| Metric | btcusd_div_0.5_tpm:0.035__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 5.36% | 13.15% |
| Max Drawdown | -26.59% | -30.93% |
| Sharpe | 0.1 | 0.16 |
| Sortino | 0.14 | 0.23 |
| Payoff Ratio | 0.83 | 1.42 |
| Profit Factor | 1.09 | 1.03 |
| Common Sense Ratio | inf | 1.01 |
| CPC Index | 0.61 | 0.73 |
| Tail Ratio | inf | 0.98 |
| Outlier Win Ratio | 36.51 | 2.84 |
| Outlier Loss Ratio | 1.04 | 2.4 |
| Volatility (ann.) | 8.3% | 10.37% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.46 | 1.01 |
| Skew | -1.85 | -0.1 |
| Kurtosis | 139.18 | 12.52 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.87% | 2.08% |
| Expected Yearly % | 5.36% | 13.15% |
| Kelly Criterion | 27.48% | 15.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -0.89% |
| Expected Shortfall (cVaR) | -0.71% | -0.89% |
| Year | BTCUSD | btcusd_div_0.5_tpm:0.035__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 13.15 | 5.36 | 0.41 | - |
| Metric | btcusd_div_0.5_tpm:0.035__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | 1.61% | 1.87% |
| 3M | 13.08% | 26.37% |
| 6M | 5.36% | 13.15% |
| YTD | 5.36% | 13.15% |
| 1Y | 5.36% | 13.15% |
| 3Y (ann.) | 12.17% | 31.21% |
| 5Y (ann.) | 12.17% | 31.21% |
| Metric | btcusd_div_0.5_tpm:0.035__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -26.59% | -30.93% |
| Longest DD Days | 136.0 | 121.0 |
| Avg. Drawdown | -5.41% | -2.75% |
| Avg. Drawdown Days | 22.0 | 6.0 |
| Recovery Factor | 0.2 | 0.43 |
| Ulcer Index | 1.0 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-31 | 2025-06-16 | -26.59 | 136 |
| 2025-01-07 | 2025-01-17 | -7.91 | 10 |
| 2025-01-25 | 2025-01-30 | -2.09 | 5 |
| 2025-01-19 | 2025-01-21 | -1.08 | 2 |
| 2025-01-03 | 2025-01-04 | -0.08 | 1 |
| 2025-01-05 | 2025-01-06 | -0.08 | 1 |
| 2025-01-23 | 2025-01-24 | -0.07 | 1 |
| Metric | btcusd_div_0.5_tpm:0.035__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 6.49% | 5.11% |
| Worst Day | -7.76% | -4.9% |
| Best Week | 8.49% | 12.13% |
| Worst Week | -12.9% | -12.33% |
| Best Month | 14.76% | 14.11% |
| Worst Month | -22.43% | -17.69% |
| Best Year | 5.36% | 13.15% |
| Worst Year | 5.36% | 13.15% |
| Avg. Up Day | 0.66% | 0.56% |
| Avg. Down Day | -0.8% | -0.39% |
| Avg. Up Week | 5.2% | 4.42% |
| Avg. Down Week | -4.06% | -3.8% |
| Avg. Up Month | 8.04% | 8.95% |
| Avg. Down Month | -22.43% | -17.69% |
| Win Days % | 67.03% | 50.49% |
| Win Month % | 83.33% | 66.67% |
| Win Week % | 44.0% | 64.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |