| Metric | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 53.65% | 11.64% |
| Max Drawdown | -12.6% | -30.93% |
| Sharpe | 0.5 | 0.15 |
| Sortino | 0.98 | 0.21 |
| Payoff Ratio | 54.76 | 2.75 |
| Profit Factor | 1.97 | 1.02 |
| Common Sense Ratio | 0.0 | 1.01 |
| CPC Index | 3.41 | 1.42 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 24.26 | 2.22 |
| Outlier Loss Ratio | 16.78 | 2.36 |
| Volatility (ann.) | 8.69% | 10.42% |
| R^2 | 0.02 | 0.02 |
| Calmar | 12.71 | 0.9 |
| Skew | 14.64 | -0.1 |
| Kurtosis | 596.21 | 12.41 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 7.42% | 1.85% |
| Expected Yearly % | 53.65% | 11.64% |
| Kelly Criterion | 1.39% | 32.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -0.89% |
| Expected Shortfall (cVaR) | -0.74% | -0.89% |
| Year | BTCUSD | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 11.64 | 53.65 | 4.61 | + |
| Metric | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | -4.94% | 0.5% |
| 3M | 16.4% | 25.26% |
| 6M | 53.65% | 11.64% |
| YTD | 53.65% | 11.64% |
| 1Y | 53.65% | 11.64% |
| 3Y (ann.) | 160.12% | 27.77% |
| 5Y (ann.) | 160.12% | 27.77% |
| Metric | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -12.6% | -30.93% |
| Longest DD Days | 28.0 | 121.0 |
| Avg. Drawdown | -1.73% | -2.75% |
| Avg. Drawdown Days | 7.0 | 6.0 |
| Recovery Factor | 4.26 | 0.38 |
| Ulcer Index | 1.0 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-20 | 2025-03-02 | -12.60 | 9 |
| 2025-05-22 | 2025-06-14 | -8.94 | 23 |
| 2025-03-24 | 2025-04-21 | -5.94 | 28 |
| 2025-01-29 | 2025-02-20 | -4.82 | 21 |
| 2025-01-21 | 2025-01-29 | -3.28 | 8 |
| 2025-01-09 | 2025-01-14 | -1.12 | 5 |
| 2025-05-06 | 2025-05-13 | -0.53 | 6 |
| 2025-01-02 | 2025-01-06 | -0.08 | 4 |
| 2025-01-14 | 2025-01-17 | -0.07 | 3 |
| 2025-01-17 | 2025-01-21 | -0.07 | 4 |
| Metric | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 17.18% | 5.11% |
| Worst Day | -7.12% | -4.9% |
| Best Week | 12.33% | 12.13% |
| Worst Week | -8.4% | -12.33% |
| Best Month | 18.18% | 14.11% |
| Worst Month | -4.94% | -17.69% |
| Best Year | 53.65% | 11.64% |
| Worst Year | 53.65% | 11.64% |
| Avg. Up Day | 3.51% | 0.89% |
| Avg. Down Day | -0.06% | -0.32% |
| Avg. Up Week | 4.3% | 3.73% |
| Avg. Down Week | -2.14% | -4.53% |
| Avg. Up Month | 12.42% | 11.31% |
| Avg. Down Month | -3.65% | -17.69% |
| Win Days % | 3.16% | 50.43% |
| Win Month % | 66.67% | 66.67% |
| Win Week % | 68.0% | 60.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |