| Metric | d_btcusd_div_0.25_tpm:0.0205__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 87.0% | 100.0% |
| Cumulative Return | 32.5% | 22.27% |
| Max Drawdown | -5.8% | -28.06% |
| Sharpe | 3.49 | 0.94 |
| Sortino | 5.32 | 1.42 |
| Payoff Ratio | 0.83 | 1.11 |
| Profit Factor | 2.39 | 1.15 |
| Common Sense Ratio | 91.71 | 1.35 |
| CPC Index | 1.61 | 0.66 |
| Tail Ratio | 38.4 | 1.18 |
| Outlier Win Ratio | 17.16 | 2.63 |
| Outlier Loss Ratio | 7.47 | 2.71 |
| Volatility (ann.) | 12.87% | 43.85% |
| R^2 | 0.15 | 0.15 |
| Calmar | 9.6 | 1.33 |
| Skew | -0.83 | 0.3 |
| Kurtosis | 7.01 | 2.73 |
| Expected Daily % | 0.12% | 0.09% |
| Expected Monthly % | 3.58% | 2.54% |
| Expected Yearly % | 32.5% | 22.27% |
| Kelly Criterion | 59.33% | 8.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -3.66% |
| Expected Shortfall (cVaR) | -0.99% | -3.66% |
| Year | BTCUSD | d_btcusd_div_0.25_tpm:0.0205__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 22.27 | 32.50 | 1.46 | + |
| Metric | d_btcusd_div_0.25_tpm:0.0205__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | 0.88% | -3.08% |
| 3M | 4.95% | 8.16% |
| 6M | 19.28% | 19.2% |
| YTD | 32.5% | 22.27% |
| 1Y | 32.5% | 22.27% |
| 3Y (ann.) | 55.69% | 37.2% |
| 5Y (ann.) | 55.69% | 37.2% |
| Metric | d_btcusd_div_0.25_tpm:0.0205__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -5.8% | -28.06% |
| Longest DD Days | 49.0 | 116.0 |
| Avg. Drawdown | -0.85% | -7.6% |
| Avg. Drawdown Days | 6.0 | 23.0 |
| Recovery Factor | 5.6 | 0.79 |
| Ulcer Index | 1.0 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-26 | 2025-03-20 | -5.80 | 22 |
| 2025-03-30 | 2025-04-08 | -2.60 | 9 |
| 2025-07-29 | 2025-08-14 | -2.40 | 16 |
| 2025-05-30 | 2025-07-18 | -2.35 | 49 |
| 2025-02-06 | 2025-02-07 | -1.75 | 1 |
| 2025-01-29 | 2025-01-30 | -1.73 | 1 |
| 2025-04-19 | 2025-04-20 | -0.06 | 1 |
| 2025-01-05 | 2025-01-06 | -0.02 | 1 |
| 2025-01-09 | 2025-01-11 | -0.02 | 2 |
| 2025-01-17 | 2025-01-18 | -0.02 | 1 |
| Metric | d_btcusd_div_0.25_tpm:0.0205__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 1.93% | 9.73% |
| Worst Day | -3.45% | -8.76% |
| Best Week | 3.66% | 10.56% |
| Worst Week | -3.35% | -13.98% |
| Best Month | 8.65% | 14.33% |
| Worst Month | -1.21% | -19.19% |
| Best Year | 32.5% | 22.27% |
| Worst Year | 32.5% | 22.27% |
| Avg. Up Day | 0.44% | 1.83% |
| Avg. Down Day | -0.53% | -1.65% |
| Avg. Up Week | 1.63% | 3.97% |
| Avg. Down Week | -1.95% | -5.83% |
| Avg. Up Month | 6.75% | 11.44% |
| Avg. Down Month | -0.28% | -19.19% |
| Win Days % | 81.59% | 51.72% |
| Win Month % | 75.0% | 62.5% |
| Win Week % | 82.35% | 64.71% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |