| Metric | btcusd_div_0.25_tpm:0.017__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 18.46% | 11.82% |
| Max Drawdown | -9.9% | -30.93% |
| Sharpe | 0.33 | 0.15 |
| Sortino | 0.46 | 0.21 |
| Payoff Ratio | 58.98 | 2.65 |
| Profit Factor | 1.47 | 1.02 |
| Common Sense Ratio | 0.0 | 1.01 |
| CPC Index | 3.11 | 1.37 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 39.28 | 2.22 |
| Outlier Loss Ratio | 22.36 | 2.37 |
| Volatility (ann.) | 5.13% | 10.42% |
| R^2 | 0.01 | 0.01 |
| Calmar | 4.63 | 0.91 |
| Skew | -4.71 | -0.1 |
| Kurtosis | 278.19 | 12.41 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 2.86% | 1.88% |
| Expected Yearly % | 18.46% | 11.82% |
| Kelly Criterion | 1.95% | 31.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.44% | -0.89% |
| Expected Shortfall (cVaR) | -0.44% | -0.89% |
| Year | BTCUSD | btcusd_div_0.25_tpm:0.017__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 11.82 | 18.46 | 1.56 | + |
| Metric | btcusd_div_0.25_tpm:0.017__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | -5.49% | 0.67% |
| 3M | 7.83% | 29.93% |
| 6M | 18.46% | 11.82% |
| YTD | 18.46% | 11.82% |
| 1Y | 18.46% | 11.82% |
| 3Y (ann.) | 45.79% | 28.22% |
| 5Y (ann.) | 45.79% | 28.22% |
| Metric | btcusd_div_0.25_tpm:0.017__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -9.9% | -30.93% |
| Longest DD Days | 38.0 | 121.0 |
| Avg. Drawdown | -1.84% | -2.75% |
| Avg. Drawdown Days | 9.0 | 6.0 |
| Recovery Factor | 1.87 | 0.38 |
| Ulcer Index | 1.0 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-20 | 2025-03-14 | -9.90 | 21 |
| 2025-03-24 | 2025-05-01 | -7.67 | 38 |
| 2025-01-21 | 2025-02-20 | -5.57 | 30 |
| 2025-05-29 | 2025-06-14 | -5.55 | 15 |
| 2025-01-09 | 2025-01-14 | -1.46 | 5 |
| 2025-05-06 | 2025-05-13 | -0.45 | 6 |
| 2025-01-02 | 2025-01-06 | -0.08 | 4 |
| 2025-01-14 | 2025-01-17 | -0.08 | 2 |
| 2025-01-17 | 2025-01-21 | -0.07 | 4 |
| 2025-03-14 | 2025-03-19 | -0.07 | 5 |
| Metric | btcusd_div_0.25_tpm:0.017__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 5.88% | 5.11% |
| Worst Day | -7.0% | -4.9% |
| Best Week | 4.76% | 12.13% |
| Worst Week | -7.14% | -12.33% |
| Best Month | 10.37% | 14.11% |
| Worst Month | -5.49% | -17.69% |
| Best Year | 18.46% | 11.82% |
| Worst Year | 18.46% | 11.82% |
| Avg. Up Day | 1.74% | 0.85% |
| Avg. Down Day | -0.03% | -0.32% |
| Avg. Up Week | 2.49% | 3.68% |
| Avg. Down Week | -3.05% | -3.72% |
| Avg. Up Month | 6.93% | 11.31% |
| Avg. Down Month | -4.47% | -17.69% |
| Win Days % | 3.58% | 50.44% |
| Win Month % | 66.67% | 66.67% |
| Win Week % | 64.0% | 60.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |