| Metric | btcusd_div_0.25_tpm:0.0275__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 65.38% | 24.24% |
| Max Drawdown | -17.26% | -31.58% |
| Sharpe | 0.07 | 0.02 |
| Sortino | 0.1 | 0.03 |
| Payoff Ratio | 0.0 | 1.07 |
| Profit Factor | 1.95 | 1.0 |
| Common Sense Ratio | inf | 1.01 |
| CPC Index | 0.0 | 0.54 |
| Tail Ratio | inf | 1.0 |
| Outlier Win Ratio | 305.11 | 2.27 |
| Outlier Loss Ratio | 0.15 | 2.21 |
| Volatility (ann.) | 0.74% | 1.22% |
| R^2 | 0.0 | 0.0 |
| Calmar | 6.08 | 1.15 |
| Skew | -53.24 | 0.01 |
| Kurtosis | 27036.03 | 37.01 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 5.75% | 2.44% |
| Expected Yearly % | 65.38% | 24.24% |
| Kelly Criterion | 63.98% | 3.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.06% | -0.11% |
| Expected Shortfall (cVaR) | -0.06% | -0.11% |
| Year | BTCUSD | btcusd_div_0.25_tpm:0.0275__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 24.24 | 65.38 | 2.70 | + |
| Metric | btcusd_div_0.25_tpm:0.0275__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | 3.6% | 7.21% |
| 3M | 6.71% | 9.36% |
| 6M | 42.87% | 38.21% |
| YTD | 65.38% | 24.24% |
| 1Y | 65.38% | 24.24% |
| 3Y (ann.) | 104.88% | 36.27% |
| 5Y (ann.) | 104.88% | 36.27% |
| Metric | btcusd_div_0.25_tpm:0.0275__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -17.26% | -31.58% |
| Longest DD Days | 44.0 | 121.0 |
| Avg. Drawdown | -1.13% | -0.68% |
| Avg. Drawdown Days | 4.0 | 1.0 |
| Recovery Factor | 3.79 | 0.77 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-25 | 2025-04-11 | -17.26 | 44 |
| 2025-08-21 | 2025-09-11 | -4.96 | 21 |
| 2025-07-28 | 2025-08-13 | -3.98 | 16 |
| 2025-05-29 | 2025-07-09 | -3.45 | 41 |
| 2025-02-05 | 2025-02-07 | -3.10 | 1 |
| 2025-01-28 | 2025-01-29 | -3.08 | 0 |
| 2025-02-17 | 2025-02-20 | -0.19 | 2 |
| 2025-05-13 | 2025-05-13 | -0.16 | 0 |
| 2025-05-01 | 2025-05-01 | -0.16 | 0 |
| 2025-04-19 | 2025-04-19 | -0.15 | 0 |
| Metric | btcusd_div_0.25_tpm:0.0275__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 4.82% | 1.97% |
| Worst Day | -11.19% | -1.78% |
| Best Week | 8.28% | 12.13% |
| Worst Week | -5.91% | -12.33% |
| Best Month | 22.47% | 14.11% |
| Worst Month | -2.69% | -17.69% |
| Best Year | 65.38% | 24.24% |
| Worst Year | 65.38% | 24.24% |
| Avg. Up Day | 0.0% | 0.04% |
| Avg. Down Day | -0.69% | -0.04% |
| Avg. Up Week | 2.59% | 3.31% |
| Avg. Down Week | -2.62% | -4.33% |
| Avg. Up Month | 12.12% | 10.02% |
| Avg. Down Month | -1.74% | -8.76% |
| Win Days % | 99.95% | 50.1% |
| Win Month % | 55.56% | 66.67% |
| Win Week % | 76.32% | 60.53% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |