| Metric | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 58.0% | 100.0% |
| Cumulative Return | 179.34% | 302.73% |
| Max Drawdown | -16.64% | -27.95% |
| Sharpe | 2.07 | 1.89 |
| Sortino | 3.06 | 3.03 |
| Payoff Ratio | 1.11 | 1.29 |
| Profit Factor | 1.69 | 1.32 |
| Common Sense Ratio | 2.6 | 1.56 |
| CPC Index | 1.22 | 0.91 |
| Tail Ratio | 1.53 | 1.19 |
| Outlier Win Ratio | 11.12 | 3.02 |
| Outlier Loss Ratio | 4.66 | 3.48 |
| Volatility (ann.) | 31.69% | 49.72% |
| R^2 | 0.09 | 0.09 |
| Calmar | 4.99 | 4.55 |
| Skew | -0.66 | 0.36 |
| Kurtosis | 11.09 | 1.71 |
| Expected Daily % | 0.17% | 0.22% |
| Expected Monthly % | 5.01% | 6.86% |
| Expected Yearly % | 40.83% | 59.1% |
| Kelly Criterion | 33.5% | 16.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.55% | -4.02% |
| Expected Shortfall (cVaR) | -2.55% | -4.02% |
| Year | BTCUSD | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 56.86 | 84.29 | 1.48 | + |
| 2024 | 117.93 | 46.32 | 0.39 | - |
| 2025 | 17.81 | 3.59 | 0.20 | - |
| Metric | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | -1.18% | 4.55% |
| 3M | 6.94% | 40.08% |
| 6M | -1.48% | 11.09% |
| YTD | 3.59% | 17.81% |
| 1Y | 6.69% | 56.72% |
| 3Y (ann.) | 83.08% | 127.08% |
| 5Y (ann.) | 83.08% | 127.08% |
| Metric | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -16.64% | -27.95% |
| Longest DD Days | 175.0 | 237.0 |
| Avg. Drawdown | -2.44% | -5.42% |
| Avg. Drawdown Days | 16.0 | 21.0 |
| Recovery Factor | 10.77 | 10.83 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-11-21 | -16.64 | 168 |
| 2024-12-19 | 2025-06-12 | -13.97 | 175 |
| 2023-10-13 | 2023-10-21 | -9.57 | 8 |
| 2024-01-21 | 2024-02-12 | -9.54 | 22 |
| 2024-04-23 | 2024-05-21 | -6.03 | 28 |
| 2023-12-24 | 2024-01-09 | -5.40 | 16 |
| 2024-03-30 | 2024-04-08 | -5.22 | 9 |
| 2023-11-06 | 2023-11-09 | -2.57 | 3 |
| 2024-11-25 | 2024-12-05 | -2.46 | 10 |
| 2023-11-10 | 2023-11-16 | -1.62 | 6 |
| Metric | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 9.42% | 11.25% |
| Worst Day | -11.04% | -7.85% |
| Best Week | 14.48% | 19.61% |
| Worst Week | -11.06% | -14.34% |
| Best Month | 26.55% | 43.01% |
| Worst Month | -12.76% | -19.77% |
| Best Year | 84.29% | 117.93% |
| Worst Year | 3.59% | 17.81% |
| Avg. Up Day | 1.47% | 2.66% |
| Avg. Down Day | -1.33% | -2.05% |
| Avg. Up Week | 4.21% | 6.47% |
| Avg. Down Week | -4.13% | -3.99% |
| Avg. Up Month | 11.33% | 15.93% |
| Avg. Down Month | -6.53% | -9.87% |
| Win Days % | 65.07% | 53.06% |
| Win Month % | 66.67% | 71.43% |
| Win Week % | 63.33% | 60.44% |
| Win Quarter % | 71.43% | 71.43% |
| Win Year % | 100.0% | 100.0% |