| Metric | btcusd_div_0.25_tpm:0.0205__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 27.68% | 22.74% |
| Max Drawdown | -6.04% | -31.58% |
| Sharpe | 0.08 | 0.02 |
| Sortino | 0.12 | 0.03 |
| Payoff Ratio | 0.0 | 1.12 |
| Profit Factor | 1.92 | 1.0 |
| Common Sense Ratio | inf | 1.0 |
| CPC Index | 0.0 | 0.56 |
| Tail Ratio | inf | 1.0 |
| Outlier Win Ratio | 592.12 | 2.27 |
| Outlier Loss Ratio | 0.29 | 2.21 |
| Volatility (ann.) | 0.35% | 1.25% |
| R^2 | 0.0 | 0.0 |
| Calmar | 7.77 | 1.2 |
| Skew | -17.64 | 0.03 |
| Kurtosis | 12702.91 | 35.52 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 3.1% | 2.59% |
| Expected Yearly % | 27.68% | 22.74% |
| Kelly Criterion | 67.87% | 5.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.03% | -0.11% |
| Expected Shortfall (cVaR) | -0.03% | -0.11% |
| Year | BTCUSD | btcusd_div_0.25_tpm:0.0205__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 22.74 | 27.68 | 1.22 | + |
| Metric | btcusd_div_0.25_tpm:0.0205__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | -0.99% | -0.96% |
| 3M | 2.33% | 7.27% |
| 6M | 16.07% | 19.92% |
| YTD | 27.68% | 22.74% |
| 1Y | 27.68% | 22.74% |
| 3Y (ann.) | 46.88% | 38.04% |
| 5Y (ann.) | 46.88% | 38.04% |
| Metric | btcusd_div_0.25_tpm:0.0205__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -6.04% | -31.58% |
| Longest DD Days | 49.0 | 121.0 |
| Avg. Drawdown | -0.68% | -0.66% |
| Avg. Drawdown Days | 4.0 | 1.0 |
| Recovery Factor | 4.59 | 0.72 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-25 | 2025-03-19 | -6.04 | 21 |
| 2025-05-29 | 2025-07-17 | -2.95 | 49 |
| 2025-03-29 | 2025-04-07 | -2.73 | 8 |
| 2025-07-28 | 2025-08-13 | -2.61 | 16 |
| 2025-02-05 | 2025-02-10 | -1.86 | 4 |
| 2025-01-25 | 2025-01-29 | -1.83 | 4 |
| 2025-08-17 | 2025-08-21 | -1.59 | 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 |
| Metric | btcusd_div_0.25_tpm:0.0205__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 1.84% | 1.97% |
| Worst Day | -3.5% | -1.78% |
| Best Week | 3.28% | 12.13% |
| Worst Week | -3.52% | -12.33% |
| Best Month | 8.44% | 14.11% |
| Worst Month | -1.6% | -17.69% |
| Best Year | 27.68% | 22.74% |
| Worst Year | 27.68% | 22.74% |
| Avg. Up Day | 0.0% | 0.04% |
| Avg. Down Day | -0.33% | -0.04% |
| Avg. Up Week | 1.44% | 3.05% |
| Avg. Down Week | -1.85% | -4.34% |
| Avg. Up Month | 6.56% | 10.72% |
| Avg. Down Month | -0.84% | -9.32% |
| Win Days % | 99.95% | 50.12% |
| Win Month % | 62.5% | 62.5% |
| Win Week % | 76.47% | 61.76% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |