| Metric | btcusd_div_0.25_tpm:0.025__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -0.58% | 12.97% |
| Max Drawdown | -18.52% | -31.4% |
| Sharpe | 0.01 | 0.08 |
| Sortino | 0.02 | 0.11 |
| Payoff Ratio | 163.18 | 2.71 |
| Profit Factor | 1.03 | 1.01 |
| Common Sense Ratio | 0.0 | 1.03 |
| CPC Index | 1.55 | 1.38 |
| Tail Ratio | 0.0 | 1.01 |
| Outlier Win Ratio | 81.34 | 2.14 |
| Outlier Loss Ratio | 20.29 | 2.21 |
| Volatility (ann.) | 3.24% | 5.14% |
| R^2 | 0.0 | 0.0 |
| Calmar | -0.07 | 0.99 |
| Skew | -22.99 | -0.06 |
| Kurtosis | 1556.46 | 15.66 |
| Expected Daily % | -0.0% | 0.0% |
| Expected Monthly % | -0.1% | 2.05% |
| Expected Yearly % | -0.58% | 12.97% |
| Kelly Criterion | 0.31% | 31.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.28% | -0.44% |
| Expected Shortfall (cVaR) | -0.28% | -0.44% |
| Year | BTCUSD | btcusd_div_0.25_tpm:0.025__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 12.97 | -0.58 | -0.04 | - |
| Metric | btcusd_div_0.25_tpm:0.025__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | -2.89% | 0.89% |
| 3M | 2.53% | 25.74% |
| 6M | -0.58% | 12.97% |
| YTD | -0.58% | 12.97% |
| 1Y | -0.58% | 12.97% |
| 3Y (ann.) | -1.29% | 30.96% |
| 5Y (ann.) | -1.29% | 30.96% |
| Metric | btcusd_div_0.25_tpm:0.025__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -18.52% | -31.4% |
| Longest DD Days | 144.0 | 121.0 |
| Avg. Drawdown | -3.28% | -1.77% |
| Avg. Drawdown Days | 27.0 | 3.0 |
| Recovery Factor | -0.03 | 0.41 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-21 | 2025-06-15 | -18.52 | 144 |
| 2025-01-09 | 2025-01-14 | -0.95 | 5 |
| 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 |
| 2025-01-06 | 2025-01-08 | -0.00 | 2 |
| Metric | btcusd_div_0.25_tpm:0.025__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 3.23% | 3.05% |
| Worst Day | -10.87% | -3.57% |
| Best Week | 4.03% | 12.13% |
| Worst Week | -7.24% | -12.33% |
| Best Month | 11.21% | 14.11% |
| Worst Month | -7.41% | -17.69% |
| Best Year | -0.58% | 12.97% |
| Worst Year | -0.58% | 12.97% |
| Avg. Up Day | 2.17% | 0.46% |
| Avg. Down Day | -0.01% | -0.17% |
| Avg. Up Week | 2.47% | 3.43% |
| Avg. Down Week | -3.59% | -3.55% |
| Avg. Up Month | 9.95% | 11.85% |
| Avg. Down Month | -7.34% | -9.89% |
| Win Days % | 0.92% | 50.11% |
| Win Month % | 33.33% | 66.67% |
| Win Week % | 52.0% | 60.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 0.0% | 100.0% |