| Metric | btcusd_div_0.25_tpm:0.0205__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 52.0% | 100.0% |
| Cumulative Return | 51.88% | 26.01% |
| Max Drawdown | -10.98% | -31.58% |
| Sharpe | 0.09 | 0.03 |
| Sortino | 0.14 | 0.04 |
| Payoff Ratio | 0.0 | 1.1 |
| Profit Factor | 2.09 | 1.0 |
| Common Sense Ratio | inf | 1.01 |
| CPC Index | 0.0 | 0.55 |
| Tail Ratio | inf | 1.01 |
| Outlier Win Ratio | 323.52 | 2.28 |
| Outlier Loss Ratio | 0.17 | 2.21 |
| Volatility (ann.) | 0.65% | 1.31% |
| R^2 | 0.0 | 0.0 |
| Calmar | 11.05 | 1.75 |
| Skew | -8.55 | 0.03 |
| Kurtosis | 12409.44 | 31.49 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 6.15% | 3.36% |
| Expected Yearly % | 51.88% | 26.01% |
| Kelly Criterion | 69.0% | 4.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.06% | -0.11% |
| Expected Shortfall (cVaR) | -0.06% | -0.11% |
| Year | BTCUSD | btcusd_div_0.25_tpm:0.0205__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 26.01 | 51.88 | 1.99 | + |
| Metric | btcusd_div_0.25_tpm:0.0205__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | -0.1% | 9.83% |
| 3M | 18.85% | 47.96% |
| 6M | 43.58% | 27.18% |
| YTD | 51.88% | 26.01% |
| 1Y | 51.88% | 26.01% |
| 3Y (ann.) | 121.32% | 55.2% |
| 5Y (ann.) | 121.32% | 55.2% |
| Metric | btcusd_div_0.25_tpm:0.0205__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -10.98% | -31.58% |
| Longest DD Days | 44.0 | 121.0 |
| Avg. Drawdown | -1.13% | -0.65% |
| Avg. Drawdown Days | 3.0 | 1.0 |
| Recovery Factor | 4.72 | 0.82 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-25 | 2025-03-19 | -10.98 | 21 |
| 2025-03-29 | 2025-04-07 | -4.91 | 8 |
| 2025-05-29 | 2025-07-12 | -4.84 | 44 |
| 2025-02-05 | 2025-02-10 | -3.47 | 4 |
| 2025-01-25 | 2025-01-29 | -3.42 | 4 |
| 2025-01-12 | 2025-01-14 | -0.93 | 1 |
| 2025-04-19 | 2025-04-20 | -0.26 | 1 |
| 2025-05-01 | 2025-05-01 | -0.24 | 0 |
| 2025-01-05 | 2025-01-06 | -0.15 | 1 |
| 2025-01-08 | 2025-01-10 | -0.15 | 1 |
| Metric | btcusd_div_0.25_tpm:0.0205__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 3.49% | 1.97% |
| Worst Day | -6.37% | -1.58% |
| Best Week | 5.92% | 12.13% |
| Worst Week | -6.4% | -12.33% |
| Best Month | 15.7% | 14.11% |
| Worst Month | -2.63% | -17.69% |
| Best Year | 51.88% | 26.01% |
| Worst Year | 51.88% | 26.01% |
| Avg. Up Day | 0.0% | 0.04% |
| Avg. Down Day | -0.61% | -0.04% |
| Avg. Up Week | 2.35% | 3.19% |
| Avg. Down Week | -3.06% | -5.2% |
| Avg. Up Month | 14.77% | 11.62% |
| Avg. Down Month | -1.28% | -17.69% |
| Win Days % | 99.95% | 50.12% |
| Win Month % | 57.14% | 71.43% |
| Win Week % | 79.31% | 65.52% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |