| Metric | d_ethusd_div_0.25_tpm:0.0175__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| Time in Market | 84.0% | 100.0% |
| Cumulative Return | 31.17% | 43.54% |
| Max Drawdown | -17.11% | -60.0% |
| Sharpe | 1.72 | 1.09 |
| Sortino | 1.95 | 1.73 |
| Payoff Ratio | 0.51 | 1.13 |
| Profit Factor | 1.7 | 1.18 |
| Common Sense Ratio | 33.4 | 1.49 |
| CPC Index | 0.72 | 0.67 |
| Tail Ratio | 19.66 | 1.26 |
| Outlier Win Ratio | 21.65 | 2.5 |
| Outlier Loss Ratio | 7.53 | 3.29 |
| Volatility (ann.) | 26.53% | 79.89% |
| R^2 | 0.02 | 0.02 |
| Calmar | 3.05 | 1.25 |
| Skew | -5.51 | 0.68 |
| Kurtosis | 40.39 | 4.16 |
| Expected Daily % | 0.11% | 0.15% |
| Expected Monthly % | 3.45% | 4.62% |
| Expected Yearly % | 31.17% | 43.54% |
| Kelly Criterion | 46.51% | 6.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.16% | -6.64% |
| Expected Shortfall (cVaR) | -2.16% | -6.64% |
| Year | ETHUSD | d_ethusd_div_0.25_tpm:0.0175__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 43.54 | 31.17 | 0.72 | - |
| Metric | d_ethusd_div_0.25_tpm:0.0175__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| MTD | 6.79% | 25.55% |
| 3M | 23.46% | 89.41% |
| 6M | 34.22% | 79.89% |
| YTD | 31.17% | 43.54% |
| 1Y | 31.17% | 43.54% |
| 3Y (ann.) | 52.14% | 74.89% |
| 5Y (ann.) | 52.14% | 74.89% |
| Metric | d_ethusd_div_0.25_tpm:0.0175__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| Max Drawdown | -17.11% | -60.0% |
| Longest DD Days | 113.0 | 194.0 |
| Avg. Drawdown | -1.93% | -13.16% |
| Avg. Drawdown Days | 13.0 | 32.0 |
| Recovery Factor | 1.82 | 0.73 |
| Ulcer Index | 1.19 | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-29 | 2025-05-22 | -17.11 | 113 |
| 2025-06-23 | 2025-07-09 | -3.34 | 16 |
| 2025-01-09 | 2025-01-18 | -2.19 | 9 |
| 2025-01-05 | 2025-01-07 | -0.08 | 2 |
| 2025-01-21 | 2025-01-22 | -0.08 | 1 |
| 2025-01-25 | 2025-01-26 | -0.08 | 1 |
| 2025-06-15 | 2025-06-17 | -0.07 | 2 |
| 2025-08-06 | 2025-08-08 | -0.06 | 2 |
| 2025-08-22 | 2025-08-23 | -0.06 | 1 |
| 2025-08-02 | 2025-08-05 | -0.06 | 3 |
| Metric | d_ethusd_div_0.25_tpm:0.0175__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| Best Day | 2.06% | 21.62% |
| Worst Day | -10.65% | -14.84% |
| Best Week | 3.66% | 19.88% |
| Worst Week | -8.11% | -17.14% |
| Best Month | 12.57% | 52.13% |
| Worst Month | -12.24% | -29.05% |
| Best Year | 31.17% | 43.54% |
| Worst Year | 31.17% | 43.54% |
| Avg. Up Day | 0.59% | 3.58% |
| Avg. Down Day | -1.14% | -3.15% |
| Avg. Up Week | 2.15% | 8.66% |
| Avg. Down Week | -5.42% | -7.59% |
| Avg. Up Month | 8.96% | 39.53% |
| Avg. Down Month | -7.86% | -25.26% |
| Win Days % | 81.82% | 50.42% |
| Win Month % | 75.0% | 37.5% |
| Win Week % | 82.86% | 57.14% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |