| Metric | d_bchusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BCHUSD |
|---|---|---|
| Time in Market | 74.0% | 100.0% |
| Cumulative Return | 179.33% | -1.15% |
| Max Drawdown | -42.63% | -45.09% |
| Sharpe | 3.19 | 0.37 |
| Sortino | 3.89 | 0.57 |
| Payoff Ratio | 0.97 | 1.28 |
| Profit Factor | 2.77 | 1.06 |
| Common Sense Ratio | 74.48 | 1.06 |
| CPC Index | 2.16 | 0.68 |
| Tail Ratio | 26.93 | 1.0 |
| Outlier Win Ratio | 7.09 | 3.12 |
| Outlier Loss Ratio | 3.34 | 3.38 |
| Volatility (ann.) | 86.99% | 82.33% |
| R^2 | 0.04 | 0.04 |
| Calmar | 21.39 | -0.06 |
| Skew | -5.58 | 0.8 |
| Kurtosis | 50.39 | 4.46 |
| Expected Daily % | 0.63% | -0.01% |
| Expected Monthly % | 18.67% | -0.19% |
| Expected Yearly % | 179.33% | -1.15% |
| Kelly Criterion | 60.7% | 11.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.73% | -7.0% |
| Expected Shortfall (cVaR) | -6.73% | -7.0% |
| Year | BCHUSD | d_bchusd_div_0.25_tpm:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -1.15 | 179.33 | -155.43 | + |
| Metric | d_bchusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BCHUSD |
|---|---|---|
| MTD | 6.46% | 7.31% |
| 3M | 79.46% | 29.11% |
| 6M | 179.33% | -1.15% |
| YTD | 179.33% | -1.15% |
| 1Y | 179.33% | -1.15% |
| 3Y (ann.) | 911.94% | -2.58% |
| 5Y (ann.) | 911.94% | -2.58% |
| Metric | d_bchusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BCHUSD |
|---|---|---|
| Max Drawdown | -42.63% | -45.09% |
| Longest DD Days | 41.0 | 144.0 |
| Avg. Drawdown | -5.63% | -19.74% |
| Avg. Drawdown Days | 7.0 | 52.0 |
| Recovery Factor | 4.21 | -0.03 |
| Ulcer Index | 1.03 | 1.1 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-03 | 2025-03-16 | -42.63 | 41 |
| 2025-03-28 | 2025-04-22 | -23.08 | 25 |
| 2025-01-06 | 2025-01-07 | -0.29 | 1 |
| 2025-01-10 | 2025-01-11 | -0.27 | 1 |
| 2025-01-14 | 2025-01-15 | -0.25 | 1 |
| 2025-01-30 | 2025-01-31 | -0.20 | 1 |
| 2025-03-19 | 2025-03-20 | -0.18 | 1 |
| 2025-03-23 | 2025-03-25 | -0.17 | 2 |
| 2025-05-15 | 2025-05-19 | -0.13 | 4 |
| 2025-05-23 | 2025-05-24 | -0.13 | 1 |
| Metric | d_bchusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BCHUSD |
|---|---|---|
| Best Day | 9.8% | 22.57% |
| Worst Day | -41.65% | -10.9% |
| Best Week | 21.04% | 33.1% |
| Worst Week | -41.76% | -27.27% |
| Best Month | 66.43% | 21.76% |
| Worst Month | -22.57% | -31.88% |
| Best Year | 179.33% | -1.15% |
| Worst Year | 179.33% | -1.15% |
| Avg. Up Day | 3.06% | 3.82% |
| Avg. Down Day | -3.16% | -2.98% |
| Avg. Up Week | 8.91% | 11.0% |
| Avg. Down Week | -30.17% | -17.13% |
| Avg. Up Month | 31.16% | 8.0% |
| Avg. Down Month | -22.57% | -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% |