| Metric | d_btcusd_div_0.5_tpm:0.025__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Time in Market | 65.0% | 100.0% |
| Cumulative Return | 39.84% | 285.89% |
| Max Drawdown | -34.96% | -27.95% |
| Sharpe | 0.84 | 1.84 |
| Sortino | 1.11 | 2.93 |
| Payoff Ratio | 0.94 | 1.33 |
| Profit Factor | 1.17 | 1.31 |
| Common Sense Ratio | 0.96 | 1.54 |
| CPC Index | 0.67 | 0.93 |
| Tail Ratio | 0.82 | 1.18 |
| Outlier Win Ratio | 9.16 | 2.73 |
| Outlier Loss Ratio | 3.62 | 3.23 |
| Volatility (ann.) | 28.07% | 49.78% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.62 | 4.34 |
| Skew | -1.07 | 0.36 |
| Kurtosis | 4.02 | 1.7 |
| Expected Daily % | 0.05% | 0.22% |
| Expected Monthly % | 1.61% | 6.64% |
| Expected Yearly % | 11.83% | 56.85% |
| Kelly Criterion | 19.97% | 17.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.35% | -4.03% |
| Expected Shortfall (cVaR) | -2.35% | -4.03% |
| Year | BTCUSD | d_btcusd_div_0.5_tpm:0.025__tp__tep:0.75_ | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 54.37 | 15.83 | 0.29 | - |
| 2024 | 117.93 | 18.21 | 0.15 | - |
| 2025 | 14.70 | 2.13 | 0.14 | - |
| Metric | d_btcusd_div_0.5_tpm:0.025__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| MTD | -2.28% | 1.79% |
| 3M | 11.25% | 26.91% |
| 6M | -1.87% | 4.96% |
| YTD | 2.13% | 14.7% |
| 1Y | -5.91% | 54.99% |
| 3Y (ann.) | 21.83% | 121.44% |
| 5Y (ann.) | 21.83% | 121.44% |
| Metric | d_btcusd_div_0.5_tpm:0.025__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Max Drawdown | -34.96% | -27.95% |
| Longest DD Days | 425.0 | 237.0 |
| Avg. Drawdown | -5.33% | -5.2% |
| Avg. Drawdown Days | 37.0 | 20.0 |
| Recovery Factor | 1.14 | 10.23 |
| Ulcer Index | 1.09 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-15 | 2025-06-14 | -34.96 | 425 |
| 2024-01-13 | 2024-02-10 | -7.00 | 28 |
| 2023-11-18 | 2023-12-02 | -5.12 | 14 |
| 2023-10-09 | 2023-10-21 | -4.84 | 12 |
| 2023-12-24 | 2024-01-12 | -4.80 | 19 |
| 2023-12-12 | 2023-12-21 | -4.74 | 9 |
| 2024-03-30 | 2024-04-13 | -3.86 | 14 |
| 2024-03-22 | 2024-03-26 | -3.06 | 4 |
| 2024-02-18 | 2024-02-27 | -2.61 | 9 |
| 2024-03-07 | 2024-03-12 | -2.52 | 5 |
| Metric | d_btcusd_div_0.5_tpm:0.025__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Best Day | 4.15% | 11.25% |
| Worst Day | -7.08% | -7.85% |
| Best Week | 11.1% | 19.61% |
| Worst Week | -9.97% | -14.34% |
| Best Month | 16.62% | 43.01% |
| Worst Month | -16.94% | -19.77% |
| Best Year | 18.21% | 117.93% |
| Worst Year | 2.13% | 14.7% |
| Avg. Up Day | 1.44% | 2.73% |
| Avg. Down Day | -1.54% | -2.05% |
| Avg. Up Week | 3.37% | 6.37% |
| Avg. Down Week | -3.6% | -4.8% |
| Avg. Up Month | 7.94% | 16.69% |
| Avg. Down Month | -9.89% | -10.43% |
| Win Days % | 61.31% | 53.06% |
| Win Month % | 61.9% | 71.43% |
| Win Week % | 54.95% | 60.87% |
| Win Quarter % | 57.14% | 71.43% |
| Win Year % | 100.0% | 100.0% |