| Metric | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 57.0% | 100.0% |
| Cumulative Return | 25.55% | 12.89% |
| Max Drawdown | -26.35% | -27.76% |
| Sharpe | 1.23 | 0.79 |
| Sortino | 1.62 | 1.18 |
| Payoff Ratio | 0.94 | 1.79 |
| Profit Factor | 1.36 | 1.13 |
| Common Sense Ratio | 2.97 | 1.2 |
| CPC Index | 0.78 | 1.04 |
| Tail Ratio | 2.19 | 1.06 |
| Outlier Win Ratio | 7.4 | 3.56 |
| Outlier Loss Ratio | 3.7 | 4.69 |
| Volatility (ann.) | 52.55% | 48.44% |
| R^2 | 0.12 | 0.12 |
| Calmar | 2.48 | 1.11 |
| Skew | -1.83 | 0.13 |
| Kurtosis | 10.31 | 1.7 |
| Expected Daily % | 0.14% | 0.07% |
| Expected Monthly % | 3.86% | 2.04% |
| Expected Yearly % | 25.55% | 12.89% |
| Kelly Criterion | 18.94% | 24.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.35% | -4.07% |
| Expected Shortfall (cVaR) | -4.35% | -4.07% |
| Year | BTCUSD | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 12.89 | 25.55 | 1.98 | + |
| Metric | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | 0.72% | 1.45% |
| 3M | 19.12% | 30.31% |
| 6M | 25.55% | 12.89% |
| YTD | 25.55% | 12.89% |
| 1Y | 25.55% | 12.89% |
| 3Y (ann.) | 65.42% | 30.76% |
| 5Y (ann.) | 65.42% | 30.76% |
| Metric | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -26.35% | -27.76% |
| Longest DD Days | 91.0 | 116.0 |
| Avg. Drawdown | -4.84% | -9.97% |
| Avg. Drawdown Days | 16.0 | 30.0 |
| Recovery Factor | 0.97 | 0.46 |
| Ulcer Index | 1.08 | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-04-26 | -26.35 | 91 |
| 2025-05-23 | 2025-06-15 | -12.47 | 23 |
| 2025-01-09 | 2025-01-15 | -2.12 | 6 |
| 2025-05-03 | 2025-05-13 | -1.87 | 10 |
| 2025-01-05 | 2025-01-07 | -0.18 | 2 |
| 2025-01-17 | 2025-01-18 | -0.16 | 1 |
| 2025-01-21 | 2025-01-22 | -0.16 | 1 |
| 2025-04-29 | 2025-05-02 | -0.15 | 3 |
| 2025-05-15 | 2025-05-19 | -0.14 | 4 |
| Metric | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 6.05% | 8.92% |
| Worst Day | -15.84% | -8.0% |
| Best Week | 10.28% | 10.36% |
| Worst Week | -15.97% | -14.24% |
| Best Month | 22.74% | 14.75% |
| Worst Month | -18.31% | -19.22% |
| Best Year | 25.55% | 12.89% |
| Worst Year | 25.55% | 12.89% |
| Avg. Up Day | 2.62% | 2.86% |
| Avg. Down Day | -2.77% | -1.6% |
| Avg. Up Week | 4.87% | 4.86% |
| Avg. Down Week | -6.0% | -5.73% |
| Avg. Up Month | 8.9% | 9.36% |
| Avg. Down Month | -18.31% | -19.22% |
| Win Days % | 60.64% | 51.83% |
| Win Month % | 66.67% | 66.67% |
| Win Week % | 62.5% | 64.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |