| Metric | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 179.34% | 296.07% |
| Max Drawdown | -18.5% | -32.34% |
| Sharpe | 0.4 | 0.38 |
| Sortino | 0.58 | 0.54 |
| Payoff Ratio | 0.13 | 1.29 |
| Profit Factor | 1.62 | 1.06 |
| Common Sense Ratio | inf | 1.09 |
| CPC Index | 0.2 | 0.7 |
| Tail Ratio | inf | 1.03 |
| Outlier Win Ratio | 40.39 | 2.27 |
| Outlier Loss Ratio | 1.03 | 2.42 |
| Volatility (ann.) | 6.94% | 10.38% |
| R^2 | 0.02 | 0.02 |
| Calmar | 4.49 | 3.86 |
| Skew | -2.97 | -0.01 |
| Kurtosis | 327.0 | 9.26 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 5.01% | 6.77% |
| Expected Yearly % | 40.83% | 58.22% |
| Kelly Criterion | 51.27% | 13.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -0.88% |
| Expected Shortfall (cVaR) | -0.59% | -0.88% |
| Year | BTCUSD | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 56.46 | 77.41 | 1.37 | + |
| 2024 | 121.00 | 54.83 | 0.45 | - |
| 2025 | 14.54 | 1.70 | 0.12 | - |
| Metric | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | 3.81% | 2.18% |
| 3M | 9.95% | 27.81% |
| 6M | -1.41% | 10.63% |
| YTD | 1.7% | 14.54% |
| 1Y | 6.69% | 58.85% |
| 3Y (ann.) | 83.08% | 124.86% |
| 5Y (ann.) | 83.08% | 124.86% |
| Metric | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -18.5% | -32.34% |
| Longest DD Days | 176.0 | 236.0 |
| Avg. Drawdown | -2.13% | -2.31% |
| Avg. Drawdown Days | 13.0 | 5.0 |
| Recovery Factor | 9.7 | 9.16 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-20 | -18.50 | 168 |
| 2024-12-18 | 2025-06-12 | -18.02 | 176 |
| 2023-10-09 | 2023-10-20 | -9.73 | 11 |
| 2024-01-17 | 2024-02-11 | -9.63 | 25 |
| 2024-04-22 | 2024-05-20 | -6.03 | 28 |
| 2023-12-24 | 2024-01-08 | -5.40 | 15 |
| 2024-03-29 | 2024-04-07 | -5.22 | 9 |
| 2023-11-02 | 2023-11-09 | -2.71 | 7 |
| 2024-11-24 | 2024-12-04 | -2.46 | 10 |
| 2023-11-10 | 2023-11-15 | -1.62 | 5 |
| Metric | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 9.61% | 5.23% |
| Worst Day | -13.08% | -4.9% |
| Best Week | 15.12% | 23.06% |
| Worst Week | -11.09% | -12.33% |
| Best Month | 22.92% | 43.77% |
| Worst Month | -12.02% | -17.69% |
| Best Year | 77.41% | 121.0% |
| Worst Year | 1.7% | 14.54% |
| Avg. Up Day | 0.14% | 0.44% |
| Avg. Down Day | -1.1% | -0.34% |
| Avg. Up Week | 4.33% | 6.47% |
| Avg. Down Week | -4.01% | -3.6% |
| Avg. Up Month | 10.13% | 14.75% |
| Avg. Down Month | -10.19% | -11.18% |
| Win Days % | 94.34% | 51.12% |
| Win Month % | 80.95% | 71.43% |
| Win Week % | 62.64% | 57.14% |
| Win Quarter % | 71.43% | 71.43% |
| Win Year % | 100.0% | 100.0% |