| Metric | d_btcusd_div_0.25_tpm:0.0205__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 89.0% | 100.0% |
| Cumulative Return | 51.88% | 25.91% |
| Max Drawdown | -10.98% | -28.06% |
| Sharpe | 3.25 | 1.17 |
| Sortino | 5.01 | 1.79 |
| Payoff Ratio | 0.92 | 1.26 |
| Profit Factor | 2.16 | 1.19 |
| Common Sense Ratio | 13.72 | 1.42 |
| CPC Index | 1.51 | 0.8 |
| Tail Ratio | 6.34 | 1.19 |
| Outlier Win Ratio | 10.08 | 3.12 |
| Outlier Loss Ratio | 6.06 | 3.27 |
| Volatility (ann.) | 25.34% | 46.64% |
| R^2 | 0.14 | 0.14 |
| Calmar | 11.05 | 1.96 |
| Skew | -0.69 | 0.28 |
| Kurtosis | 6.46 | 2.33 |
| Expected Daily % | 0.22% | 0.12% |
| Expected Monthly % | 6.15% | 3.35% |
| Expected Yearly % | 51.88% | 25.91% |
| Kelly Criterion | 49.9% | 16.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.96% | -3.87% |
| Expected Shortfall (cVaR) | -1.96% | -3.87% |
| Year | BTCUSD | d_btcusd_div_0.25_tpm:0.0205__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 25.91 | 51.88 | 2.00 | + |
| Metric | d_btcusd_div_0.25_tpm:0.0205__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | -0.18% | 8.54% |
| 3M | 18.85% | 42.31% |
| 6M | 43.58% | 23.8% |
| YTD | 51.88% | 25.91% |
| 1Y | 51.88% | 25.91% |
| 3Y (ann.) | 121.32% | 54.97% |
| 5Y (ann.) | 121.32% | 54.97% |
| Metric | d_btcusd_div_0.25_tpm:0.0205__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -10.98% | -28.06% |
| Longest DD Days | 43.0 | 116.0 |
| Avg. Drawdown | -1.31% | -10.3% |
| Avg. Drawdown Days | 5.0 | 35.0 |
| Recovery Factor | 4.72 | 0.92 |
| Ulcer Index | 1.0 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-26 | 2025-03-20 | -10.98 | 22 |
| 2025-03-30 | 2025-04-08 | -4.91 | 9 |
| 2025-05-30 | 2025-07-12 | -4.65 | 43 |
| 2025-02-06 | 2025-02-11 | -3.47 | 5 |
| 2025-01-25 | 2025-01-30 | -3.42 | 5 |
| 2025-01-13 | 2025-01-15 | -0.93 | 2 |
| 2025-01-05 | 2025-01-07 | -0.15 | 2 |
| 2025-01-09 | 2025-01-11 | -0.15 | 2 |
| 2025-01-17 | 2025-01-18 | -0.15 | 1 |
| 2025-01-21 | 2025-01-22 | -0.14 | 1 |
| Metric | d_btcusd_div_0.25_tpm:0.0205__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 3.7% | 9.73% |
| Worst Day | -6.5% | -8.76% |
| Best Week | 7.23% | 10.56% |
| Worst Week | -6.4% | -13.98% |
| Best Month | 15.7% | 14.33% |
| Worst Month | -2.55% | -19.19% |
| Best Year | 51.88% | 25.91% |
| Worst Year | 51.88% | 25.91% |
| Avg. Up Day | 0.89% | 2.03% |
| Avg. Down Day | -0.97% | -1.61% |
| Avg. Up Week | 2.54% | 4.06% |
| Avg. Down Week | -3.66% | -5.83% |
| Avg. Up Month | 14.83% | 12.33% |
| Avg. Down Month | -1.28% | -19.19% |
| Win Days % | 76.02% | 53.65% |
| Win Month % | 57.14% | 71.43% |
| Win Week % | 82.76% | 68.97% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |