| Metric | btcusd_div_0.25_tpm:0.012__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 13.47% | 11.82% |
| Max Drawdown | -10.48% | -30.93% |
| Sharpe | 0.29 | 0.15 |
| Sortino | 0.36 | 0.21 |
| Payoff Ratio | 68.2 | 2.65 |
| Profit Factor | 1.4 | 1.02 |
| Common Sense Ratio | 0.0 | 1.01 |
| CPC Index | 3.29 | 1.37 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 43.7 | 2.22 |
| Outlier Loss Ratio | 30.97 | 2.38 |
| Volatility (ann.) | 4.45% | 10.42% |
| R^2 | 0.01 | 0.01 |
| Calmar | 3.1 | 0.91 |
| Skew | -11.97 | -0.1 |
| Kurtosis | 371.98 | 12.41 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 2.13% | 1.88% |
| Expected Yearly % | 13.47% | 11.82% |
| Kelly Criterion | 2.02% | 31.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.38% | -0.89% |
| Expected Shortfall (cVaR) | -0.38% | -0.89% |
| Year | BTCUSD | btcusd_div_0.25_tpm:0.012__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 11.82 | 13.47 | 1.14 | + |
| Metric | btcusd_div_0.25_tpm:0.012__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | -3.13% | 0.67% |
| 3M | 7.2% | 29.93% |
| 6M | 13.47% | 11.82% |
| YTD | 13.47% | 11.82% |
| 1Y | 13.47% | 11.82% |
| 3Y (ann.) | 32.48% | 28.22% |
| 5Y (ann.) | 32.48% | 28.22% |
| Metric | btcusd_div_0.25_tpm:0.012__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -10.48% | -30.93% |
| Longest DD Days | 82.0 | 121.0 |
| Avg. Drawdown | -1.37% | -2.75% |
| Avg. Drawdown Days | 10.0 | 6.0 |
| Recovery Factor | 1.28 | 0.38 |
| Ulcer Index | 1.0 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-20 | 2025-05-13 | -10.48 | 82 |
| 2025-01-21 | 2025-02-06 | -3.51 | 15 |
| 2025-06-06 | 2025-06-14 | -3.22 | 7 |
| 2025-05-26 | 2025-06-06 | -2.55 | 11 |
| 2025-01-09 | 2025-01-14 | -1.47 | 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 | -0.08 | 4 |
| 2025-02-06 | 2025-02-10 | -0.07 | 4 |
| 2025-02-11 | 2025-02-14 | -0.07 | 3 |
| Metric | btcusd_div_0.25_tpm:0.012__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 2.62% | 5.11% |
| Worst Day | -6.91% | -4.9% |
| Best Week | 3.1% | 12.13% |
| Worst Week | -7.05% | -12.33% |
| Best Month | 10.8% | 14.11% |
| Worst Month | -3.13% | -17.69% |
| Best Year | 13.47% | 11.82% |
| Worst Year | 13.47% | 11.82% |
| Avg. Up Day | 1.26% | 0.84% |
| Avg. Down Day | -0.02% | -0.32% |
| Avg. Up Week | 1.87% | 3.46% |
| Avg. Down Week | -3.74% | -3.31% |
| Avg. Up Month | 5.31% | 11.31% |
| Avg. Down Month | -0.52% | -17.69% |
| Win Days % | 3.43% | 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% |