| Metric | btcusd_div_0.25_tpm:0.0125__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 9.4% | 11.82% |
| Max Drawdown | -11.4% | -30.93% |
| Sharpe | 0.2 | 0.15 |
| Sortino | 0.24 | 0.21 |
| Payoff Ratio | 49.66 | 2.52 |
| Profit Factor | 1.26 | 1.02 |
| Common Sense Ratio | 0.0 | 1.01 |
| CPC Index | 2.11 | 1.31 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 42.66 | 2.22 |
| Outlier Loss Ratio | 26.28 | 2.38 |
| Volatility (ann.) | 4.8% | 10.42% |
| R^2 | 0.01 | 0.01 |
| Calmar | 1.94 | 0.91 |
| Skew | -11.77 | -0.1 |
| Kurtosis | 341.49 | 12.41 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 1.51% | 1.88% |
| Expected Yearly % | 9.4% | 11.82% |
| Kelly Criterion | 1.42% | 30.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.41% | -0.89% |
| Expected Shortfall (cVaR) | -0.41% | -0.89% |
| Year | BTCUSD | btcusd_div_0.25_tpm:0.0125__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 11.82 | 9.40 | 0.80 | - |
| Metric | btcusd_div_0.25_tpm:0.0125__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | -3.25% | 0.67% |
| 3M | 8.0% | 29.93% |
| 6M | 9.4% | 11.82% |
| YTD | 9.4% | 11.82% |
| 1Y | 9.4% | 11.82% |
| 3Y (ann.) | 22.14% | 28.22% |
| 5Y (ann.) | 22.14% | 28.22% |
| Metric | btcusd_div_0.25_tpm:0.0125__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -11.4% | -30.93% |
| Longest DD Days | 112.0 | 121.0 |
| Avg. Drawdown | -1.75% | -2.75% |
| Avg. Drawdown Days | 14.0 | 6.0 |
| Recovery Factor | 0.82 | 0.38 |
| Ulcer Index | 1.0 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-21 | 2025-05-13 | -11.40 | 112 |
| 2025-06-06 | 2025-06-14 | -3.34 | 7 |
| 2025-05-26 | 2025-06-06 | -2.64 | 11 |
| 2025-01-09 | 2025-01-14 | -1.47 | 5 |
| 2025-01-02 | 2025-01-06 | -0.08 | 4 |
| 2025-01-14 | 2025-01-17 | -0.08 | 2 |
| 2025-01-17 | 2025-01-21 | -0.08 | 4 |
| 2025-05-13 | 2025-05-18 | -0.07 | 4 |
| 2025-05-18 | 2025-05-21 | -0.07 | 3 |
| 2025-05-22 | 2025-05-26 | -0.07 | 4 |
| Metric | btcusd_div_0.25_tpm:0.0125__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 2.61% | 5.11% |
| Worst Day | -7.2% | -4.9% |
| Best Week | 3.23% | 12.13% |
| Worst Week | -7.35% | -12.33% |
| Best Month | 11.77% | 14.11% |
| Worst Month | -5.73% | -17.69% |
| Best Year | 9.4% | 11.82% |
| Worst Year | 9.4% | 11.82% |
| Avg. Up Day | 1.34% | 0.81% |
| Avg. Down Day | -0.03% | -0.32% |
| Avg. Up Week | 2.02% | 3.46% |
| Avg. Down Week | -3.65% | -3.72% |
| Avg. Up Month | 5.95% | 11.31% |
| Avg. Down Month | -5.73% | -17.69% |
| Win Days % | 3.36% | 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% |