| Metric | d_bchusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BCHUSD |
|---|---|---|
| Time in Market | 74.0% | 100.0% |
| Cumulative Return | 44.83% | -1.15% |
| Max Drawdown | -15.21% | -45.09% |
| Sharpe | 2.88 | 0.37 |
| Sortino | 3.39 | 0.57 |
| Payoff Ratio | 0.89 | 1.28 |
| Profit Factor | 2.54 | 1.06 |
| Common Sense Ratio | 69.4 | 1.06 |
| CPC Index | 1.82 | 0.68 |
| Tail Ratio | 27.32 | 1.0 |
| Outlier Win Ratio | 14.39 | 2.12 |
| Outlier Loss Ratio | 6.46 | 2.38 |
| Volatility (ann.) | 30.6% | 82.33% |
| R^2 | 0.04 | 0.04 |
| Calmar | 8.57 | -0.06 |
| Skew | -6.16 | 0.8 |
| Kurtosis | 54.57 | 4.46 |
| Expected Daily % | 0.23% | -0.01% |
| Expected Monthly % | 6.37% | -0.19% |
| Expected Yearly % | 44.83% | -1.15% |
| Kelly Criterion | 58.95% | 11.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.39% | -7.0% |
| Expected Shortfall (cVaR) | -2.39% | -7.0% |
| Year | BCHUSD | d_bchusd_div_0.25_tpm:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -1.15 | 44.83 | -38.86 | + |
| Metric | d_bchusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BCHUSD |
|---|---|---|
| MTD | 3.02% | 7.31% |
| 3M | 27.14% | 29.11% |
| 6M | 44.83% | -1.15% |
| YTD | 44.83% | -1.15% |
| 1Y | 44.83% | -1.15% |
| 3Y (ann.) | 130.38% | -2.58% |
| 5Y (ann.) | 130.38% | -2.58% |
| Metric | d_bchusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BCHUSD |
|---|---|---|
| Max Drawdown | -15.21% | -45.09% |
| Longest DD Days | 41.0 | 144.0 |
| Avg. Drawdown | -2.07% | -19.74% |
| Avg. Drawdown Days | 7.0 | 52.0 |
| Recovery Factor | 2.95 | -0.03 |
| Ulcer Index | 1.11 | 1.1 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-03 | 2025-03-16 | -15.21 | 41 |
| 2025-03-28 | 2025-04-22 | -9.01 | 25 |
| 2025-01-06 | 2025-01-07 | -0.08 | 1 |
| 2025-01-10 | 2025-01-11 | -0.08 | 1 |
| 2025-01-14 | 2025-01-15 | -0.08 | 1 |
| 2025-01-30 | 2025-01-31 | -0.07 | 1 |
| 2025-03-19 | 2025-03-20 | -0.07 | 1 |
| 2025-03-23 | 2025-03-25 | -0.07 | 2 |
| 2025-05-15 | 2025-05-19 | -0.06 | 4 |
| 2025-05-23 | 2025-05-24 | -0.06 | 1 |
| Metric | d_bchusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BCHUSD |
|---|---|---|
| Best Day | 2.45% | 22.57% |
| Worst Day | -14.84% | -10.9% |
| Best Week | 6.32% | 33.1% |
| Worst Week | -14.9% | -27.27% |
| Best Month | 16.61% | 21.76% |
| Worst Month | -8.05% | -31.88% |
| Best Year | 44.83% | -1.15% |
| Worst Year | 44.83% | -1.15% |
| Avg. Up Day | 1.0% | 3.82% |
| Avg. Down Day | -1.12% | -2.98% |
| Avg. Up Week | 2.94% | 11.0% |
| Avg. Down Week | -11.07% | -17.13% |
| Avg. Up Month | 9.64% | 8.0% |
| Avg. Down Month | -8.05% | -31.88% |
| Win Days % | 80.67% | 50.0% |
| Win Month % | 83.33% | 83.33% |
| Win Week % | 91.67% | 45.83% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |