| Metric | d_btcusd_div_0.25_tpm:0.014__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 66.0% | 100.0% |
| Cumulative Return | 21.45% | 12.37% |
| Max Drawdown | -10.1% | -27.83% |
| Sharpe | 1.93 | 0.77 |
| Sortino | 2.64 | 1.14 |
| Payoff Ratio | 3.56 | 1.41 |
| Profit Factor | 1.63 | 1.12 |
| Common Sense Ratio | 4.24 | 1.13 |
| CPC Index | 1.55 | 0.83 |
| Tail Ratio | 2.61 | 1.01 |
| Outlier Win Ratio | 7.54 | 2.63 |
| Outlier Loss Ratio | 12.44 | 2.91 |
| Volatility (ann.) | 23.79% | 48.13% |
| R^2 | 0.1 | 0.1 |
| Calmar | 5.36 | 1.06 |
| Skew | -1.33 | 0.1 |
| Kurtosis | 12.1 | 1.39 |
| Expected Daily % | 0.12% | 0.07% |
| Expected Monthly % | 3.29% | 1.96% |
| Expected Yearly % | 21.45% | 12.37% |
| Kelly Criterion | 6.28% | 18.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.92% | -4.04% |
| Expected Shortfall (cVaR) | -1.92% | -4.04% |
| Year | BTCUSD | d_btcusd_div_0.25_tpm:0.014__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 12.37 | 21.45 | 1.73 | + |
| Metric | d_btcusd_div_0.25_tpm:0.014__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | 0.1% | 1.79% |
| 3M | 13.91% | 26.91% |
| 6M | 21.45% | 12.37% |
| YTD | 21.45% | 12.37% |
| 1Y | 21.45% | 12.37% |
| 3Y (ann.) | 54.12% | 29.63% |
| 5Y (ann.) | 54.12% | 29.63% |
| Metric | d_btcusd_div_0.25_tpm:0.014__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -10.1% | -27.83% |
| Longest DD Days | 43.0 | 118.0 |
| Avg. Drawdown | -1.78% | -10.09% |
| Avg. Drawdown Days | 10.0 | 31.0 |
| Recovery Factor | 2.12 | 0.44 |
| Ulcer Index | 1.05 | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-22 | 2025-03-20 | -10.10 | 26 |
| 2025-03-25 | 2025-05-07 | -6.54 | 43 |
| 2025-01-23 | 2025-02-21 | -5.63 | 29 |
| 2025-05-28 | 2025-06-07 | -2.46 | 10 |
| 2025-01-08 | 2025-01-15 | -1.47 | 7 |
| 2025-01-03 | 2025-01-07 | -0.08 | 4 |
| 2025-01-16 | 2025-01-18 | -0.08 | 2 |
| 2025-01-19 | 2025-01-22 | -0.08 | 3 |
| 2025-03-21 | 2025-03-24 | -0.07 | 3 |
| 2025-05-08 | 2025-05-11 | -0.07 | 3 |
| Metric | d_btcusd_div_0.25_tpm:0.014__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 6.01% | 8.51% |
| Worst Day | -7.22% | -7.85% |
| Best Week | 4.37% | 10.83% |
| Worst Week | -7.29% | -14.34% |
| Best Month | 10.88% | 15.86% |
| Worst Month | -5.54% | -19.77% |
| Best Year | 21.45% | 12.37% |
| Worst Year | 21.45% | 12.37% |
| Avg. Up Day | 1.93% | 2.82% |
| Avg. Down Day | -0.54% | -2.0% |
| Avg. Up Week | 2.32% | 4.15% |
| Avg. Down Week | -3.51% | -6.99% |
| Avg. Up Month | 4.93% | 9.74% |
| Avg. Down Month | -5.54% | -19.77% |
| Win Days % | 26.85% | 52.44% |
| Win Month % | 83.33% | 66.67% |
| Win Week % | 75.0% | 68.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |