| Metric | btcusd_div_0.5_tpm:0.025__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 41.46% | 289.4% |
| Max Drawdown | -34.24% | -32.34% |
| Sharpe | 0.18 | 0.37 |
| Sortino | 0.23 | 0.53 |
| Payoff Ratio | 0.38 | 1.71 |
| Profit Factor | 1.15 | 1.06 |
| Common Sense Ratio | inf | 1.09 |
| CPC Index | 0.36 | 0.93 |
| Tail Ratio | inf | 1.02 |
| Outlier Win Ratio | 50.46 | 3.03 |
| Outlier Loss Ratio | 1.44 | 2.43 |
| Volatility (ann.) | 5.79% | 10.38% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.66 | 3.77 |
| Skew | -6.35 | -0.01 |
| Kurtosis | 186.13 | 9.26 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 1.67% | 6.69% |
| Expected Yearly % | 12.26% | 57.33% |
| Kelly Criterion | 32.19% | 22.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -0.88% |
| Expected Shortfall (cVaR) | -0.5% | -0.88% |
| Year | BTCUSD | btcusd_div_0.5_tpm:0.025__tp__tep:0.75_ | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 56.46 | 19.52 | 0.35 | - |
| 2024 | 121.00 | 17.50 | 0.14 | - |
| 2025 | 12.61 | 0.73 | 0.06 | - |
| Metric | btcusd_div_0.5_tpm:0.025__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| MTD | -0.06% | 0.46% |
| 3M | 7.68% | 25.2% |
| 6M | -3.12% | 5.1% |
| YTD | 0.73% | 12.61% |
| 1Y | -6.93% | 57.48% |
| 3Y (ann.) | 22.58% | 122.05% |
| 5Y (ann.) | 22.58% | 122.05% |
| Metric | btcusd_div_0.5_tpm:0.025__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Max Drawdown | -34.24% | -32.34% |
| Longest DD Days | 428.0 | 236.0 |
| Avg. Drawdown | -2.48% | -2.31% |
| Avg. Drawdown Days | 17.0 | 5.0 |
| Recovery Factor | 1.21 | 8.95 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-12 | 2025-06-14 | -34.24 | 428 |
| 2024-01-12 | 2024-02-09 | -6.81 | 27 |
| 2024-03-27 | 2024-04-12 | -5.17 | 15 |
| 2023-11-16 | 2023-12-01 | -5.03 | 15 |
| 2023-10-07 | 2023-10-20 | -4.75 | 13 |
| 2023-12-22 | 2024-01-11 | -4.72 | 20 |
| 2023-12-10 | 2023-12-20 | -4.67 | 10 |
| 2024-03-21 | 2024-03-25 | -3.03 | 4 |
| 2024-02-16 | 2024-02-26 | -2.60 | 10 |
| 2024-03-05 | 2024-03-11 | -2.51 | 6 |
| Metric | btcusd_div_0.5_tpm:0.025__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Best Day | 3.82% | 5.23% |
| Worst Day | -8.27% | -4.9% |
| Best Week | 7.36% | 23.06% |
| Worst Week | -11.18% | -12.33% |
| Best Month | 16.96% | 43.77% |
| Worst Month | -16.15% | -17.69% |
| Best Year | 19.52% | 121.0% |
| Worst Year | 0.73% | 12.61% |
| Avg. Up Day | 0.24% | 0.53% |
| Avg. Down Day | -0.62% | -0.31% |
| Avg. Up Week | 3.43% | 6.43% |
| Avg. Down Week | -3.37% | -3.76% |
| Avg. Up Month | 7.71% | 16.73% |
| Avg. Down Month | -8.53% | -10.12% |
| Win Days % | 81.21% | 51.11% |
| Win Month % | 61.9% | 71.43% |
| Win Week % | 55.43% | 56.52% |
| Win Quarter % | 57.14% | 71.43% |
| Win Year % | 100.0% | 100.0% |