| Metric | d_btcusd_div_0.25_tpm:0.015__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 65.0% | 100.0% |
| Cumulative Return | 23.3% | 12.37% |
| Max Drawdown | -10.02% | -27.83% |
| Sharpe | 2.07 | 0.77 |
| Sortino | 2.88 | 1.14 |
| Payoff Ratio | 3.65 | 1.44 |
| Profit Factor | 1.68 | 1.12 |
| Common Sense Ratio | 4.44 | 1.13 |
| CPC Index | 1.68 | 0.84 |
| Tail Ratio | 2.64 | 1.01 |
| Outlier Win Ratio | 7.57 | 2.63 |
| Outlier Loss Ratio | 12.08 | 2.86 |
| Volatility (ann.) | 23.73% | 48.13% |
| R^2 | 0.11 | 0.11 |
| Calmar | 5.92 | 1.06 |
| Skew | -1.26 | 0.1 |
| Kurtosis | 11.7 | 1.39 |
| Expected Daily % | 0.13% | 0.07% |
| Expected Monthly % | 3.55% | 1.96% |
| Expected Yearly % | 23.3% | 12.37% |
| Kelly Criterion | 7.46% | 19.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.91% | -4.04% |
| Expected Shortfall (cVaR) | -1.91% | -4.04% |
| Year | BTCUSD | d_btcusd_div_0.25_tpm:0.015__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 12.37 | 23.30 | 1.88 | + |
| Metric | d_btcusd_div_0.25_tpm:0.015__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | 0.16% | 1.79% |
| 3M | 14.78% | 26.91% |
| 6M | 23.3% | 12.37% |
| YTD | 23.3% | 12.37% |
| 1Y | 23.3% | 12.37% |
| 3Y (ann.) | 59.38% | 29.63% |
| 5Y (ann.) | 59.38% | 29.63% |
| Metric | d_btcusd_div_0.25_tpm:0.015__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -10.02% | -27.83% |
| Longest DD Days | 38.0 | 118.0 |
| Avg. Drawdown | -1.76% | -10.09% |
| Avg. Drawdown Days | 9.0 | 31.0 |
| Recovery Factor | 2.32 | 0.44 |
| Ulcer Index | 1.04 | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-22 | 2025-03-20 | -10.02 | 26 |
| 2025-03-25 | 2025-05-02 | -6.26 | 38 |
| 2025-01-23 | 2025-02-21 | -5.59 | 29 |
| 2025-05-28 | 2025-06-07 | -2.43 | 10 |
| 2025-01-08 | 2025-01-15 | -1.46 | 7 |
| 2025-01-04 | 2025-01-07 | -0.08 | 3 |
| 2025-01-16 | 2025-01-18 | -0.08 | 2 |
| 2025-01-19 | 2025-01-22 | -0.07 | 3 |
| 2025-03-21 | 2025-03-24 | -0.07 | 3 |
| 2025-05-03 | 2025-05-07 | -0.07 | 4 |
| Metric | d_btcusd_div_0.25_tpm:0.015__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 5.96% | 8.51% |
| Worst Day | -7.17% | -7.85% |
| Best Week | 4.49% | 10.83% |
| Worst Week | -7.23% | -14.34% |
| Best Month | 11.41% | 15.86% |
| Worst Month | -5.33% | -19.77% |
| Best Year | 23.3% | 12.37% |
| Worst Year | 23.3% | 12.37% |
| Avg. Up Day | 1.97% | 2.87% |
| Avg. Down Day | -0.54% | -2.0% |
| Avg. Up Week | 2.39% | 4.15% |
| Avg. Down Week | -3.42% | -6.99% |
| Avg. Up Month | 5.29% | 9.74% |
| Avg. Down Month | -5.33% | -19.77% |
| Win Days % | 27.36% | 52.44% |
| Win Month % | 83.33% | 66.67% |
| Win Week % | 75.0% | 68.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |