| Metric | btcusd_div_0.25_tpm:0.035__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 14.05% | 11.82% |
| Max Drawdown | -20.06% | -30.93% |
| Sharpe | 0.21 | 0.15 |
| Sortino | 0.29 | 0.21 |
| Payoff Ratio | 24.17 | 3.88 |
| Profit Factor | 1.3 | 1.02 |
| Common Sense Ratio | 0.0 | 1.01 |
| CPC Index | 1.38 | 2.0 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 38.91 | 2.22 |
| Outlier Loss Ratio | 7.41 | 2.38 |
| Volatility (ann.) | 7.14% | 10.42% |
| R^2 | 0.03 | 0.03 |
| Calmar | 1.69 | 0.91 |
| Skew | -4.2 | -0.1 |
| Kurtosis | 297.53 | 12.41 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 2.21% | 1.88% |
| Expected Yearly % | 14.05% | 11.82% |
| Kelly Criterion | 0.45% | 37.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -0.89% |
| Expected Shortfall (cVaR) | -0.61% | -0.89% |
| Year | BTCUSD | btcusd_div_0.25_tpm:0.035__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 11.82 | 14.05 | 1.19 | + |
| Metric | btcusd_div_0.25_tpm:0.035__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | -4.1% | 0.67% |
| 3M | 15.82% | 29.93% |
| 6M | 14.05% | 11.82% |
| YTD | 14.05% | 11.82% |
| 1Y | 14.05% | 11.82% |
| 3Y (ann.) | 33.98% | 28.22% |
| 5Y (ann.) | 33.98% | 28.22% |
| Metric | btcusd_div_0.25_tpm:0.035__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -20.06% | -30.93% |
| Longest DD Days | 120.0 | 121.0 |
| Avg. Drawdown | -3.79% | -2.75% |
| Avg. Drawdown Days | 23.0 | 6.0 |
| Recovery Factor | 0.7 | 0.38 |
| Ulcer Index | 1.0 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-21 | 2025-05-22 | -20.06 | 120 |
| 2025-05-22 | 2025-06-14 | -4.87 | 22 |
| 2025-01-09 | 2025-01-15 | -1.41 | 6 |
| 2025-01-02 | 2025-01-06 | -0.08 | 3 |
| 2025-01-15 | 2025-01-17 | -0.07 | 2 |
| 2025-01-17 | 2025-01-21 | -0.07 | 4 |
| 2025-01-06 | 2025-01-08 | -0.00 | 2 |
| Metric | btcusd_div_0.25_tpm:0.035__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 5.85% | 5.11% |
| Worst Day | -10.75% | -4.9% |
| Best Week | 6.48% | 12.13% |
| Worst Week | -7.12% | -12.33% |
| Best Month | 18.14% | 14.11% |
| Worst Month | -12.6% | -17.69% |
| Best Year | 14.05% | 11.82% |
| Worst Year | 14.05% | 11.82% |
| Avg. Up Day | 3.31% | 1.31% |
| Avg. Down Day | -0.14% | -0.34% |
| Avg. Up Week | 3.36% | 4.42% |
| Avg. Down Week | -2.45% | -3.68% |
| Avg. Up Month | 11.62% | 11.31% |
| Avg. Down Month | -7.24% | -9.89% |
| Win Days % | 4.41% | 50.44% |
| Win Month % | 50.0% | 66.67% |
| Win Week % | 48.0% | 60.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |