| Metric | btcusd_div_0.25_tpm:0.015__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 19.6% | 11.82% |
| Max Drawdown | -10.02% | -30.93% |
| Sharpe | 0.35 | 0.15 |
| Sortino | 0.48 | 0.21 |
| Payoff Ratio | 54.49 | 2.74 |
| Profit Factor | 1.51 | 1.02 |
| Common Sense Ratio | 0.0 | 1.01 |
| CPC Index | 3.04 | 1.41 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 38.67 | 2.22 |
| Outlier Loss Ratio | 24.87 | 2.37 |
| Volatility (ann.) | 5.08% | 10.42% |
| R^2 | 0.02 | 0.02 |
| Calmar | 4.88 | 0.91 |
| Skew | -5.45 | -0.1 |
| Kurtosis | 302.62 | 12.41 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 3.03% | 1.88% |
| Expected Yearly % | 19.6% | 11.82% |
| Kelly Criterion | 1.92% | 32.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.43% | -0.89% |
| Expected Shortfall (cVaR) | -0.43% | -0.89% |
| Year | BTCUSD | btcusd_div_0.25_tpm:0.015__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 11.82 | 19.60 | 1.66 | + |
| Metric | btcusd_div_0.25_tpm:0.015__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | -2.85% | 0.67% |
| 3M | 11.34% | 29.93% |
| 6M | 19.6% | 11.82% |
| YTD | 19.6% | 11.82% |
| 1Y | 19.6% | 11.82% |
| 3Y (ann.) | 48.94% | 28.22% |
| 5Y (ann.) | 48.94% | 28.22% |
| Metric | btcusd_div_0.25_tpm:0.015__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -10.02% | -30.93% |
| Longest DD Days | 38.0 | 121.0 |
| Avg. Drawdown | -1.83% | -2.75% |
| Avg. Drawdown Days | 9.0 | 6.0 |
| Recovery Factor | 1.96 | 0.38 |
| Ulcer Index | 1.0 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-20 | 2025-03-19 | -10.02 | 27 |
| 2025-03-24 | 2025-05-01 | -7.85 | 38 |
| 2025-01-21 | 2025-02-20 | -5.59 | 30 |
| 2025-06-06 | 2025-06-14 | -3.06 | 7 |
| 2025-05-26 | 2025-06-06 | -2.43 | 10 |
| 2025-01-09 | 2025-01-14 | -1.46 | 5 |
| 2025-01-02 | 2025-01-06 | -0.08 | 4 |
| 2025-01-14 | 2025-01-17 | -0.08 | 2 |
| 2025-01-17 | 2025-01-21 | -0.07 | 4 |
| 2025-03-19 | 2025-03-23 | -0.07 | 4 |
| Metric | btcusd_div_0.25_tpm:0.015__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 5.96% | 5.11% |
| Worst Day | -7.09% | -4.9% |
| Best Week | 4.34% | 12.13% |
| Worst Week | -7.23% | -12.33% |
| Best Month | 11.41% | 14.11% |
| Worst Month | -5.33% | -17.69% |
| Best Year | 19.6% | 11.82% |
| Worst Year | 19.6% | 11.82% |
| Avg. Up Day | 1.54% | 0.88% |
| Avg. Down Day | -0.03% | -0.32% |
| Avg. Up Week | 2.32% | 3.42% |
| Avg. Down Week | -3.18% | -3.72% |
| Avg. Up Month | 7.0% | 11.31% |
| Avg. Down Month | -5.33% | -17.69% |
| Win Days % | 3.69% | 50.44% |
| Win Month % | 66.67% | 66.67% |
| Win Week % | 68.0% | 60.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |