| Metric | btcusd_div_0.3_tpm:0.025__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 1.0% | 100.0% |
| Cumulative Return | 2.07% | 12.2% |
| Max Drawdown | -18.79% | -31.4% |
| Sharpe | 0.03 | 0.08 |
| Sortino | 0.04 | 0.11 |
| Payoff Ratio | 5.2 | 4.78 |
| Profit Factor | 1.07 | 1.01 |
| Common Sense Ratio | NaN | 1.02 |
| CPC Index | 1.72 | 2.42 |
| Tail Ratio | NaN | 1.01 |
| Outlier Win Ratio | 81.29 | 2.14 |
| Outlier Loss Ratio | 0.38 | 2.21 |
| Volatility (ann.) | 3.56% | 5.15% |
| R^2 | 0.0 | 0.0 |
| Calmar | 0.25 | 0.93 |
| Skew | -16.88 | -0.06 |
| Kurtosis | 1086.54 | 15.63 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.34% | 1.94% |
| Expected Yearly % | 2.07% | 12.2% |
| Kelly Criterion | 17.65% | 39.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.31% | -0.44% |
| Expected Shortfall (cVaR) | -0.31% | -0.44% |
| Year | BTCUSD | btcusd_div_0.3_tpm:0.025__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 12.20 | 2.07 | 0.17 | - |
| Metric | btcusd_div_0.3_tpm:0.025__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | -3.52% | 0.21% |
| 3M | 10.09% | 24.89% |
| 6M | 2.07% | 12.2% |
| YTD | 2.07% | 12.2% |
| 1Y | 2.07% | 12.2% |
| 3Y (ann.) | 4.66% | 29.21% |
| 5Y (ann.) | 4.66% | 29.21% |
| Metric | btcusd_div_0.3_tpm:0.025__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -18.79% | -31.4% |
| Longest DD Days | 141.0 | 121.0 |
| Avg. Drawdown | -5.6% | -1.77% |
| Avg. Drawdown Days | 39.0 | 3.0 |
| Recovery Factor | 0.11 | 0.39 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-06-14 | -18.79 | 141 |
| 2025-01-07 | 2025-01-20 | -3.44 | 12 |
| 2025-01-04 | 2025-01-06 | -0.08 | 2 |
| 2025-01-21 | 2025-01-21 | -0.07 | 0 |
| Metric | btcusd_div_0.3_tpm:0.025__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 5.05% | 3.05% |
| Worst Day | -9.14% | -3.57% |
| Best Week | 5.52% | 12.13% |
| Worst Week | -9.29% | -12.33% |
| Best Month | 8.93% | 14.11% |
| Worst Month | -14.31% | -17.69% |
| Best Year | 2.07% | 12.2% |
| Worst Year | 2.07% | 12.2% |
| Avg. Up Day | 2.65% | 0.68% |
| Avg. Down Day | -0.51% | -0.14% |
| Avg. Up Week | 3.36% | 3.98% |
| Avg. Down Week | -3.81% | -3.99% |
| Avg. Up Month | 7.16% | 11.6% |
| Avg. Down Month | -14.31% | -17.69% |
| Win Days % | 30.93% | 50.1% |
| Win Month % | 66.67% | 66.67% |
| Win Week % | 48.0% | 60.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |