| Metric | d_btcusd_div_0.25_tpm:0.0175__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 61.0% | 100.0% |
| Cumulative Return | 23.73% | 12.37% |
| Max Drawdown | -9.9% | -27.83% |
| Sharpe | 2.13 | 0.77 |
| Sortino | 3.04 | 1.14 |
| Payoff Ratio | 3.62 | 1.39 |
| Profit Factor | 1.72 | 1.12 |
| Common Sense Ratio | 4.94 | 1.13 |
| CPC Index | 1.62 | 0.82 |
| Tail Ratio | 2.87 | 1.01 |
| Outlier Win Ratio | 7.93 | 2.62 |
| Outlier Loss Ratio | 11.98 | 2.84 |
| Volatility (ann.) | 23.46% | 48.13% |
| R^2 | 0.1 | 0.1 |
| Calmar | 6.13 | 1.06 |
| Skew | -1.05 | 0.1 |
| Kurtosis | 11.22 | 1.39 |
| Expected Daily % | 0.13% | 0.07% |
| Expected Monthly % | 3.61% | 1.96% |
| Expected Yearly % | 23.73% | 12.37% |
| Kelly Criterion | 5.58% | 18.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.88% | -4.04% |
| Expected Shortfall (cVaR) | -1.88% | -4.04% |
| Year | BTCUSD | d_btcusd_div_0.25_tpm:0.0175__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 12.37 | 23.73 | 1.92 | + |
| Metric | d_btcusd_div_0.25_tpm:0.0175__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | -2.51% | 1.79% |
| 3M | 12.63% | 26.91% |
| 6M | 23.73% | 12.37% |
| YTD | 23.73% | 12.37% |
| 1Y | 23.73% | 12.37% |
| 3Y (ann.) | 60.63% | 29.63% |
| 5Y (ann.) | 60.63% | 29.63% |
| Metric | d_btcusd_div_0.25_tpm:0.0175__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -9.9% | -27.83% |
| Longest DD Days | 38.0 | 118.0 |
| Avg. Drawdown | -1.69% | -10.09% |
| Avg. Drawdown Days | 10.0 | 31.0 |
| Recovery Factor | 2.4 | 0.44 |
| Ulcer Index | 1.04 | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-22 | 2025-03-15 | -9.90 | 21 |
| 2025-01-23 | 2025-02-21 | -5.57 | 29 |
| 2025-03-25 | 2025-05-02 | -5.27 | 38 |
| 2025-05-30 | 2025-06-14 | -2.57 | 15 |
| 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 |
| 2025-03-16 | 2025-03-20 | -0.07 | 4 |
| 2025-03-21 | 2025-03-24 | -0.07 | 3 |
| Metric | d_btcusd_div_0.25_tpm:0.0175__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 5.88% | 8.51% |
| Worst Day | -7.07% | -7.85% |
| Best Week | 4.76% | 10.83% |
| Worst Week | -7.14% | -14.34% |
| Best Month | 10.25% | 15.86% |
| Worst Month | -4.47% | -19.77% |
| Best Year | 23.73% | 12.37% |
| Worst Year | 23.73% | 12.37% |
| Avg. Up Day | 2.1% | 2.9% |
| Avg. Down Day | -0.58% | -2.08% |
| Avg. Up Week | 2.55% | 4.31% |
| Avg. Down Week | -3.4% | -6.99% |
| Avg. Up Month | 7.17% | 12.39% |
| Avg. Down Month | -4.47% | -19.77% |
| Win Days % | 26.0% | 52.44% |
| Win Month % | 66.67% | 66.67% |
| Win Week % | 70.83% | 68.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |