| Metric | d_btcusd_div_0.25_tpm:0.0175__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 61.0% | 100.0% |
| Cumulative Return | 55.38% | 12.37% |
| Max Drawdown | -20.44% | -27.83% |
| Sharpe | 2.21 | 0.77 |
| Sortino | 3.24 | 1.14 |
| Payoff Ratio | 0.98 | 1.5 |
| Profit Factor | 1.77 | 1.12 |
| Common Sense Ratio | 5.28 | 1.13 |
| CPC Index | 1.11 | 0.88 |
| Tail Ratio | 2.98 | 1.01 |
| Outlier Win Ratio | 7.0 | 3.46 |
| Outlier Loss Ratio | 4.03 | 4.05 |
| Volatility (ann.) | 49.77% | 48.13% |
| R^2 | 0.1 | 0.1 |
| Calmar | 8.15 | 1.06 |
| Skew | -0.68 | 0.1 |
| Kurtosis | 11.74 | 1.39 |
| Expected Daily % | 0.27% | 0.07% |
| Expected Monthly % | 7.62% | 1.96% |
| Expected Yearly % | 55.38% | 12.37% |
| Kelly Criterion | 27.36% | 20.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.98% | -4.04% |
| Expected Shortfall (cVaR) | -3.98% | -4.04% |
| Year | BTCUSD | d_btcusd_div_0.25_tpm:0.0175__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 12.37 | 55.38 | 4.48 | + |
| Metric | d_btcusd_div_0.25_tpm:0.0175__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | -4.56% | 1.79% |
| 3M | 26.31% | 26.91% |
| 6M | 55.38% | 12.37% |
| YTD | 55.38% | 12.37% |
| 1Y | 55.38% | 12.37% |
| 3Y (ann.) | 166.65% | 29.63% |
| 5Y (ann.) | 166.65% | 29.63% |
| Metric | d_btcusd_div_0.25_tpm:0.0175__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -20.44% | -27.83% |
| Longest DD Days | 37.0 | 118.0 |
| Avg. Drawdown | -3.69% | -10.09% |
| Avg. Drawdown Days | 9.0 | 31.0 |
| Recovery Factor | 2.71 | 0.44 |
| Ulcer Index | 1.03 | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-22 | 2025-03-15 | -20.44 | 21 |
| 2025-01-25 | 2025-02-21 | -11.66 | 27 |
| 2025-03-26 | 2025-05-02 | -10.37 | 37 |
| 2025-05-30 | 2025-06-14 | -4.67 | 15 |
| 2025-01-09 | 2025-01-15 | -3.22 | 6 |
| 2025-01-05 | 2025-01-07 | -0.18 | 2 |
| 2025-01-17 | 2025-01-18 | -0.17 | 1 |
| 2025-01-21 | 2025-01-22 | -0.16 | 1 |
| 2025-03-18 | 2025-03-20 | -0.15 | 2 |
| 2025-03-22 | 2025-03-24 | -0.14 | 2 |
| Metric | d_btcusd_div_0.25_tpm:0.0175__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 13.75% | 8.51% |
| Worst Day | -14.62% | -7.85% |
| Best Week | 10.71% | 10.83% |
| Worst Week | -14.75% | -14.34% |
| Best Month | 20.34% | 15.86% |
| Worst Month | -9.52% | -19.77% |
| Best Year | 55.38% | 12.37% |
| Worst Year | 55.38% | 12.37% |
| Avg. Up Day | 2.22% | 2.52% |
| Avg. Down Day | -2.26% | -1.68% |
| Avg. Up Week | 5.37% | 4.31% |
| Avg. Down Week | -6.87% | -6.99% |
| Avg. Up Month | 15.2% | 12.39% |
| Avg. Down Month | -9.52% | -19.77% |
| Win Days % | 64.0% | 52.44% |
| Win Month % | 66.67% | 66.67% |
| Win Week % | 70.83% | 68.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |