| Metric | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 38.46% | 11.82% |
| Max Drawdown | -25.28% | -30.93% |
| Sharpe | 0.32 | 0.15 |
| Sortino | 0.46 | 0.21 |
| Payoff Ratio | 0.16 | 0.92 |
| Profit Factor | 1.46 | 1.02 |
| Common Sense Ratio | inf | 1.01 |
| CPC Index | 0.21 | 0.48 |
| Tail Ratio | inf | 0.99 |
| Outlier Win Ratio | 24.16 | 2.22 |
| Outlier Loss Ratio | 0.63 | 2.49 |
| Volatility (ann.) | 11.47% | 10.42% |
| R^2 | 0.01 | 0.01 |
| Calmar | 4.2 | 0.91 |
| Skew | -2.04 | -0.1 |
| Kurtosis | 291.84 | 12.41 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 5.57% | 1.88% |
| Expected Yearly % | 38.46% | 11.82% |
| Kelly Criterion | 54.02% | -3.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -0.89% |
| Expected Shortfall (cVaR) | -0.98% | -0.89% |
| Year | BTCUSD | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 11.82 | 38.46 | 3.25 | + |
| Metric | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | -10.1% | 0.67% |
| 3M | 19.68% | 29.93% |
| 6M | 38.46% | 11.82% |
| YTD | 38.46% | 11.82% |
| 1Y | 38.46% | 11.82% |
| 3Y (ann.) | 106.3% | 28.22% |
| 5Y (ann.) | 106.3% | 28.22% |
| Metric | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -25.28% | -30.93% |
| Longest DD Days | 53.0 | 121.0 |
| Avg. Drawdown | -4.42% | -2.75% |
| Avg. Drawdown Days | 9.0 | 6.0 |
| Recovery Factor | 1.52 | 0.38 |
| Ulcer Index | 1.0 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-03-19 | -25.28 | 53 |
| 2025-03-26 | 2025-05-01 | -15.77 | 36 |
| 2025-05-25 | 2025-06-14 | -11.18 | 19 |
| 2025-01-08 | 2025-01-14 | -3.22 | 5 |
| 2025-05-09 | 2025-05-13 | -0.87 | 4 |
| 2025-01-05 | 2025-01-06 | -0.18 | 1 |
| 2025-01-17 | 2025-01-17 | -0.17 | 0 |
| 2025-01-21 | 2025-01-21 | -0.16 | 0 |
| 2025-03-21 | 2025-03-23 | -0.15 | 2 |
| 2025-05-01 | 2025-05-01 | -0.14 | 0 |
| Metric | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 14.84% | 5.11% |
| Worst Day | -15.38% | -4.9% |
| Best Week | 11.5% | 12.13% |
| Worst Week | -15.67% | -12.33% |
| Best Month | 20.95% | 14.11% |
| Worst Month | -17.86% | -17.69% |
| Best Year | 38.46% | 11.82% |
| Worst Year | 38.46% | 11.82% |
| Avg. Up Day | 0.24% | 0.44% |
| Avg. Down Day | -1.53% | -0.47% |
| Avg. Up Week | 5.48% | 3.73% |
| Avg. Down Week | -5.13% | -3.63% |
| Avg. Up Month | 16.08% | 11.31% |
| Avg. Down Month | -17.86% | -17.69% |
| Win Days % | 93.81% | 50.44% |
| Win Month % | 66.67% | 66.67% |
| Win Week % | 60.0% | 60.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |