| Metric | d_bchusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BCHUSD |
|---|---|---|
| Time in Market | 83.0% | 100.0% |
| Cumulative Return | 100.62% | 38.12% |
| Max Drawdown | -27.35% | -45.09% |
| Sharpe | 2.45 | 0.98 |
| Sortino | 2.83 | 1.54 |
| Payoff Ratio | 0.58 | 1.33 |
| Profit Factor | 2.28 | 1.15 |
| Common Sense Ratio | 56.37 | 1.53 |
| CPC Index | 1.09 | 0.8 |
| Tail Ratio | 24.78 | 1.33 |
| Outlier Win Ratio | 10.96 | 2.32 |
| Outlier Loss Ratio | 4.77 | 2.79 |
| Volatility (ann.) | 45.4% | 76.36% |
| R^2 | 0.04 | 0.04 |
| Calmar | 6.25 | 1.3 |
| Skew | -7.39 | 0.71 |
| Kurtosis | 79.55 | 3.82 |
| Expected Daily % | 0.27% | 0.13% |
| Expected Monthly % | 8.04% | 3.65% |
| Expected Yearly % | 100.62% | 38.12% |
| Kelly Criterion | 52.18% | 15.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.6% | -6.37% |
| Expected Shortfall (cVaR) | -3.6% | -6.37% |
| Year | BCHUSD | d_bchusd_div_0.25_tpm:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 38.12 | 100.62 | 2.64 | + |
| Metric | d_bchusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BCHUSD |
|---|---|---|
| MTD | 4.76% | 8.22% |
| 3M | 19.0% | 39.73% |
| 6M | 69.93% | 68.89% |
| YTD | 100.62% | 38.12% |
| 1Y | 100.62% | 38.12% |
| 3Y (ann.) | 170.91% | 58.76% |
| 5Y (ann.) | 170.91% | 58.76% |
| Metric | d_bchusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BCHUSD |
|---|---|---|
| Max Drawdown | -27.35% | -45.09% |
| Longest DD Days | 50.0 | 152.0 |
| Avg. Drawdown | -3.27% | -10.06% |
| Avg. Drawdown Days | 8.0 | 20.0 |
| Recovery Factor | 3.68 | 0.85 |
| Ulcer Index | 1.08 | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-03 | 2025-03-25 | -27.35 | 50 |
| 2025-03-28 | 2025-04-22 | -16.23 | 25 |
| 2025-08-20 | 2025-09-13 | -7.71 | 24 |
| 2025-06-21 | 2025-07-12 | -6.29 | 21 |
| 2025-01-06 | 2025-01-07 | -0.15 | 1 |
| 2025-01-10 | 2025-01-11 | -0.15 | 1 |
| 2025-01-14 | 2025-01-15 | -0.15 | 1 |
| 2025-05-27 | 2025-05-28 | -0.10 | 1 |
| 2025-05-15 | 2025-05-19 | -0.10 | 4 |
| 2025-07-15 | 2025-07-19 | -0.09 | 4 |
| Metric | d_bchusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BCHUSD |
|---|---|---|
| Best Day | 4.27% | 22.57% |
| Worst Day | -27.26% | -10.9% |
| Best Week | 8.19% | 33.1% |
| Worst Week | -27.35% | -27.27% |
| Best Month | 27.05% | 26.29% |
| Worst Month | -16.06% | -31.88% |
| Best Year | 100.62% | 38.12% |
| Worst Year | 100.62% | 38.12% |
| Avg. Up Day | 1.12% | 3.36% |
| Avg. Down Day | -1.92% | -2.52% |
| Avg. Up Week | 3.96% | 7.98% |
| Avg. Down Week | -12.59% | -10.55% |
| Avg. Up Month | 13.69% | 12.05% |
| Avg. Down Month | -8.59% | -19.11% |
| Win Days % | 82.38% | 51.76% |
| Win Month % | 77.78% | 77.78% |
| Win Week % | 86.84% | 57.89% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |