| Metric | d_ethusd_div_0.25_tpm:0.055__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 90.25% | -22.65% |
| Max Drawdown | -36.29% | -60.0% |
| Sharpe | 1.81 | -0.27 |
| Sortino | 2.57 | -0.41 |
| Payoff Ratio | 1.26 | 1.72 |
| Profit Factor | 1.53 | 0.96 |
| Common Sense Ratio | 2.47 | 0.87 |
| CPC Index | 1.07 | 0.8 |
| Tail Ratio | 1.61 | 0.91 |
| Outlier Win Ratio | 6.68 | 4.86 |
| Outlier Loss Ratio | 3.07 | 5.72 |
| Volatility (ann.) | 121.21% | 83.22% |
| R^2 | 0.21 | 0.21 |
| Calmar | 8.77 | -0.73 |
| Skew | -0.86 | 0.7 |
| Kurtosis | 4.93 | 4.87 |
| Expected Daily % | 0.39% | -0.16% |
| Expected Monthly % | 11.31% | -4.19% |
| Expected Yearly % | 90.25% | -22.65% |
| Kelly Criterion | 19.78% | 18.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -9.84% | -7.23% |
| Expected Shortfall (cVaR) | -9.84% | -7.23% |
| Year | ETHUSD | d_ethusd_div_0.25_tpm:0.055__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -22.65 | 90.25 | -3.98 | + |
| Metric | d_ethusd_div_0.25_tpm:0.055__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| MTD | 11.41% | 1.63% |
| 3M | 130.53% | 34.97% |
| 6M | 90.25% | -22.65% |
| YTD | 90.25% | -22.65% |
| 1Y | 90.25% | -22.65% |
| 3Y (ann.) | 318.47% | -43.54% |
| 5Y (ann.) | 318.47% | -43.54% |
| Metric | d_ethusd_div_0.25_tpm:0.055__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| Max Drawdown | -36.29% | -60.0% |
| Longest DD Days | 100.0 | 157.0 |
| Avg. Drawdown | -10.96% | -30.28% |
| Avg. Drawdown Days | 23.0 | 79.0 |
| Recovery Factor | 2.49 | -0.38 |
| Ulcer Index | 1.05 | 1.11 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-29 | 2025-05-09 | -36.29 | 100 |
| 2025-01-05 | 2025-01-25 | -20.88 | 20 |
| 2025-05-30 | 2025-06-10 | -8.30 | 11 |
| 2025-05-18 | 2025-05-22 | -0.11 | 4 |
| 2025-05-26 | 2025-05-28 | -0.10 | 2 |
| 2025-06-11 | 2025-06-12 | -0.09 | 1 |
| Metric | d_ethusd_div_0.25_tpm:0.055__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| Best Day | 16.15% | 21.62% |
| Worst Day | -25.05% | -14.84% |
| Best Week | 21.45% | 19.88% |
| Worst Week | -20.26% | -17.14% |
| Best Month | 53.6% | 40.9% |
| Worst Month | -14.75% | -29.05% |
| Best Year | 90.25% | -22.65% |
| Worst Year | 90.25% | -22.65% |
| Avg. Up Day | 8.86% | 5.58% |
| Avg. Down Day | -7.03% | -3.24% |
| Avg. Up Week | 12.08% | 6.9% |
| Avg. Down Week | -8.56% | -8.99% |
| Avg. Up Month | 32.5% | 21.27% |
| Avg. Down Month | -9.91% | -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% |