| Metric | ethusd_div_0.25_tpm:0.055__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 45.12% | -23.16% |
| Max Drawdown | -19.2% | -62.91% |
| Sharpe | 0.04 | -0.01 |
| Sortino | 0.06 | -0.01 |
| Payoff Ratio | 0.01 | 1.26 |
| Profit Factor | 1.48 | 1.0 |
| Common Sense Ratio | inf | 1.0 |
| CPC Index | 0.01 | 0.63 |
| Tail Ratio | inf | 1.0 |
| Outlier Win Ratio | 259.26 | 2.13 |
| Outlier Loss Ratio | 0.1 | 2.12 |
| Volatility (ann.) | 1.58% | 2.3% |
| R^2 | 0.0 | 0.0 |
| Calmar | 6.72 | -0.71 |
| Skew | -28.32 | -3.03 |
| Kurtosis | 10424.6 | 371.56 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 6.4% | -4.3% |
| Expected Yearly % | 45.12% | -23.16% |
| Kelly Criterion | 67.42% | 10.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.14% | -0.2% |
| Expected Shortfall (cVaR) | -0.14% | -0.2% |
| Year | ETHUSD | ethusd_div_0.25_tpm:0.055__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -23.16 | 45.12 | -1.95 | + |
| Metric | ethusd_div_0.25_tpm:0.055__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| MTD | 7.19% | 1.19% |
| 3M | 59.02% | 37.32% |
| 6M | 45.12% | -23.16% |
| YTD | 45.12% | -23.16% |
| 1Y | 45.12% | -23.16% |
| 3Y (ann.) | 129.07% | -44.36% |
| 5Y (ann.) | 129.07% | -44.36% |
| Metric | ethusd_div_0.25_tpm:0.055__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| Max Drawdown | -19.2% | -62.91% |
| Longest DD Days | 103.0 | 158.0 |
| Avg. Drawdown | -3.58% | -1.0% |
| Avg. Drawdown Days | 14.0 | 2.0 |
| Recovery Factor | 2.35 | -0.37 |
| Ulcer Index | 0.99 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-05-08 | -19.20 | 103 |
| 2025-01-05 | 2025-01-24 | -10.99 | 19 |
| 2025-05-29 | 2025-06-09 | -5.24 | 11 |
| 2025-05-09 | 2025-05-09 | -0.07 | 0 |
| 2025-05-13 | 2025-05-13 | -0.07 | 0 |
| 2025-05-17 | 2025-05-21 | -0.07 | 3 |
| 2025-05-21 | 2025-05-22 | -0.06 | 1 |
| 2025-05-25 | 2025-05-27 | -0.06 | 2 |
| 2025-06-10 | 2025-06-11 | -0.06 | 1 |
| 2025-06-14 | 2025-06-14 | -0.00 | 0 |
| Metric | ethusd_div_0.25_tpm:0.055__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| Best Day | 6.82% | 5.45% |
| Worst Day | -12.36% | -10.18% |
| Best Week | 12.63% | 27.26% |
| Worst Week | -10.53% | -20.52% |
| Best Month | 28.22% | 41.0% |
| Worst Month | -7.48% | -32.24% |
| Best Year | 45.12% | -23.16% |
| Worst Year | 45.12% | -23.16% |
| Avg. Up Day | 0.01% | 0.08% |
| Avg. Down Day | -1.41% | -0.07% |
| Avg. Up Week | 6.61% | 7.43% |
| Avg. Down Week | -5.01% | -7.35% |
| Avg. Up Month | 17.71% | 21.09% |
| Avg. Down Month | -5.05% | -25.38% |
| Win Days % | 99.72% | 50.11% |
| Win Month % | 66.67% | 33.33% |
| Win Week % | 60.0% | 44.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |