| Metric | btcusd_div_0.5_tpm:0.025__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 37.95% | 283.23% |
| Max Drawdown | -34.99% | -32.34% |
| Sharpe | 0.16 | 0.37 |
| Sortino | 0.21 | 0.53 |
| Payoff Ratio | 0.38 | 1.7 |
| Profit Factor | 1.14 | 1.06 |
| Common Sense Ratio | inf | 1.09 |
| CPC Index | 0.35 | 0.92 |
| Tail Ratio | inf | 1.03 |
| Outlier Win Ratio | 49.78 | 3.05 |
| Outlier Loss Ratio | 1.41 | 2.43 |
| Volatility (ann.) | 5.94% | 10.38% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.6 | 3.73 |
| Skew | -6.45 | -0.02 |
| Kurtosis | 187.04 | 9.25 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 1.54% | 6.61% |
| Expected Yearly % | 11.32% | 56.49% |
| Kelly Criterion | 31.46% | 22.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -0.88% |
| Expected Shortfall (cVaR) | -0.51% | -0.88% |
| Year | BTCUSD | btcusd_div_0.5_tpm:0.025__tp__tep:0.75_ | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 53.98 | 16.01 | 0.30 | - |
| 2024 | 121.00 | 18.03 | 0.15 | - |
| 2025 | 12.61 | 0.75 | 0.06 | - |
| Metric | btcusd_div_0.5_tpm:0.025__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| MTD | -0.06% | 0.46% |
| 3M | 7.89% | 25.2% |
| 6M | -3.2% | 5.1% |
| YTD | 0.75% | 12.61% |
| 1Y | -7.1% | 57.48% |
| 3Y (ann.) | 20.85% | 120.54% |
| 5Y (ann.) | 20.85% | 120.54% |
| Metric | btcusd_div_0.5_tpm:0.025__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Max Drawdown | -34.99% | -32.34% |
| Longest DD Days | 428.0 | 236.0 |
| Avg. Drawdown | -2.62% | -2.3% |
| Avg. Drawdown Days | 18.0 | 5.0 |
| Recovery Factor | 1.08 | 8.76 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-12 | 2025-06-14 | -34.99 | 428 |
| 2024-01-12 | 2024-02-09 | -7.00 | 27 |
| 2024-03-27 | 2024-04-12 | -5.28 | 15 |
| 2023-11-16 | 2023-12-01 | -5.19 | 15 |
| 2023-10-07 | 2023-10-20 | -4.92 | 13 |
| 2023-12-22 | 2024-01-11 | -4.86 | 20 |
| 2023-12-10 | 2023-12-20 | -4.80 | 10 |
| 2024-03-21 | 2024-03-25 | -3.10 | 4 |
| 2024-02-16 | 2024-02-26 | -2.67 | 10 |
| 2024-03-05 | 2024-03-11 | -2.57 | 6 |
| Metric | btcusd_div_0.5_tpm:0.025__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Best Day | 3.94% | 5.23% |
| Worst Day | -8.48% | -4.9% |
| Best Week | 7.56% | 23.06% |
| Worst Week | -11.46% | -12.33% |
| Best Month | 17.45% | 43.77% |
| Worst Month | -16.52% | -17.69% |
| Best Year | 18.03% | 121.0% |
| Worst Year | 0.75% | 12.61% |
| Avg. Up Day | 0.24% | 0.53% |
| Avg. Down Day | -0.64% | -0.31% |
| Avg. Up Week | 3.45% | 6.39% |
| Avg. Down Week | -3.46% | -3.76% |
| Avg. Up Month | 7.6% | 16.57% |
| Avg. Down Month | -8.74% | -10.12% |
| Win Days % | 81.05% | 51.09% |
| Win Month % | 61.9% | 71.43% |
| Win Week % | 55.43% | 56.52% |
| Win Quarter % | 57.14% | 71.43% |
| Win Year % | 100.0% | 100.0% |