| Metric | btcusd_div_0.3_tpm:0.025__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 20.08% | 11.18% |
| Max Drawdown | -16.34% | -30.93% |
| Sharpe | 0.28 | 0.15 |
| Sortino | 0.39 | 0.21 |
| Payoff Ratio | 2.77 | 2.63 |
| Profit Factor | 1.37 | 1.02 |
| Common Sense Ratio | NaN | 1.01 |
| CPC Index | 1.17 | 1.36 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 39.07 | 2.22 |
| Outlier Loss Ratio | 1.0 | 2.38 |
| Volatility (ann.) | 6.9% | 10.43% |
| R^2 | 0.02 | 0.02 |
| Calmar | 3.1 | 0.87 |
| Skew | -5.37 | -0.1 |
| Kurtosis | 267.61 | 12.37 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 3.1% | 1.78% |
| Expected Yearly % | 20.08% | 11.18% |
| Kelly Criterion | 5.96% | 31.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -0.89% |
| Expected Shortfall (cVaR) | -0.59% | -0.89% |
| Year | BTCUSD | btcusd_div_0.3_tpm:0.025__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 11.18 | 20.08 | 1.80 | + |
| Metric | btcusd_div_0.3_tpm:0.025__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | 0.17% | 0.09% |
| 3M | 20.43% | 29.18% |
| 6M | 20.08% | 11.18% |
| YTD | 20.08% | 11.18% |
| 1Y | 20.08% | 11.18% |
| 3Y (ann.) | 50.66% | 26.78% |
| 5Y (ann.) | 50.66% | 26.78% |
| Metric | btcusd_div_0.3_tpm:0.025__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -16.34% | -30.93% |
| Longest DD Days | 98.0 | 121.0 |
| Avg. Drawdown | -2.27% | -2.75% |
| Avg. Drawdown Days | 13.0 | 6.0 |
| Recovery Factor | 1.23 | 0.36 |
| Ulcer Index | 1.0 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-05-02 | -16.34 | 98 |
| 2025-05-27 | 2025-06-13 | -4.00 | 16 |
| 2025-01-07 | 2025-01-15 | -3.31 | 7 |
| 2025-05-11 | 2025-05-18 | -0.84 | 7 |
| 2025-01-04 | 2025-01-06 | -0.08 | 2 |
| 2025-01-17 | 2025-01-20 | -0.07 | 2 |
| 2025-01-21 | 2025-01-21 | -0.07 | 0 |
| 2025-05-04 | 2025-05-07 | -0.07 | 3 |
| 2025-05-07 | 2025-05-08 | -0.07 | 0 |
| 2025-05-21 | 2025-05-22 | -0.07 | 0 |
| Metric | btcusd_div_0.3_tpm:0.025__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 6.17% | 5.11% |
| Worst Day | -9.1% | -4.9% |
| Best Week | 8.62% | 12.13% |
| Worst Week | -9.02% | -12.33% |
| Best Month | 13.07% | 14.11% |
| Worst Month | -14.37% | -17.69% |
| Best Year | 20.08% | 11.18% |
| Worst Year | 20.08% | 11.18% |
| Avg. Up Day | 2.69% | 1.16% |
| Avg. Down Day | -0.97% | -0.44% |
| Avg. Up Week | 4.52% | 4.69% |
| Avg. Down Week | -4.83% | -5.9% |
| Avg. Up Month | 7.87% | 8.51% |
| Avg. Down Month | -14.37% | -17.69% |
| Win Days % | 30.93% | 50.45% |
| Win Month % | 83.33% | 66.67% |
| Win Week % | 58.33% | 62.5% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |