| Metric | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 58.0% | 100.0% |
| Cumulative Return | 47.09% | 12.37% |
| Max Drawdown | -25.28% | -27.83% |
| Sharpe | 1.88 | 0.77 |
| Sortino | 2.78 | 1.14 |
| Payoff Ratio | 1.04 | 1.57 |
| Profit Factor | 1.61 | 1.12 |
| Common Sense Ratio | 2.74 | 1.13 |
| CPC Index | 1.02 | 0.92 |
| Tail Ratio | 1.7 | 1.01 |
| Outlier Win Ratio | 6.81 | 3.51 |
| Outlier Loss Ratio | 3.66 | 4.07 |
| Volatility (ann.) | 53.08% | 48.13% |
| R^2 | 0.11 | 0.11 |
| Calmar | 5.38 | 1.06 |
| Skew | -0.49 | 0.1 |
| Kurtosis | 11.48 | 1.39 |
| Expected Daily % | 0.23% | 0.07% |
| Expected Monthly % | 6.64% | 1.96% |
| Expected Yearly % | 47.09% | 12.37% |
| Kelly Criterion | 23.61% | 22.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.3% | -4.04% |
| Expected Shortfall (cVaR) | -4.3% | -4.04% |
| Year | BTCUSD | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 12.37 | 47.09 | 3.81 | + |
| Metric | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | -4.49% | 1.79% |
| 3M | 27.14% | 26.91% |
| 6M | 47.09% | 12.37% |
| YTD | 47.09% | 12.37% |
| 1Y | 47.09% | 12.37% |
| 3Y (ann.) | 136.02% | 29.63% |
| 5Y (ann.) | 136.02% | 29.63% |
| Metric | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -25.28% | -27.83% |
| Longest DD Days | 54.0 | 118.0 |
| Avg. Drawdown | -4.11% | -10.09% |
| Avg. Drawdown Days | 11.0 | 31.0 |
| Recovery Factor | 1.86 | 0.44 |
| Ulcer Index | 1.05 | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-03-20 | -25.28 | 54 |
| 2025-03-26 | 2025-05-02 | -10.89 | 37 |
| 2025-05-26 | 2025-06-14 | -8.73 | 19 |
| 2025-01-09 | 2025-01-15 | -3.22 | 6 |
| 2025-01-05 | 2025-01-07 | -0.18 | 2 |
| 2025-01-17 | 2025-01-18 | -0.17 | 1 |
| 2025-01-21 | 2025-01-22 | -0.16 | 1 |
| 2025-03-22 | 2025-03-24 | -0.15 | 2 |
| 2025-05-06 | 2025-05-07 | -0.14 | 1 |
| 2025-05-10 | 2025-05-14 | -0.13 | 4 |
| Metric | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 14.84% | 8.51% |
| Worst Day | -15.53% | -7.85% |
| Best Week | 11.5% | 10.83% |
| Worst Week | -15.67% | -14.34% |
| Best Month | 20.95% | 15.86% |
| Worst Month | -17.86% | -19.77% |
| Best Year | 47.09% | 12.37% |
| Worst Year | 47.09% | 12.37% |
| Avg. Up Day | 2.6% | 2.64% |
| Avg. Down Day | -2.5% | -1.68% |
| Avg. Up Week | 5.64% | 4.62% |
| Avg. Down Week | -6.05% | -6.83% |
| Avg. Up Month | 16.08% | 12.39% |
| Avg. Down Month | -17.86% | -19.77% |
| Win Days % | 61.05% | 52.44% |
| Win Month % | 66.67% | 66.67% |
| Win Week % | 62.5% | 68.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |