| Metric | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 85.0% | 100.0% |
| Cumulative Return | 54.12% | 24.18% |
| Max Drawdown | -11.0% | -28.06% |
| Sharpe | 2.7 | 0.93 |
| Sortino | 4.02 | 1.41 |
| Payoff Ratio | 0.92 | 1.28 |
| Profit Factor | 1.91 | 1.15 |
| Common Sense Ratio | 4.92 | 1.32 |
| CPC Index | 1.32 | 0.76 |
| Tail Ratio | 2.58 | 1.15 |
| Outlier Win Ratio | 10.81 | 3.14 |
| Outlier Loss Ratio | 5.48 | 3.37 |
| Volatility (ann.) | 23.81% | 42.81% |
| R^2 | 0.14 | 0.14 |
| Calmar | 7.75 | 1.29 |
| Skew | -0.78 | 0.28 |
| Kurtosis | 6.87 | 2.8 |
| Expected Daily % | 0.17% | 0.08% |
| Expected Monthly % | 4.92% | 2.44% |
| Expected Yearly % | 54.12% | 24.18% |
| Kelly Criterion | 48.12% | 13.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.87% | -3.58% |
| Expected Shortfall (cVaR) | -1.87% | -3.58% |
| Year | BTCUSD | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 24.18 | 54.12 | 2.24 | + |
| Metric | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | 2.12% | 6.61% |
| 3M | 0.42% | 9.82% |
| 6M | 32.35% | 43.17% |
| YTD | 54.12% | 24.18% |
| 1Y | 54.12% | 24.18% |
| 3Y (ann.) | 85.29% | 36.17% |
| 5Y (ann.) | 85.29% | 36.17% |
| Metric | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -11.0% | -28.06% |
| Longest DD Days | 49.0 | 116.0 |
| Avg. Drawdown | -1.54% | -8.02% |
| Avg. Drawdown Days | 6.0 | 26.0 |
| Recovery Factor | 4.92 | 0.86 |
| Ulcer Index | 1.01 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-26 | 2025-03-20 | -11.00 | 22 |
| 2025-08-18 | 2025-09-14 | -6.98 | 27 |
| 2025-03-30 | 2025-04-08 | -4.93 | 9 |
| 2025-05-30 | 2025-07-18 | -4.71 | 49 |
| 2025-07-29 | 2025-08-14 | -4.29 | 16 |
| 2025-02-06 | 2025-02-11 | -3.47 | 5 |
| 2025-01-25 | 2025-01-30 | -3.42 | 5 |
| 2025-01-13 | 2025-01-15 | -0.93 | 2 |
| 2025-01-05 | 2025-01-07 | -0.15 | 2 |
| 2025-01-09 | 2025-01-11 | -0.15 | 2 |
| Metric | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 3.68% | 9.73% |
| Worst Day | -6.51% | -8.76% |
| Best Week | 7.11% | 10.56% |
| Worst Week | -6.41% | -13.98% |
| Best Month | 15.57% | 14.33% |
| Worst Month | -3.69% | -19.19% |
| Best Year | 54.12% | 24.18% |
| Worst Year | 54.12% | 24.18% |
| Avg. Up Day | 0.85% | 1.89% |
| Avg. Down Day | -0.92% | -1.47% |
| Avg. Up Week | 2.64% | 3.82% |
| Avg. Down Week | -3.38% | -4.97% |
| Avg. Up Month | 10.01% | 10.47% |
| Avg. Down Month | -2.52% | -13.43% |
| Win Days % | 75.12% | 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% |