| Metric | d_btcusd_div_0.25_tpm:0.012__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 69.0% | 100.0% |
| Cumulative Return | 17.17% | 12.37% |
| Max Drawdown | -9.77% | -27.83% |
| Sharpe | 1.81 | 0.77 |
| Sortino | 2.3 | 1.14 |
| Payoff Ratio | 3.87 | 1.52 |
| Profit Factor | 1.58 | 1.12 |
| Common Sense Ratio | 32.44 | 1.13 |
| CPC Index | 1.62 | 0.9 |
| Tail Ratio | 20.54 | 1.01 |
| Outlier Win Ratio | 8.14 | 2.54 |
| Outlier Loss Ratio | 15.0 | 2.94 |
| Volatility (ann.) | 20.52% | 48.13% |
| R^2 | 0.07 | 0.07 |
| Calmar | 4.33 | 1.06 |
| Skew | -2.67 | 0.1 |
| Kurtosis | 15.19 | 1.39 |
| Expected Daily % | 0.1% | 0.07% |
| Expected Monthly % | 2.68% | 1.96% |
| Expected Yearly % | 17.17% | 12.37% |
| Kelly Criterion | 7.59% | 21.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.67% | -4.04% |
| Expected Shortfall (cVaR) | -1.67% | -4.04% |
| Year | BTCUSD | d_btcusd_div_0.25_tpm:0.012__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 12.37 | 17.17 | 1.39 | + |
| Metric | d_btcusd_div_0.25_tpm:0.012__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | 0.02% | 1.79% |
| 3M | 10.69% | 26.91% |
| 6M | 17.17% | 12.37% |
| YTD | 17.17% | 12.37% |
| 1Y | 17.17% | 12.37% |
| 3Y (ann.) | 42.29% | 29.63% |
| 5Y (ann.) | 42.29% | 29.63% |
| Metric | d_btcusd_div_0.25_tpm:0.012__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -9.77% | -27.83% |
| Longest DD Days | 81.0 | 118.0 |
| Avg. Drawdown | -1.28% | -10.09% |
| Avg. Drawdown Days | 10.0 | 31.0 |
| Recovery Factor | 1.76 | 0.44 |
| Ulcer Index | 1.04 | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-22 | 2025-05-14 | -9.77 | 81 |
| 2025-01-23 | 2025-02-07 | -3.51 | 15 |
| 2025-05-28 | 2025-06-07 | -2.55 | 10 |
| 2025-01-08 | 2025-01-15 | -1.47 | 7 |
| 2025-01-03 | 2025-01-07 | -0.08 | 4 |
| 2025-01-16 | 2025-01-18 | -0.08 | 2 |
| 2025-01-19 | 2025-01-22 | -0.08 | 3 |
| 2025-02-08 | 2025-02-11 | -0.07 | 3 |
| 2025-02-12 | 2025-02-15 | -0.07 | 3 |
| 2025-02-18 | 2025-02-21 | -0.07 | 3 |
| Metric | d_btcusd_div_0.25_tpm:0.012__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 2.62% | 8.51% |
| Worst Day | -6.98% | -7.85% |
| Best Week | 3.16% | 10.83% |
| Worst Week | -7.05% | -14.34% |
| Best Month | 10.8% | 15.86% |
| Worst Month | -0.52% | -19.77% |
| Best Year | 17.17% | 12.37% |
| Worst Year | 17.17% | 12.37% |
| Avg. Up Day | 1.55% | 2.9% |
| Avg. Down Day | -0.4% | -1.91% |
| Avg. Up Week | 1.99% | 4.33% |
| Avg. Down Week | -4.0% | -6.74% |
| Avg. Up Month | 3.99% | 9.74% |
| Avg. Down Month | -0.52% | -19.77% |
| Win Days % | 26.55% | 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% |