| Metric | btcusd_div_0.25_tpm:0.025__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 14.55% | 11.82% |
| Max Drawdown | -15.66% | -30.93% |
| Sharpe | 0.22 | 0.15 |
| Sortino | 0.3 | 0.21 |
| Payoff Ratio | 30.8 | 2.53 |
| Profit Factor | 1.31 | 1.02 |
| Common Sense Ratio | 0.0 | 1.01 |
| CPC Index | 1.54 | 1.31 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 36.37 | 2.22 |
| Outlier Loss Ratio | 12.56 | 2.38 |
| Volatility (ann.) | 6.65% | 10.42% |
| R^2 | 0.02 | 0.02 |
| Calmar | 2.25 | 0.91 |
| Skew | -7.65 | -0.1 |
| Kurtosis | 338.24 | 12.41 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 2.29% | 1.88% |
| Expected Yearly % | 14.55% | 11.82% |
| Kelly Criterion | 0.69% | 30.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -0.89% |
| Expected Shortfall (cVaR) | -0.57% | -0.89% |
| Year | BTCUSD | btcusd_div_0.25_tpm:0.025__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 11.82 | 14.55 | 1.23 | + |
| Metric | btcusd_div_0.25_tpm:0.025__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | -5.1% | 0.67% |
| 3M | 15.37% | 29.93% |
| 6M | 14.55% | 11.82% |
| YTD | 14.55% | 11.82% |
| 1Y | 14.55% | 11.82% |
| 3Y (ann.) | 35.29% | 28.22% |
| 5Y (ann.) | 35.29% | 28.22% |
| Metric | btcusd_div_0.25_tpm:0.025__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -15.66% | -30.93% |
| Longest DD Days | 105.0 | 121.0 |
| Avg. Drawdown | -2.36% | -2.75% |
| Avg. Drawdown Days | 16.0 | 6.0 |
| Recovery Factor | 0.93 | 0.38 |
| Ulcer Index | 1.0 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-21 | 2025-05-06 | -15.66 | 105 |
| 2025-05-22 | 2025-06-14 | -5.73 | 23 |
| 2025-01-09 | 2025-01-14 | -1.43 | 5 |
| 2025-05-07 | 2025-05-17 | -0.46 | 10 |
| 2025-01-02 | 2025-01-06 | -0.08 | 4 |
| 2025-01-15 | 2025-01-17 | -0.07 | 2 |
| 2025-01-17 | 2025-01-21 | -0.07 | 4 |
| 2025-05-17 | 2025-05-18 | -0.07 | 1 |
| 2025-05-20 | 2025-05-22 | -0.07 | 2 |
| 2025-01-06 | 2025-01-08 | -0.00 | 2 |
| Metric | btcusd_div_0.25_tpm:0.025__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 5.77% | 5.11% |
| Worst Day | -10.61% | -4.9% |
| Best Week | 6.51% | 12.13% |
| Worst Week | -7.03% | -12.33% |
| Best Month | 12.67% | 14.11% |
| Worst Month | -7.11% | -17.69% |
| Best Year | 14.55% | 11.82% |
| Worst Year | 14.55% | 11.82% |
| Avg. Up Day | 2.34% | 0.86% |
| Avg. Down Day | -0.08% | -0.34% |
| Avg. Up Week | 3.13% | 4.02% |
| Avg. Down Week | -2.82% | -4.01% |
| Avg. Up Month | 9.85% | 11.31% |
| Avg. Down Month | -4.49% | -9.89% |
| Win Days % | 3.82% | 50.44% |
| Win Month % | 50.0% | 66.67% |
| Win Week % | 56.0% | 60.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |