| Metric | d_btcusd_div_0.25_tpm:0.0175__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 87.0% | 100.0% |
| Cumulative Return | 32.29% | 22.27% |
| Max Drawdown | -5.69% | -28.06% |
| Sharpe | 3.69 | 0.94 |
| Sortino | 5.52 | 1.42 |
| Payoff Ratio | 0.95 | 1.15 |
| Profit Factor | 2.52 | 1.15 |
| Common Sense Ratio | 138.12 | 1.35 |
| CPC Index | 1.93 | 0.69 |
| Tail Ratio | 54.86 | 1.18 |
| Outlier Win Ratio | 17.21 | 2.55 |
| Outlier Loss Ratio | 8.64 | 2.7 |
| Volatility (ann.) | 12.09% | 43.85% |
| R^2 | 0.13 | 0.13 |
| Calmar | 9.72 | 1.33 |
| Skew | -1.13 | 0.3 |
| Kurtosis | 8.06 | 2.73 |
| Expected Daily % | 0.12% | 0.09% |
| Expected Monthly % | 3.56% | 2.54% |
| Expected Yearly % | 32.29% | 22.27% |
| Kelly Criterion | 60.2% | 9.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -3.66% |
| Expected Shortfall (cVaR) | -0.92% | -3.66% |
| Year | BTCUSD | d_btcusd_div_0.25_tpm:0.0175__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 22.27 | 32.29 | 1.45 | + |
| Metric | d_btcusd_div_0.25_tpm:0.0175__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | 0.37% | -3.08% |
| 3M | 3.47% | 8.16% |
| 6M | 16.73% | 19.2% |
| YTD | 32.29% | 22.27% |
| 1Y | 32.29% | 22.27% |
| 3Y (ann.) | 55.31% | 37.2% |
| 5Y (ann.) | 55.31% | 37.2% |
| Metric | d_btcusd_div_0.25_tpm:0.0175__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -5.69% | -28.06% |
| Longest DD Days | 48.0 | 116.0 |
| Avg. Drawdown | -0.73% | -7.6% |
| Avg. Drawdown Days | 6.0 | 23.0 |
| Recovery Factor | 5.68 | 0.79 |
| Ulcer Index | 0.99 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-26 | 2025-03-24 | -5.69 | 26 |
| 2025-05-30 | 2025-07-17 | -2.72 | 48 |
| 2025-03-30 | 2025-04-08 | -2.58 | 9 |
| 2025-07-29 | 2025-08-14 | -2.39 | 16 |
| 2025-01-29 | 2025-01-30 | -1.74 | 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 |
| 2025-01-21 | 2025-01-22 | -0.02 | 1 |
| 2025-01-25 | 2025-01-27 | -0.02 | 2 |
| Metric | d_btcusd_div_0.25_tpm:0.0175__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 1.94% | 9.73% |
| Worst Day | -3.38% | -8.76% |
| Best Week | 3.38% | 10.56% |
| Worst Week | -3.29% | -13.98% |
| Best Month | 8.3% | 14.33% |
| Worst Month | -1.75% | -19.19% |
| Best Year | 32.29% | 22.27% |
| Worst Year | 32.29% | 22.27% |
| Avg. Up Day | 0.42% | 1.83% |
| Avg. Down Day | -0.44% | -1.58% |
| Avg. Up Week | 1.51% | 3.97% |
| Avg. Down Week | -1.97% | -5.83% |
| Avg. Up Month | 6.51% | 11.44% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 80.6% | 51.72% |
| Win Month % | 87.5% | 62.5% |
| Win Week % | 82.35% | 64.71% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |