| Metric | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 64.0% | 100.0% |
| Cumulative Return | 52.82% | 13.58% |
| Max Drawdown | -18.74% | -28.06% |
| Sharpe | 2.48 | 0.82 |
| Sortino | 3.39 | 1.24 |
| Payoff Ratio | 1.02 | 1.47 |
| Profit Factor | 1.87 | 1.13 |
| Common Sense Ratio | 13.03 | 1.3 |
| CPC Index | 1.23 | 0.87 |
| Tail Ratio | 6.98 | 1.15 |
| Outlier Win Ratio | 7.48 | 3.24 |
| Outlier Loss Ratio | 4.94 | 4.02 |
| Volatility (ann.) | 41.34% | 48.84% |
| R^2 | 0.11 | 0.11 |
| Calmar | 8.38 | 1.17 |
| Skew | -2.08 | 0.27 |
| Kurtosis | 12.72 | 2.11 |
| Expected Daily % | 0.26% | 0.08% |
| Expected Monthly % | 7.32% | 2.15% |
| Expected Yearly % | 52.82% | 13.58% |
| Kelly Criterion | 29.51% | 20.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.28% | -4.1% |
| Expected Shortfall (cVaR) | -3.28% | -4.1% |
| Year | BTCUSD | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 13.58 | 52.82 | 3.89 | + |
| Metric | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | -5.35% | 1.87% |
| 3M | 39.12% | 26.84% |
| 6M | 52.82% | 13.58% |
| YTD | 52.82% | 13.58% |
| 1Y | 52.82% | 13.58% |
| 3Y (ann.) | 156.97% | 32.77% |
| 5Y (ann.) | 156.97% | 32.77% |
| Metric | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -18.74% | -28.06% |
| Longest DD Days | 30.0 | 116.0 |
| Avg. Drawdown | -3.13% | -10.18% |
| Avg. Drawdown Days | 8.0 | 30.0 |
| Recovery Factor | 2.82 | 0.48 |
| Ulcer Index | 1.06 | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-22 | 2025-03-24 | -18.74 | 30 |
| 2025-03-26 | 2025-04-08 | -9.61 | 13 |
| 2025-01-25 | 2025-02-21 | -9.51 | 27 |
| 2025-05-30 | 2025-06-14 | -5.45 | 15 |
| 2025-01-09 | 2025-01-15 | -1.70 | 6 |
| 2025-04-16 | 2025-04-22 | -0.90 | 6 |
| 2025-01-05 | 2025-01-07 | -0.15 | 2 |
| 2025-01-17 | 2025-01-18 | -0.14 | 1 |
| 2025-01-21 | 2025-01-22 | -0.14 | 1 |
| 2025-04-24 | 2025-04-26 | -0.12 | 2 |
| Metric | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 4.64% | 9.73% |
| Worst Day | -13.39% | -8.76% |
| Best Week | 7.84% | 10.56% |
| Worst Week | -13.51% | -13.98% |
| Best Month | 21.88% | 14.33% |
| Worst Month | -10.96% | -19.19% |
| Best Year | 52.82% | 13.58% |
| Worst Year | 52.82% | 13.58% |
| Avg. Up Day | 1.8% | 2.55% |
| Avg. Down Day | -1.77% | -1.73% |
| Avg. Up Week | 4.58% | 5.09% |
| Avg. Down Week | -6.75% | -7.54% |
| Avg. Up Month | 19.47% | 12.33% |
| Avg. Down Month | -10.96% | -19.19% |
| Win Days % | 64.42% | 52.44% |
| Win Month % | 66.67% | 66.67% |
| Win Week % | 70.83% | 68.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |