| Metric | d_btcusd_div_0.25_tpm:0.0185__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 58.0% | 100.0% |
| Cumulative Return | 18.13% | 12.37% |
| Max Drawdown | -12.8% | -27.83% |
| Sharpe | 1.63 | 0.77 |
| Sortino | 2.31 | 1.14 |
| Payoff Ratio | 3.39 | 1.41 |
| Profit Factor | 1.51 | 1.12 |
| Common Sense Ratio | 2.5 | 1.13 |
| CPC Index | 1.29 | 0.83 |
| Tail Ratio | 1.66 | 1.01 |
| Outlier Win Ratio | 8.35 | 2.65 |
| Outlier Loss Ratio | 10.2 | 2.85 |
| Volatility (ann.) | 24.48% | 48.13% |
| R^2 | 0.1 | 0.1 |
| Calmar | 3.51 | 1.06 |
| Skew | -0.94 | 0.1 |
| Kurtosis | 10.95 | 1.39 |
| Expected Daily % | 0.1% | 0.07% |
| Expected Monthly % | 2.82% | 1.96% |
| Expected Yearly % | 18.13% | 12.37% |
| Kelly Criterion | 3.19% | 18.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.0% | -4.04% |
| Expected Shortfall (cVaR) | -2.0% | -4.04% |
| Year | BTCUSD | d_btcusd_div_0.25_tpm:0.0185__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 12.37 | 18.13 | 1.47 | + |
| Metric | d_btcusd_div_0.25_tpm:0.0185__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | -2.45% | 1.79% |
| 3M | 12.06% | 26.91% |
| 6M | 18.13% | 12.37% |
| YTD | 18.13% | 12.37% |
| 1Y | 18.13% | 12.37% |
| 3Y (ann.) | 44.88% | 29.63% |
| 5Y (ann.) | 44.88% | 29.63% |
| Metric | d_btcusd_div_0.25_tpm:0.0185__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -12.8% | -27.83% |
| Longest DD Days | 56.0 | 118.0 |
| Avg. Drawdown | -2.08% | -10.09% |
| Avg. Drawdown Days | 12.0 | 31.0 |
| Recovery Factor | 1.42 | 0.44 |
| Ulcer Index | 1.05 | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-23 | 2025-03-20 | -12.80 | 56 |
| 2025-03-25 | 2025-05-02 | -5.46 | 38 |
| 2025-05-23 | 2025-06-14 | -4.78 | 22 |
| 2025-01-08 | 2025-01-15 | -1.46 | 7 |
| 2025-01-04 | 2025-01-07 | -0.08 | 3 |
| 2025-01-16 | 2025-01-18 | -0.08 | 2 |
| 2025-01-19 | 2025-01-22 | -0.07 | 3 |
| 2025-03-21 | 2025-03-24 | -0.07 | 3 |
| 2025-05-03 | 2025-05-07 | -0.07 | 4 |
| 2025-05-08 | 2025-05-14 | -0.07 | 6 |
| Metric | d_btcusd_div_0.25_tpm:0.0185__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 6.15% | 8.51% |
| Worst Day | -7.37% | -7.85% |
| Best Week | 4.98% | 10.83% |
| Worst Week | -7.44% | -14.34% |
| Best Month | 8.74% | 15.86% |
| Worst Month | -8.6% | -19.77% |
| Best Year | 18.13% | 12.37% |
| Worst Year | 18.13% | 12.37% |
| Avg. Up Day | 2.24% | 3.02% |
| Avg. Down Day | -0.66% | -2.14% |
| Avg. Up Week | 2.57% | 4.62% |
| Avg. Down Week | -2.98% | -6.83% |
| Avg. Up Month | 6.82% | 12.39% |
| Avg. Down Month | -8.6% | -19.77% |
| Win Days % | 25.26% | 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% |