| Metric | btcusd_div_0.25_tpm:0.0205__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 52.0% | 100.0% |
| Cumulative Return | 30.5% | 22.74% |
| Max Drawdown | -5.8% | -31.58% |
| Sharpe | 0.09 | 0.02 |
| Sortino | 0.13 | 0.03 |
| Payoff Ratio | 0.0 | 1.1 |
| Profit Factor | 2.16 | 1.0 |
| Common Sense Ratio | inf | 1.0 |
| CPC Index | 0.0 | 0.56 |
| Tail Ratio | inf | 1.0 |
| Outlier Win Ratio | 611.82 | 2.27 |
| Outlier Loss Ratio | 0.34 | 2.21 |
| Volatility (ann.) | 0.34% | 1.25% |
| R^2 | 0.0 | 0.0 |
| Calmar | 8.97 | 1.2 |
| Skew | -16.78 | 0.03 |
| Kurtosis | 12855.24 | 35.52 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 3.38% | 2.59% |
| Expected Yearly % | 30.5% | 22.74% |
| Kelly Criterion | 73.64% | 4.93% |
| 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 | 30.50 | 1.34 | + |
| Metric | btcusd_div_0.25_tpm:0.0205__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | -0.65% | -0.96% |
| 3M | 3.36% | 7.27% |
| 6M | 17.45% | 19.92% |
| YTD | 30.5% | 22.74% |
| 1Y | 30.5% | 22.74% |
| 3Y (ann.) | 52.01% | 38.04% |
| 5Y (ann.) | 52.01% | 38.04% |
| Metric | btcusd_div_0.25_tpm:0.0205__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -5.8% | -31.58% |
| Longest DD Days | 49.0 | 121.0 |
| Avg. Drawdown | -0.54% | -0.66% |
| Avg. Drawdown Days | 3.0 | 1.0 |
| Recovery Factor | 5.26 | 0.72 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-25 | 2025-03-19 | -5.80 | 21 |
| 2025-03-29 | 2025-04-07 | -2.60 | 8 |
| 2025-07-28 | 2025-08-13 | -2.42 | 16 |
| 2025-05-29 | 2025-07-17 | -2.38 | 49 |
| 2025-02-05 | 2025-02-06 | -1.75 | 0 |
| 2025-01-28 | 2025-01-29 | -1.73 | 0 |
| 2025-08-21 | 2025-08-21 | -1.51 | 0 |
| 2025-05-01 | 2025-05-01 | -0.09 | 0 |
| 2025-04-19 | 2025-04-19 | -0.08 | 0 |
| 2025-01-12 | 2025-01-14 | -0.07 | 1 |
| Metric | btcusd_div_0.25_tpm:0.0205__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 1.83% | 1.97% |
| Worst Day | -3.43% | -1.78% |
| Best Week | 3.33% | 12.13% |
| Worst Week | -3.35% | -12.33% |
| Best Month | 8.63% | 14.11% |
| Worst Month | -1.21% | -17.69% |
| Best Year | 30.5% | 22.74% |
| Worst Year | 30.5% | 22.74% |
| Avg. Up Day | 0.0% | 0.04% |
| Avg. Down Day | -0.27% | -0.04% |
| Avg. Up Week | 1.43% | 2.98% |
| Avg. Down Week | -1.71% | -4.34% |
| Avg. Up Month | 6.72% | 10.72% |
| Avg. Down Month | -0.46% | -9.32% |
| Win Days % | 99.95% | 50.12% |
| Win Month % | 62.5% | 62.5% |
| Win Week % | 79.41% | 61.76% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |