| Metric | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 86.0% | 100.0% |
| Cumulative Return | 66.9% | 24.18% |
| Max Drawdown | -10.53% | -28.06% |
| Sharpe | 3.39 | 0.93 |
| Sortino | 5.2 | 1.41 |
| Payoff Ratio | 0.82 | 1.05 |
| Profit Factor | 2.36 | 1.15 |
| Common Sense Ratio | 45.92 | 1.32 |
| CPC Index | 1.56 | 0.62 |
| Tail Ratio | 19.48 | 1.15 |
| Outlier Win Ratio | 11.69 | 3.1 |
| Outlier Loss Ratio | 5.29 | 3.27 |
| Volatility (ann.) | 22.22% | 42.81% |
| R^2 | 0.14 | 0.14 |
| Calmar | 10.22 | 1.29 |
| Skew | -0.75 | 0.28 |
| Kurtosis | 7.67 | 2.8 |
| Expected Daily % | 0.2% | 0.08% |
| Expected Monthly % | 5.86% | 2.44% |
| Expected Yearly % | 66.9% | 24.18% |
| Kelly Criterion | 57.53% | 5.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.71% | -3.58% |
| Expected Shortfall (cVaR) | -1.71% | -3.58% |
| Year | BTCUSD | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 24.18 | 66.90 | 2.77 | + |
| Metric | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | 2.57% | 6.61% |
| 3M | 4.6% | 9.82% |
| 6M | 40.39% | 43.17% |
| YTD | 66.9% | 24.18% |
| 1Y | 66.9% | 24.18% |
| 3Y (ann.) | 107.58% | 36.17% |
| 5Y (ann.) | 107.58% | 36.17% |
| Metric | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -10.53% | -28.06% |
| Longest DD Days | 49.0 | 116.0 |
| Avg. Drawdown | -1.62% | -8.02% |
| Avg. Drawdown Days | 7.0 | 26.0 |
| Recovery Factor | 6.36 | 0.86 |
| Ulcer Index | 0.99 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-26 | 2025-03-20 | -10.53 | 22 |
| 2025-03-30 | 2025-04-08 | -4.66 | 9 |
| 2025-05-30 | 2025-07-18 | -4.05 | 49 |
| 2025-07-29 | 2025-08-14 | -3.84 | 16 |
| 2025-02-06 | 2025-02-11 | -3.25 | 5 |
| 2025-01-29 | 2025-01-30 | -3.22 | 1 |
| 2025-08-22 | 2025-09-11 | -2.43 | 20 |
| 2025-01-05 | 2025-01-06 | -0.05 | 1 |
| 2025-01-09 | 2025-01-11 | -0.05 | 2 |
| 2025-01-17 | 2025-01-18 | -0.05 | 1 |
| Metric | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 3.65% | 9.73% |
| Worst Day | -6.26% | -8.76% |
| Best Week | 6.67% | 10.56% |
| Worst Week | -6.09% | -13.98% |
| Best Month | 16.76% | 14.33% |
| Worst Month | -2.22% | -19.19% |
| Best Year | 66.9% | 24.18% |
| Worst Year | 66.9% | 24.18% |
| Avg. Up Day | 0.74% | 1.79% |
| Avg. Down Day | -0.9% | -1.71% |
| Avg. Up Week | 2.81% | 3.82% |
| Avg. Down Week | -2.75% | -4.97% |
| Avg. Up Month | 10.72% | 10.47% |
| Avg. Down Month | -0.79% | -13.43% |
| Win Days % | 80.91% | 51.56% |
| Win Month % | 66.67% | 66.67% |
| Win Week % | 78.95% | 63.16% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |