| Metric | btcusd_div_0.25_tpm:0.025__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 4.75% | 12.97% |
| Max Drawdown | -18.98% | -31.58% |
| Sharpe | 0.01 | 0.02 |
| Sortino | 0.02 | 0.03 |
| Payoff Ratio | 0.0 | 1.18 |
| Profit Factor | 1.13 | 1.0 |
| Common Sense Ratio | inf | 1.01 |
| CPC Index | 0.0 | 0.59 |
| Tail Ratio | inf | 1.01 |
| Outlier Win Ratio | 387.05 | 2.25 |
| Outlier Loss Ratio | 0.11 | 2.18 |
| Volatility (ann.) | 0.85% | 1.37% |
| R^2 | 0.0 | 0.0 |
| Calmar | 0.57 | 0.99 |
| Skew | -87.93 | 0.02 |
| Kurtosis | 23139.61 | 29.82 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.78% | 2.05% |
| Expected Yearly % | 4.75% | 12.97% |
| Kelly Criterion | 48.08% | 7.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.07% | -0.12% |
| Expected Shortfall (cVaR) | -0.07% | -0.12% |
| Year | BTCUSD | btcusd_div_0.25_tpm:0.025__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 12.97 | 4.75 | 0.37 | - |
| Metric | btcusd_div_0.25_tpm:0.025__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | -6.94% | 0.84% |
| 3M | 12.04% | 30.15% |
| 6M | 4.75% | 12.97% |
| YTD | 4.75% | 12.97% |
| 1Y | 4.75% | 12.97% |
| 3Y (ann.) | 10.88% | 31.17% |
| 5Y (ann.) | 10.88% | 31.17% |
| Metric | btcusd_div_0.25_tpm:0.025__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -18.98% | -31.58% |
| Longest DD Days | 122.0 | 121.0 |
| Avg. Drawdown | -4.51% | -0.71% |
| Avg. Drawdown Days | 24.0 | 1.0 |
| Recovery Factor | 0.25 | 0.41 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-05-27 | -18.98 | 122 |
| 2025-05-29 | 2025-06-14 | -7.01 | 15 |
| 2025-01-08 | 2025-01-14 | -0.88 | 5 |
| 2025-01-05 | 2025-01-06 | -0.08 | 1 |
| 2025-01-17 | 2025-01-17 | -0.07 | 0 |
| 2025-01-21 | 2025-01-21 | -0.07 | 0 |
| Metric | btcusd_div_0.25_tpm:0.025__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 3.66% | 1.97% |
| Worst Day | -11.0% | -1.58% |
| Best Week | 5.1% | 12.13% |
| Worst Week | -7.32% | -12.33% |
| Best Month | 11.16% | 14.11% |
| Worst Month | -7.65% | -17.69% |
| Best Year | 4.75% | 12.97% |
| Worst Year | 4.75% | 12.97% |
| Avg. Up Day | 0.0% | 0.05% |
| Avg. Down Day | -1.05% | -0.04% |
| Avg. Up Week | 2.97% | 4.51% |
| Avg. Down Week | -3.76% | -4.13% |
| Avg. Up Month | 9.47% | 11.62% |
| Avg. Down Month | -7.33% | -9.89% |
| Win Days % | 99.88% | 50.14% |
| Win Month % | 50.0% | 66.67% |
| Win Week % | 52.0% | 60.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |