| Metric | d_btcusd_div_0.2_tpm:0.0175__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 12.32% | 12.19% |
| Max Drawdown | -9.74% | -27.83% |
| Sharpe | 1.19 | 0.77 |
| Sortino | 1.55 | 1.12 |
| Payoff Ratio | 1.75 | 1.12 |
| Profit Factor | 1.43 | 1.12 |
| Common Sense Ratio | 37.24 | 1.12 |
| CPC Index | 1.67 | 0.65 |
| Tail Ratio | 26.08 | 1.0 |
| Outlier Win Ratio | 14.71 | 2.57 |
| Outlier Loss Ratio | 5.51 | 3.37 |
| Volatility (ann.) | 23.98% | 47.98% |
| R^2 | 0.02 | 0.02 |
| Calmar | 3.01 | 1.04 |
| Skew | -2.01 | 0.1 |
| Kurtosis | 15.67 | 1.42 |
| Expected Daily % | 0.07% | 0.07% |
| Expected Monthly % | 1.96% | 1.94% |
| Expected Yearly % | 12.32% | 12.19% |
| Kelly Criterion | 47.63% | 9.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.99% | -4.03% |
| Expected Shortfall (cVaR) | -1.99% | -4.03% |
| Year | BTCUSD | d_btcusd_div_0.2_tpm:0.0175__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 12.19 | 12.32 | 1.01 | + |
| Metric | d_btcusd_div_0.2_tpm:0.0175__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | -1.38% | 1.63% |
| 3M | 12.56% | 29.76% |
| 6M | 12.32% | 12.19% |
| YTD | 12.32% | 12.19% |
| 1Y | 12.32% | 12.19% |
| 3Y (ann.) | 29.32% | 28.98% |
| 5Y (ann.) | 29.32% | 28.98% |
| Metric | d_btcusd_div_0.2_tpm:0.0175__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -9.74% | -27.83% |
| Longest DD Days | 103.0 | 118.0 |
| Avg. Drawdown | -2.15% | -10.09% |
| Avg. Drawdown Days | 19.0 | 31.0 |
| Recovery Factor | 1.27 | 0.44 |
| Ulcer Index | 1.05 | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-05 | 2025-05-19 | -9.74 | 103 |
| 2025-05-27 | 2025-06-15 | -4.93 | 19 |
| 2025-01-06 | 2025-01-07 | -0.08 | 1 |
| 2025-01-11 | 2025-01-15 | -0.08 | 4 |
| 2025-01-16 | 2025-01-18 | -0.08 | 2 |
| 2025-01-21 | 2025-01-22 | -0.07 | 1 |
| 2025-01-26 | 2025-01-31 | -0.07 | 5 |
| Metric | d_btcusd_div_0.2_tpm:0.0175__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 5.76% | 8.51% |
| Worst Day | -7.21% | -7.85% |
| Best Week | 4.07% | 10.83% |
| Worst Week | -7.21% | -14.34% |
| Best Month | 10.55% | 15.86% |
| Worst Month | -2.4% | -19.77% |
| Best Year | 12.32% | 12.19% |
| Worst Year | 12.32% | 12.19% |
| Avg. Up Day | 0.97% | 2.12% |
| Avg. Down Day | -0.55% | -1.9% |
| Avg. Up Week | 2.58% | 4.35% |
| Avg. Down Week | -3.11% | -5.23% |
| Avg. Up Month | 9.08% | 10.66% |
| Avg. Down Month | -2.1% | -11.39% |
| Win Days % | 66.67% | 52.12% |
| Win Month % | 33.33% | 66.67% |
| Win Week % | 58.33% | 68.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |