| Metric | btcusd_div_0.2_tpm:0.0175__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 8.79% | 12.61% |
| Max Drawdown | -9.8% | -30.93% |
| Sharpe | 0.17 | 0.16 |
| Sortino | 0.22 | 0.22 |
| Payoff Ratio | 0.32 | 0.62 |
| Profit Factor | 1.26 | 1.03 |
| Common Sense Ratio | inf | 1.01 |
| CPC Index | 0.39 | 0.32 |
| Tail Ratio | inf | 0.98 |
| Outlier Win Ratio | 63.14 | 2.22 |
| Outlier Loss Ratio | 1.02 | 2.38 |
| Volatility (ann.) | 5.31% | 10.39% |
| R^2 | 0.01 | 0.01 |
| Calmar | 2.09 | 0.97 |
| Skew | -7.92 | -0.1 |
| Kurtosis | 320.6 | 12.47 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 1.41% | 2.0% |
| Expected Yearly % | 8.79% | 12.61% |
| Kelly Criterion | 80.15% | -29.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -0.89% |
| Expected Shortfall (cVaR) | -0.45% | -0.89% |
| Year | BTCUSD | btcusd_div_0.2_tpm:0.0175__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 12.61 | 8.79 | 0.70 | - |
| Metric | btcusd_div_0.2_tpm:0.0175__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | 0.4% | 1.38% |
| 3M | 6.85% | 26.35% |
| 6M | 8.79% | 12.61% |
| YTD | 8.79% | 12.61% |
| 1Y | 8.79% | 12.61% |
| 3Y (ann.) | 20.49% | 30.05% |
| 5Y (ann.) | 20.49% | 30.05% |
| Metric | btcusd_div_0.2_tpm:0.0175__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -9.8% | -30.93% |
| Longest DD Days | 107.0 | 121.0 |
| Avg. Drawdown | -1.9% | -2.75% |
| Avg. Drawdown Days | 17.0 | 6.0 |
| Recovery Factor | 0.9 | 0.41 |
| Ulcer Index | 1.0 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-31 | 2025-05-18 | -9.80 | 107 |
| 2025-05-26 | 2025-06-15 | -4.93 | 19 |
| 2025-01-06 | 2025-01-06 | -0.08 | 0 |
| 2025-01-10 | 2025-01-14 | -0.08 | 3 |
| 2025-01-16 | 2025-01-17 | -0.08 | 1 |
| 2025-01-21 | 2025-01-21 | -0.07 | 0 |
| 2025-01-26 | 2025-01-30 | -0.07 | 4 |
| 2025-05-21 | 2025-05-22 | -0.07 | 0 |
| Metric | btcusd_div_0.2_tpm:0.0175__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 5.76% | 5.11% |
| Worst Day | -7.14% | -4.9% |
| Best Week | 4.12% | 12.13% |
| Worst Week | -5.32% | -12.33% |
| Best Month | 10.55% | 14.11% |
| Worst Month | -2.4% | -17.69% |
| Best Year | 8.79% | 12.61% |
| Worst Year | 8.79% | 12.61% |
| Avg. Up Day | 0.09% | 0.41% |
| Avg. Down Day | -0.29% | -0.66% |
| Avg. Up Week | 2.47% | 3.85% |
| Avg. Down Week | -2.38% | -3.65% |
| Avg. Up Month | 4.45% | 7.07% |
| Avg. Down Month | -2.1% | -9.89% |
| Win Days % | 95.14% | 50.47% |
| Win Month % | 50.0% | 66.67% |
| Win Week % | 56.0% | 60.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |