| Metric | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 64.0% | 100.0% |
| Cumulative Return | 61.62% | 13.58% |
| Max Drawdown | -21.28% | -28.06% |
| Sharpe | 2.5 | 0.82 |
| Sortino | 3.42 | 1.24 |
| Payoff Ratio | 3.39 | 1.35 |
| Profit Factor | 1.88 | 1.13 |
| Common Sense Ratio | 13.33 | 1.3 |
| CPC Index | 1.71 | 0.8 |
| Tail Ratio | 7.11 | 1.15 |
| Outlier Win Ratio | 4.81 | 3.43 |
| Outlier Loss Ratio | 9.62 | 4.33 |
| Volatility (ann.) | 47.11% | 48.84% |
| R^2 | 0.11 | 0.11 |
| Calmar | 8.98 | 1.17 |
| Skew | -2.05 | 0.27 |
| Kurtosis | 12.58 | 2.11 |
| Expected Daily % | 0.29% | 0.08% |
| Expected Monthly % | 8.33% | 2.15% |
| Expected Yearly % | 61.62% | 13.58% |
| Kelly Criterion | 5.38% | 17.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.73% | -4.1% |
| Expected Shortfall (cVaR) | -3.73% | -4.1% |
| Year | BTCUSD | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 13.58 | 61.62 | 4.54 | + |
| Metric | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | -5.87% | 1.87% |
| 3M | 44.97% | 26.84% |
| 6M | 61.62% | 13.58% |
| YTD | 61.62% | 13.58% |
| 1Y | 61.62% | 13.58% |
| 3Y (ann.) | 191.09% | 32.77% |
| 5Y (ann.) | 191.09% | 32.77% |
| Metric | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -21.28% | -28.06% |
| Longest DD Days | 30.0 | 116.0 |
| Avg. Drawdown | -3.13% | -10.18% |
| Avg. Drawdown Days | 8.0 | 30.0 |
| Recovery Factor | 2.9 | 0.48 |
| Ulcer Index | 1.05 | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-22 | 2025-03-24 | -21.28 | 30 |
| 2025-03-25 | 2025-04-08 | -10.89 | 14 |
| 2025-01-23 | 2025-02-21 | -10.80 | 29 |
| 2025-05-28 | 2025-06-14 | -5.98 | 17 |
| 2025-01-08 | 2025-01-15 | -1.96 | 7 |
| 2025-04-13 | 2025-04-22 | -1.01 | 9 |
| 2025-01-04 | 2025-01-07 | -0.18 | 3 |
| 2025-01-16 | 2025-01-18 | -0.17 | 2 |
| 2025-01-19 | 2025-01-22 | -0.16 | 3 |
| 2025-04-23 | 2025-04-26 | -0.14 | 3 |
| Metric | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 5.44% | 9.73% |
| Worst Day | -15.21% | -8.76% |
| Best Week | 8.96% | 10.56% |
| Worst Week | -15.34% | -13.98% |
| Best Month | 25.13% | 14.33% |
| Worst Month | -12.5% | -19.19% |
| Best Year | 61.62% | 13.58% |
| Worst Year | 61.62% | 13.58% |
| Avg. Up Day | 4.03% | 2.87% |
| Avg. Down Day | -1.19% | -2.13% |
| Avg. Up Week | 5.21% | 5.09% |
| Avg. Down Week | -7.63% | -7.54% |
| Avg. Up Month | 22.27% | 12.33% |
| Avg. Down Month | -12.5% | -19.19% |
| Win Days % | 26.92% | 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% |