| Metric | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 52.13% | 12.97% |
| Max Drawdown | -21.28% | -31.58% |
| Sharpe | 0.06 | 0.02 |
| Sortino | 0.08 | 0.03 |
| Payoff Ratio | 2615.83 | 3.25 |
| Profit Factor | 1.66 | 1.0 |
| Common Sense Ratio | 0.0 | 1.01 |
| CPC Index | 2.75 | 1.63 |
| Tail Ratio | 0.0 | 1.01 |
| Outlier Win Ratio | 150.96 | 2.25 |
| Outlier Loss Ratio | 83.72 | 2.18 |
| Volatility (ann.) | 1.29% | 1.37% |
| R^2 | 0.0 | 0.0 |
| Calmar | 7.26 | 0.99 |
| Skew | -55.28 | 0.02 |
| Kurtosis | 17166.14 | 29.82 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 7.24% | 2.05% |
| Expected Yearly % | 52.13% | 12.97% |
| Kelly Criterion | 0.03% | 34.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.11% | -0.12% |
| Expected Shortfall (cVaR) | -0.11% | -0.12% |
| Year | BTCUSD | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 12.97 | 52.13 | 4.02 | + |
| Metric | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | -11.4% | 0.84% |
| 3M | 36.46% | 30.15% |
| 6M | 52.13% | 12.97% |
| YTD | 52.13% | 12.97% |
| 1Y | 52.13% | 12.97% |
| 3Y (ann.) | 154.41% | 31.17% |
| 5Y (ann.) | 154.41% | 31.17% |
| Metric | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -21.28% | -31.58% |
| Longest DD Days | 31.0 | 121.0 |
| Avg. Drawdown | -3.02% | -0.71% |
| Avg. Drawdown Days | 8.0 | 1.0 |
| Recovery Factor | 2.45 | 0.41 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-20 | 2025-03-23 | -21.28 | 31 |
| 2025-05-26 | 2025-06-14 | -11.50 | 18 |
| 2025-03-23 | 2025-04-07 | -10.89 | 14 |
| 2025-01-21 | 2025-02-20 | -10.80 | 30 |
| 2025-01-09 | 2025-01-14 | -1.96 | 5 |
| 2025-04-25 | 2025-05-01 | -1.44 | 5 |
| 2025-04-11 | 2025-04-21 | -1.01 | 9 |
| 2025-01-02 | 2025-01-06 | -0.18 | 4 |
| 2025-01-14 | 2025-01-17 | -0.17 | 2 |
| 2025-01-17 | 2025-01-21 | -0.16 | 4 |
| Metric | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 5.44% | 1.97% |
| Worst Day | -15.06% | -1.58% |
| Best Week | 8.74% | 12.13% |
| Worst Week | -15.34% | -12.33% |
| Best Month | 25.13% | 14.11% |
| Worst Month | -12.5% | -17.69% |
| Best Year | 52.13% | 12.97% |
| Worst Year | 52.13% | 12.97% |
| Avg. Up Day | 3.5% | 0.15% |
| Avg. Down Day | -0.0% | -0.05% |
| Avg. Up Week | 4.58% | 3.75% |
| Avg. Down Week | -6.25% | -4.32% |
| Avg. Up Month | 22.27% | 11.62% |
| Avg. Down Month | -12.5% | -17.69% |
| Win Days % | 0.06% | 50.14% |
| Win Month % | 66.67% | 66.67% |
| Win Week % | 68.0% | 60.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |