| Metric | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 16.53% | 12.97% |
| Max Drawdown | -26.35% | -31.4% |
| Sharpe | 0.09 | 0.08 |
| Sortino | 0.12 | 0.11 |
| Payoff Ratio | 0.05 | 1.98 |
| Profit Factor | 1.23 | 1.01 |
| Common Sense Ratio | inf | 1.03 |
| CPC Index | 0.06 | 1.0 |
| Tail Ratio | inf | 1.01 |
| Outlier Win Ratio | 50.16 | 2.14 |
| Outlier Loss Ratio | 0.25 | 2.21 |
| Volatility (ann.) | 5.56% | 5.14% |
| R^2 | 0.0 | 0.0 |
| Calmar | 1.53 | 0.99 |
| Skew | -14.42 | -0.06 |
| Kurtosis | 1026.26 | 15.66 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 2.58% | 2.05% |
| Expected Yearly % | 16.53% | 12.97% |
| Kelly Criterion | 62.41% | 24.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -0.44% |
| Expected Shortfall (cVaR) | -0.48% | -0.44% |
| Year | BTCUSD | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 12.97 | 16.53 | 1.27 | + |
| Metric | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | -6.51% | 0.89% |
| 3M | 5.65% | 25.74% |
| 6M | 16.53% | 12.97% |
| YTD | 16.53% | 12.97% |
| 1Y | 16.53% | 12.97% |
| 3Y (ann.) | 40.26% | 30.96% |
| 5Y (ann.) | 40.26% | 30.96% |
| Metric | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -26.35% | -31.4% |
| Longest DD Days | 90.0 | 121.0 |
| Avg. Drawdown | -5.76% | -1.77% |
| Avg. Drawdown Days | 15.0 | 3.0 |
| Recovery Factor | 0.63 | 0.41 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-04-25 | -26.35 | 90 |
| 2025-05-22 | 2025-06-15 | -15.58 | 23 |
| 2025-05-02 | 2025-05-12 | -5.79 | 10 |
| 2025-01-08 | 2025-01-14 | -2.12 | 5 |
| 2025-05-14 | 2025-05-18 | -1.37 | 4 |
| 2025-01-05 | 2025-01-06 | -0.18 | 1 |
| 2025-01-17 | 2025-01-17 | -0.16 | 0 |
| 2025-01-21 | 2025-01-21 | -0.16 | 0 |
| 2025-04-28 | 2025-05-01 | -0.15 | 3 |
| Metric | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 6.05% | 3.05% |
| Worst Day | -15.68% | -3.57% |
| Best Week | 11.73% | 12.13% |
| Worst Week | -15.97% | -12.33% |
| Best Month | 20.82% | 14.11% |
| Worst Month | -18.31% | -17.69% |
| Best Year | 16.53% | 12.97% |
| Worst Year | 16.53% | 12.97% |
| Avg. Up Day | 0.06% | 0.21% |
| Avg. Down Day | -1.32% | -0.1% |
| Avg. Up Week | 4.71% | 3.39% |
| Avg. Down Week | -6.99% | -3.59% |
| Avg. Up Month | 20.54% | 11.85% |
| Avg. Down Month | -18.31% | -17.69% |
| Win Days % | 98.35% | 50.11% |
| Win Month % | 50.0% | 66.67% |
| Win Week % | 60.0% | 60.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |