| Metric | btcusd_div_0.5_tpm:0.025__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 17.94% | 13.15% |
| Max Drawdown | -19.21% | -30.93% |
| Sharpe | 0.25 | 0.16 |
| Sortino | 0.32 | 0.23 |
| Payoff Ratio | 0.55 | 1.35 |
| Profit Factor | 1.23 | 1.03 |
| Common Sense Ratio | inf | 1.01 |
| CPC Index | 0.53 | 0.7 |
| Tail Ratio | inf | 0.98 |
| Outlier Win Ratio | 41.88 | 3.21 |
| Outlier Loss Ratio | 1.18 | 2.39 |
| Volatility (ann.) | 7.13% | 10.37% |
| R^2 | 0.02 | 0.02 |
| Calmar | 2.28 | 1.01 |
| Skew | -5.2 | -0.1 |
| Kurtosis | 155.79 | 12.52 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 2.79% | 2.08% |
| Expected Yearly % | 17.94% | 13.15% |
| Kelly Criterion | 39.0% | 13.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -0.89% |
| Expected Shortfall (cVaR) | -0.61% | -0.89% |
| Year | BTCUSD | btcusd_div_0.5_tpm:0.025__tp__tep:0.75_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 13.15 | 17.94 | 1.36 | + |
| Metric | btcusd_div_0.5_tpm:0.025__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| MTD | 0.4% | 1.87% |
| 3M | 17.26% | 26.37% |
| 6M | 17.94% | 13.15% |
| YTD | 17.94% | 13.15% |
| 1Y | 17.94% | 13.15% |
| 3Y (ann.) | 43.74% | 31.21% |
| 5Y (ann.) | 43.74% | 31.21% |
| Metric | btcusd_div_0.5_tpm:0.025__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Max Drawdown | -19.21% | -30.93% |
| Longest DD Days | 107.0 | 121.0 |
| Avg. Drawdown | -3.68% | -2.75% |
| Avg. Drawdown Days | 15.0 | 6.0 |
| Recovery Factor | 0.93 | 0.43 |
| Ulcer Index | 1.0 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-31 | 2025-05-18 | -19.21 | 107 |
| 2025-01-07 | 2025-01-20 | -8.00 | 13 |
| 2025-05-23 | 2025-06-16 | -7.01 | 23 |
| 2025-01-25 | 2025-01-30 | -2.06 | 5 |
| 2025-01-20 | 2025-01-21 | -0.11 | 0 |
| 2025-05-19 | 2025-05-20 | -0.08 | 0 |
| 2025-01-03 | 2025-01-04 | -0.08 | 1 |
| 2025-01-05 | 2025-01-06 | -0.08 | 1 |
| 2025-01-23 | 2025-01-24 | -0.07 | 1 |
| 2025-05-21 | 2025-05-22 | -0.07 | 0 |
| Metric | btcusd_div_0.5_tpm:0.025__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Best Day | 4.98% | 5.11% |
| Worst Day | -7.14% | -4.9% |
| Best Week | 8.91% | 12.13% |
| Worst Week | -11.92% | -12.33% |
| Best Month | 15.93% | 14.11% |
| Worst Month | -16.02% | -17.69% |
| Best Year | 17.94% | 13.15% |
| Worst Year | 17.94% | 13.15% |
| Avg. Up Day | 0.38% | 0.53% |
| Avg. Down Day | -0.69% | -0.39% |
| Avg. Up Week | 5.18% | 4.42% |
| Avg. Down Week | -4.62% | -4.75% |
| Avg. Up Month | 8.98% | 8.95% |
| Avg. Down Month | -16.02% | -17.69% |
| Win Days % | 78.3% | 50.49% |
| Win Month % | 83.33% | 66.67% |
| Win Week % | 52.0% | 64.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |