| Metric | d_btcusd_div_0.5_tpm:0.025__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Time in Market | 62.0% | 100.0% |
| Cumulative Return | 17.14% | 11.93% |
| Max Drawdown | -17.15% | -27.83% |
| Sharpe | 1.17 | 0.75 |
| Sortino | 1.56 | 1.1 |
| Payoff Ratio | 0.82 | 1.46 |
| Profit Factor | 1.24 | 1.12 |
| Common Sense Ratio | 1.0 | 1.12 |
| CPC Index | 0.59 | 0.85 |
| Tail Ratio | 0.81 | 1.0 |
| Outlier Win Ratio | 6.83 | 2.97 |
| Outlier Loss Ratio | 3.5 | 3.64 |
| Volatility (ann.) | 34.8% | 47.84% |
| R^2 | 0.21 | 0.21 |
| Calmar | 2.43 | 1.01 |
| Skew | -1.07 | 0.11 |
| Kurtosis | 3.88 | 1.44 |
| Expected Daily % | 0.09% | 0.07% |
| Expected Monthly % | 2.67% | 1.9% |
| Expected Yearly % | 17.14% | 11.93% |
| Kelly Criterion | 7.33% | 18.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.88% | -4.02% |
| Expected Shortfall (cVaR) | -2.88% | -4.02% |
| Year | BTCUSD | d_btcusd_div_0.5_tpm:0.025__tp__tep:0.75_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 11.93 | 17.14 | 1.44 | + |
| Metric | d_btcusd_div_0.5_tpm:0.025__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| MTD | -3.4% | 1.39% |
| 3M | 16.95% | 25.09% |
| 6M | 17.14% | 11.93% |
| YTD | 17.14% | 11.93% |
| 1Y | 17.14% | 11.93% |
| 3Y (ann.) | 41.6% | 28.12% |
| 5Y (ann.) | 41.6% | 28.12% |
| Metric | d_btcusd_div_0.5_tpm:0.025__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Max Drawdown | -17.15% | -27.83% |
| Longest DD Days | 106.0 | 118.0 |
| Avg. Drawdown | -5.68% | -10.09% |
| Avg. Drawdown Days | 24.0 | 31.0 |
| Recovery Factor | 1.0 | 0.43 |
| Ulcer Index | 1.06 | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-02 | 2025-05-19 | -17.15 | 106 |
| 2025-01-09 | 2025-01-21 | -7.93 | 12 |
| 2025-05-24 | 2025-06-16 | -6.96 | 23 |
| 2025-01-27 | 2025-01-30 | -1.99 | 3 |
| 2025-05-20 | 2025-05-21 | -0.08 | 1 |
| 2025-05-22 | 2025-05-23 | -0.00 | 1 |
| Metric | d_btcusd_div_0.5_tpm:0.025__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Best Day | 5.36% | 8.51% |
| Worst Day | -7.21% | -7.85% |
| Best Week | 11.57% | 10.83% |
| Worst Week | -10.01% | -14.34% |
| Best Month | 15.93% | 15.86% |
| Worst Month | -16.02% | -19.77% |
| Best Year | 17.14% | 11.93% |
| Worst Year | 17.14% | 11.93% |
| Avg. Up Day | 1.91% | 2.54% |
| Avg. Down Day | -2.33% | -1.74% |
| Avg. Up Week | 4.44% | 4.43% |
| Avg. Down Week | -5.13% | -6.43% |
| Avg. Up Month | 12.99% | 12.39% |
| Avg. Down Month | -16.02% | -19.77% |
| Win Days % | 58.25% | 51.81% |
| Win Month % | 66.67% | 66.67% |
| Win Week % | 56.0% | 68.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |