| Metric | d_btcusd_div_0.25_tpm:0.0125__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 68.0% | 100.0% |
| Cumulative Return | 13.1% | 12.37% |
| Max Drawdown | -10.66% | -27.83% |
| Sharpe | 1.34 | 0.77 |
| Sortino | 1.67 | 1.14 |
| Payoff Ratio | 3.24 | 1.48 |
| Profit Factor | 1.4 | 1.12 |
| Common Sense Ratio | 3.04 | 1.13 |
| CPC Index | 1.18 | 0.87 |
| Tail Ratio | 2.18 | 1.01 |
| Outlier Win Ratio | 8.01 | 2.55 |
| Outlier Loss Ratio | 12.88 | 2.99 |
| Volatility (ann.) | 22.27% | 48.13% |
| R^2 | 0.06 | 0.06 |
| Calmar | 2.96 | 1.06 |
| Skew | -2.56 | 0.1 |
| Kurtosis | 13.23 | 1.39 |
| Expected Daily % | 0.07% | 0.07% |
| Expected Monthly % | 2.07% | 1.96% |
| Expected Yearly % | 13.1% | 12.37% |
| Kelly Criterion | 3.3% | 20.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.84% | -4.04% |
| Expected Shortfall (cVaR) | -1.84% | -4.04% |
| Year | BTCUSD | d_btcusd_div_0.25_tpm:0.0125__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 12.37 | 13.10 | 1.06 | + |
| Metric | d_btcusd_div_0.25_tpm:0.0125__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | 0.02% | 1.79% |
| 3M | 11.65% | 26.91% |
| 6M | 13.1% | 12.37% |
| YTD | 13.1% | 12.37% |
| 1Y | 13.1% | 12.37% |
| 3Y (ann.) | 31.53% | 29.63% |
| 5Y (ann.) | 31.53% | 29.63% |
| Metric | d_btcusd_div_0.25_tpm:0.0125__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -10.66% | -27.83% |
| Longest DD Days | 111.0 | 118.0 |
| Avg. Drawdown | -1.52% | -10.09% |
| Avg. Drawdown Days | 15.0 | 31.0 |
| Recovery Factor | 1.23 | 0.44 |
| Ulcer Index | 1.07 | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-23 | 2025-05-14 | -10.66 | 111 |
| 2025-05-28 | 2025-06-07 | -2.64 | 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 |
| 2025-05-15 | 2025-05-19 | -0.07 | 4 |
| 2025-05-23 | 2025-05-27 | -0.07 | 4 |
| 2025-06-08 | 2025-06-14 | -0.07 | 6 |
| 2025-05-20 | 2025-05-22 | -0.00 | 2 |
| Metric | d_btcusd_div_0.25_tpm:0.0125__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 2.61% | 8.51% |
| Worst Day | -7.28% | -7.85% |
| Best Week | 3.34% | 10.83% |
| Worst Week | -7.35% | -14.34% |
| Best Month | 11.77% | 15.86% |
| Worst Month | -5.73% | -19.77% |
| Best Year | 13.1% | 12.37% |
| Worst Year | 13.1% | 12.37% |
| Avg. Up Day | 1.66% | 2.82% |
| Avg. Down Day | -0.51% | -1.91% |
| Avg. Up Week | 2.14% | 4.33% |
| Avg. Down Week | -3.86% | -6.99% |
| Avg. Up Month | 4.47% | 9.74% |
| Avg. Down Month | -5.73% | -19.77% |
| Win Days % | 26.13% | 52.44% |
| Win Month % | 83.33% | 66.67% |
| Win Week % | 70.83% | 68.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |