| Metric | d_btcusd_div_0.25_tpm:0.0205__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 86.0% | 100.0% |
| Cumulative Return | 29.73% | 22.27% |
| Max Drawdown | -6.04% | -28.06% |
| Sharpe | 3.11 | 0.94 |
| Sortino | 4.68 | 1.42 |
| Payoff Ratio | 0.97 | 1.38 |
| Profit Factor | 2.12 | 1.15 |
| Common Sense Ratio | 33.5 | 1.35 |
| CPC Index | 1.55 | 0.82 |
| Tail Ratio | 15.82 | 1.18 |
| Outlier Win Ratio | 15.84 | 2.64 |
| Outlier Loss Ratio | 8.71 | 2.75 |
| Volatility (ann.) | 13.4% | 43.85% |
| R^2 | 0.14 | 0.14 |
| Calmar | 8.38 | 1.33 |
| Skew | -0.87 | 0.3 |
| Kurtosis | 6.93 | 2.73 |
| Expected Daily % | 0.11% | 0.09% |
| Expected Monthly % | 3.31% | 2.54% |
| Expected Yearly % | 29.73% | 22.27% |
| Kelly Criterion | 50.1% | 16.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -3.66% |
| Expected Shortfall (cVaR) | -1.04% | -3.66% |
| Year | BTCUSD | d_btcusd_div_0.25_tpm:0.0205__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 22.27 | 29.73 | 1.33 | + |
| Metric | d_btcusd_div_0.25_tpm:0.0205__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | 0.6% | -3.08% |
| 3M | 3.97% | 8.16% |
| 6M | 17.97% | 19.2% |
| YTD | 29.73% | 22.27% |
| 1Y | 29.73% | 22.27% |
| 3Y (ann.) | 50.6% | 37.2% |
| 5Y (ann.) | 50.6% | 37.2% |
| Metric | d_btcusd_div_0.25_tpm:0.0205__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -6.04% | -28.06% |
| Longest DD Days | 49.0 | 116.0 |
| Avg. Drawdown | -0.72% | -7.6% |
| Avg. Drawdown Days | 5.0 | 23.0 |
| Recovery Factor | 4.92 | 0.79 |
| Ulcer Index | 1.01 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-26 | 2025-03-20 | -6.04 | 22 |
| 2025-05-30 | 2025-07-18 | -2.83 | 49 |
| 2025-03-30 | 2025-04-08 | -2.73 | 9 |
| 2025-07-29 | 2025-08-14 | -2.61 | 16 |
| 2025-02-06 | 2025-02-11 | -1.86 | 5 |
| 2025-01-25 | 2025-01-30 | -1.83 | 5 |
| 2025-01-13 | 2025-01-15 | -0.48 | 2 |
| 2025-01-05 | 2025-01-07 | -0.08 | 2 |
| 2025-01-09 | 2025-01-11 | -0.08 | 2 |
| 2025-01-17 | 2025-01-18 | -0.08 | 1 |
| Metric | d_btcusd_div_0.25_tpm:0.0205__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 1.92% | 9.73% |
| Worst Day | -3.57% | -8.76% |
| Best Week | 3.75% | 10.56% |
| Worst Week | -3.52% | -13.98% |
| Best Month | 8.46% | 14.33% |
| Worst Month | -1.55% | -19.19% |
| Best Year | 29.73% | 22.27% |
| Worst Year | 29.73% | 22.27% |
| Avg. Up Day | 0.48% | 1.92% |
| Avg. Down Day | -0.5% | -1.39% |
| Avg. Up Week | 1.56% | 3.97% |
| Avg. Down Week | -1.67% | -5.37% |
| Avg. Up Month | 6.57% | 11.44% |
| Avg. Down Month | -0.68% | -19.19% |
| Win Days % | 75.38% | 51.72% |
| Win Month % | 75.0% | 62.5% |
| Win Week % | 79.41% | 64.71% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |