| Metric | bchusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BCHUSD |
|---|---|---|
| Time in Market | 52.0% | 99.0% |
| Cumulative Return | 100.62% | 38.76% |
| Max Drawdown | -27.35% | -49.97% |
| Sharpe | 0.06 | 0.03 |
| Sortino | 0.07 | 0.04 |
| Payoff Ratio | 0.0 | 0.94 |
| Profit Factor | 2.16 | 1.0 |
| Common Sense Ratio | inf | 1.0 |
| CPC Index | 0.0 | 0.47 |
| Tail Ratio | inf | 0.99 |
| Outlier Win Ratio | 384.18 | 2.11 |
| Outlier Loss Ratio | 0.21 | 2.01 |
| Volatility (ann.) | 1.22% | 2.37% |
| R^2 | 0.0 | 0.0 |
| Calmar | 6.25 | 1.2 |
| Skew | -250.78 | -0.64 |
| Kurtosis | 102100.17 | 595.25 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 8.04% | 3.71% |
| Expected Yearly % | 100.62% | 38.76% |
| Kelly Criterion | 73.31% | -2.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.1% | -0.2% |
| Expected Shortfall (cVaR) | -0.1% | -0.2% |
| Year | BCHUSD | bchusd_div_0.25_tpm:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 38.76 | 100.62 | 2.60 | + |
| Metric | bchusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BCHUSD |
|---|---|---|
| MTD | 4.76% | 10.52% |
| 3M | 16.48% | 41.76% |
| 6M | 69.93% | 84.56% |
| YTD | 100.62% | 38.76% |
| 1Y | 100.62% | 38.76% |
| 3Y (ann.) | 170.91% | 59.83% |
| 5Y (ann.) | 170.91% | 59.83% |
| Metric | bchusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BCHUSD |
|---|---|---|
| Max Drawdown | -27.35% | -49.97% |
| Longest DD Days | 49.0 | 153.0 |
| Avg. Drawdown | -1.85% | -1.31% |
| Avg. Drawdown Days | 4.0 | 1.0 |
| Recovery Factor | 3.68 | 0.78 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-02 | 2025-03-24 | -27.35 | 49 |
| 2025-03-27 | 2025-04-21 | -16.39 | 25 |
| 2025-06-20 | 2025-07-11 | -8.21 | 20 |
| 2025-08-19 | 2025-09-13 | -7.71 | 24 |
| 2025-05-18 | 2025-05-18 | -0.19 | 0 |
| 2025-01-05 | 2025-01-06 | -0.15 | 1 |
| 2025-01-09 | 2025-01-10 | -0.15 | 1 |
| 2025-01-13 | 2025-01-14 | -0.15 | 1 |
| 2025-01-17 | 2025-01-17 | -0.14 | 0 |
| 2025-01-21 | 2025-01-21 | -0.14 | 0 |
| Metric | bchusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BCHUSD |
|---|---|---|
| Best Day | 4.38% | 10.77% |
| Worst Day | -27.14% | -9.76% |
| Best Week | 8.67% | 23.18% |
| Worst Week | -27.26% | -24.88% |
| Best Month | 28.35% | 21.79% |
| Worst Month | -13.94% | -25.58% |
| Best Year | 100.62% | 38.76% |
| Worst Year | 100.62% | 38.76% |
| Avg. Up Day | 0.0% | 0.07% |
| Avg. Down Day | -0.76% | -0.08% |
| Avg. Up Week | 4.45% | 7.99% |
| Avg. Down Week | -13.83% | -12.78% |
| Avg. Up Month | 14.12% | 15.48% |
| Avg. Down Month | -5.84% | -10.85% |
| Win Days % | 99.95% | 50.04% |
| Win Month % | 66.67% | 55.56% |
| Win Week % | 86.84% | 55.26% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |