| Metric | d_ethusd_div_0.25_tpm:0.055__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 180.5% | -22.65% |
| Max Drawdown | -65.78% | -60.0% |
| Sharpe | 2.27 | -0.27 |
| Sortino | 3.59 | -0.41 |
| Payoff Ratio | 1.38 | 1.72 |
| Profit Factor | 1.75 | 0.96 |
| Common Sense Ratio | 3.93 | 0.87 |
| CPC Index | 1.33 | 0.8 |
| Tail Ratio | 2.24 | 0.91 |
| Outlier Win Ratio | 6.32 | 10.31 |
| Outlier Loss Ratio | 2.64 | 9.65 |
| Volatility (ann.) | 268.05% | 83.22% |
| R^2 | 0.2 | 0.2 |
| Calmar | 13.57 | -0.73 |
| Skew | 0.09 | 0.7 |
| Kurtosis | 5.41 | 4.87 |
| Expected Daily % | 0.63% | -0.16% |
| Expected Monthly % | 18.76% | -4.19% |
| Expected Yearly % | 180.5% | -22.65% |
| Kelly Criterion | 22.76% | 18.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -21.41% | -7.23% |
| Expected Shortfall (cVaR) | -21.41% | -7.23% |
| Year | ETHUSD | d_ethusd_div_0.25_tpm:0.055__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -22.65 | 180.50 | -7.97 | + |
| Metric | d_ethusd_div_0.25_tpm:0.055__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| MTD | 16.13% | 1.63% |
| 3M | 331.19% | 34.97% |
| 6M | 180.5% | -22.65% |
| YTD | 180.5% | -22.65% |
| 1Y | 180.5% | -22.65% |
| 3Y (ann.) | 892.92% | -43.54% |
| 5Y (ann.) | 892.92% | -43.54% |
| Metric | d_ethusd_div_0.25_tpm:0.055__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| Max Drawdown | -65.78% | -60.0% |
| Longest DD Days | 100.0 | 157.0 |
| Avg. Drawdown | -19.31% | -30.28% |
| Avg. Drawdown Days | 23.0 | 79.0 |
| Recovery Factor | 2.74 | -0.38 |
| Ulcer Index | 1.02 | 1.11 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-29 | 2025-05-09 | -65.78 | 100 |
| 2025-01-05 | 2025-01-25 | -37.93 | 20 |
| 2025-05-30 | 2025-06-10 | -11.73 | 11 |
| 2025-05-18 | 2025-05-22 | -0.17 | 4 |
| 2025-05-26 | 2025-05-28 | -0.15 | 2 |
| 2025-06-11 | 2025-06-12 | -0.12 | 1 |
| Metric | d_ethusd_div_0.25_tpm:0.055__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| Best Day | 54.49% | 21.62% |
| Worst Day | -50.78% | -14.84% |
| Best Week | 54.59% | 19.88% |
| Worst Week | -37.67% | -17.14% |
| Best Month | 97.4% | 40.9% |
| Worst Month | -28.75% | -29.05% |
| Best Year | 180.5% | -22.65% |
| Worst Year | 180.5% | -22.65% |
| Avg. Up Day | 19.42% | 5.58% |
| Avg. Down Day | -14.11% | -3.24% |
| Avg. Up Week | 24.52% | 6.9% |
| Avg. Down Week | -16.65% | -8.99% |
| Avg. Up Month | 56.76% | 21.27% |
| Avg. Down Month | -19.09% | -25.26% |
| Win Days % | 55.26% | 48.17% |
| Win Month % | 66.67% | 33.33% |
| Win Week % | 60.87% | 52.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |