44.83% | -0.55% |
| Avg. Up Day | 0.0% | 0.08% |
| Avg. Down Day | -0.36% | -0.09% |
| Avg. Up Week | 3.03% | 8.21% |
| Avg. Down Week | -10.26% | -13.44% |
| Avg. Up Month | 9.12% | 12.62% |
| Avg. Down Month | -5.89% | -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% |