| Metric | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 53.0% | 100.0% |
| Cumulative Return | 25.44% | 15.3% |
| Max Drawdown | -6.04% | -31.58% |
| Sharpe | 0.09 | 0.02 |
| Sortino | 0.14 | 0.03 |
| Payoff Ratio | 0.0 | 1.11 |
| Profit Factor | 2.11 | 1.0 |
| Common Sense Ratio | inf | 1.01 |
| CPC Index | 0.0 | 0.56 |
| Tail Ratio | inf | 1.0 |
| Outlier Win Ratio | 579.98 | 2.26 |
| Outlier Loss Ratio | 0.31 | 2.19 |
| Volatility (ann.) | 0.37% | 1.35% |
| R^2 | 0.0 | 0.0 |
| Calmar | 9.93 | 1.09 |
| Skew | -12.53 | 0.02 |
| Kurtosis | 11858.48 | 30.02 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 3.85% | 2.4% |
| Expected Yearly % | 25.44% | 15.3% |
| Kelly Criterion | 69.2% | 5.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.03% | -0.12% |
| Expected Shortfall (cVaR) | -0.03% | -0.12% |
| Year | BTCUSD | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 15.30 | 25.44 | 1.66 | + |
| Metric | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | -1.64% | 2.91% |
| 3M | 11.66% | 23.17% |
| 6M | 25.44% | 15.3% |
| YTD | 25.44% | 15.3% |
| 1Y | 25.44% | 15.3% |
| 3Y (ann.) | 60.01% | 34.34% |
| 5Y (ann.) | 60.01% | 34.34% |
| Metric | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -6.04% | -31.58% |
| Longest DD Days | 27.0 | 121.0 |
| Avg. Drawdown | -0.62% | -0.72% |
| Avg. Drawdown Days | 3.0 | 1.0 |
| Recovery Factor | 4.21 | 0.48 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-25 | 2025-03-19 | -6.04 | 21 |
| 2025-03-29 | 2025-04-07 | -2.74 | 8 |
| 2025-05-29 | 2025-06-26 | -2.70 | 27 |
| 2025-02-05 | 2025-02-10 | -1.86 | 4 |
| 2025-01-25 | 2025-01-29 | -1.83 | 4 |
| 2025-01-12 | 2025-01-14 | -0.48 | 1 |
| 2025-04-19 | 2025-04-20 | -0.15 | 1 |
| 2025-05-01 | 2025-05-01 | -0.14 | 0 |
| 2025-02-13 | 2025-02-14 | -0.08 | 0 |
| 2025-01-05 | 2025-01-06 | -0.08 | 1 |
| Metric | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 1.83% | 1.97% |
| Worst Day | -3.51% | -1.58% |
| Best Week | 3.2% | 12.13% |
| Worst Week | -3.52% | -12.33% |
| Best Month | 8.41% | 14.11% |
| Worst Month | -1.64% | -17.69% |
| Best Year | 25.44% | 15.3% |
| Worst Year | 25.44% | 15.3% |
| Avg. Up Day | 0.0% | 0.04% |
| Avg. Down Day | -0.35% | -0.04% |
| Avg. Up Week | 1.44% | 3.61% |
| Avg. Down Week | -1.74% | -5.2% |
| Avg. Up Month | 7.89% | 11.62% |
| Avg. Down Month | -0.73% | -17.69% |
| Win Days % | 99.95% | 50.11% |
| Win Month % | 66.67% | 66.67% |
| Win Week % | 80.77% | 61.54% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |