| Metric | btcusd_div_0.25_tpm:0.025__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 64.7% | 11.64% |
| Max Drawdown | -12.06% | -30.93% |
| Sharpe | 0.53 | 0.15 |
| Sortino | 1.01 | 0.21 |
| Payoff Ratio | 60.33 | 2.96 |
| Profit Factor | 1.99 | 1.02 |
| Common Sense Ratio | 0.0 | 1.01 |
| CPC Index | 4.37 | 1.53 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 22.32 | 2.22 |
| Outlier Loss Ratio | 11.85 | 2.36 |
| Volatility (ann.) | 9.61% | 10.42% |
| R^2 | 0.02 | 0.02 |
| Calmar | 16.89 | 0.9 |
| Skew | 10.41 | -0.1 |
| Kurtosis | 377.27 | 12.41 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 8.67% | 1.85% |
| Expected Yearly % | 64.7% | 11.64% |
| Kelly Criterion | 2.04% | 33.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -0.89% |
| Expected Shortfall (cVaR) | -0.81% | -0.89% |
| Year | BTCUSD | btcusd_div_0.25_tpm:0.025__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 11.64 | 64.70 | 5.56 | + |
| Metric | btcusd_div_0.25_tpm:0.025__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | -3.36% | 0.5% |
| 3M | 27.76% | 25.26% |
| 6M | 64.7% | 11.64% |
| YTD | 64.7% | 11.64% |
| 1Y | 64.7% | 11.64% |
| 3Y (ann.) | 203.57% | 27.77% |
| 5Y (ann.) | 203.57% | 27.77% |
| Metric | btcusd_div_0.25_tpm:0.025__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -12.06% | -30.93% |
| Longest DD Days | 23.0 | 121.0 |
| Avg. Drawdown | -2.27% | -2.75% |
| Avg. Drawdown Days | 6.0 | 6.0 |
| Recovery Factor | 5.37 | 0.38 |
| Ulcer Index | 1.0 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-20 | 2025-03-02 | -12.06 | 9 |
| 2025-03-02 | 2025-03-19 | -8.71 | 17 |
| 2025-05-22 | 2025-06-14 | -8.48 | 23 |
| 2025-04-02 | 2025-04-11 | -5.70 | 9 |
| 2025-01-30 | 2025-02-07 | -4.67 | 8 |
| 2025-03-24 | 2025-04-02 | -3.94 | 9 |
| 2025-01-21 | 2025-01-29 | -3.21 | 8 |
| 2025-02-10 | 2025-02-20 | -2.48 | 10 |
| 2025-01-09 | 2025-01-14 | -1.12 | 5 |
| 2025-04-11 | 2025-04-21 | -0.67 | 9 |
| Metric | btcusd_div_0.25_tpm:0.025__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 16.21% | 5.11% |
| Worst Day | -8.59% | -4.9% |
| Best Week | 9.78% | 12.13% |
| Worst Week | -7.97% | -12.33% |
| Best Month | 19.73% | 14.11% |
| Worst Month | -3.36% | -17.69% |
| Best Year | 64.7% | 11.64% |
| Worst Year | 64.7% | 11.64% |
| Avg. Up Day | 4.68% | 0.98% |
| Avg. Down Day | -0.08% | -0.33% |
| Avg. Up Week | 5.31% | 4.02% |
| Avg. Down Week | -2.75% | -4.88% |
| Avg. Up Month | 16.04% | 11.31% |
| Avg. Down Month | -0.73% | -17.69% |
| Win Days % | 3.64% | 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% |