| Metric | d_btcusd_div_0.5_tpm:0.025__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Time in Market | 65.0% | 100.0% |
| Cumulative Return | 43.36% | 292.1% |
| Max Drawdown | -34.21% | -27.95% |
| Sharpe | 0.91 | 1.86 |
| Sortino | 1.2 | 2.96 |
| Payoff Ratio | 0.94 | 1.34 |
| Profit Factor | 1.18 | 1.31 |
| Common Sense Ratio | 0.98 | 1.54 |
| CPC Index | 0.68 | 0.93 |
| Tail Ratio | 0.83 | 1.17 |
| Outlier Win Ratio | 9.26 | 2.7 |
| Outlier Loss Ratio | 3.67 | 3.19 |
| Volatility (ann.) | 27.38% | 49.79% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.69 | 4.4 |
| Skew | -1.06 | 0.36 |
| Kurtosis | 4.0 | 1.69 |
| Expected Daily % | 0.06% | 0.22% |
| Expected Monthly % | 1.73% | 6.72% |
| Expected Yearly % | 12.76% | 57.69% |
| Kelly Criterion | 20.63% | 17.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.29% | -4.03% |
| Expected Shortfall (cVaR) | -2.29% | -4.03% |
| Year | BTCUSD | d_btcusd_div_0.5_tpm:0.025__tp__tep:0.75_ | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 56.86 | 19.35 | 0.34 | - |
| 2024 | 117.93 | 17.67 | 0.15 | - |
| 2025 | 14.70 | 2.08 | 0.14 | - |
| Metric | d_btcusd_div_0.5_tpm:0.025__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| MTD | -2.22% | 1.79% |
| 3M | 10.95% | 26.91% |
| 6M | -1.82% | 4.96% |
| YTD | 2.08% | 14.7% |
| 1Y | -5.77% | 54.99% |
| 3Y (ann.) | 23.54% | 122.96% |
| 5Y (ann.) | 23.54% | 122.96% |
| Metric | d_btcusd_div_0.5_tpm:0.025__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Max Drawdown | -34.21% | -27.95% |
| Longest DD Days | 425.0 | 237.0 |
| Avg. Drawdown | -5.19% | -5.42% |
| Avg. Drawdown Days | 37.0 | 21.0 |
| Recovery Factor | 1.27 | 10.45 |
| Ulcer Index | 1.05 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-15 | 2025-06-14 | -34.21 | 425 |
| 2024-01-13 | 2024-02-10 | -6.81 | 28 |
| 2023-11-18 | 2023-12-02 | -4.97 | 14 |
| 2023-10-09 | 2023-10-21 | -4.68 | 12 |
| 2023-12-24 | 2024-01-12 | -4.66 | 19 |
| 2023-12-12 | 2023-12-21 | -4.61 | 9 |
| 2024-03-30 | 2024-04-13 | -3.78 | 14 |
| 2024-03-22 | 2024-03-26 | -2.99 | 4 |
| 2024-02-18 | 2024-02-27 | -2.55 | 9 |
| 2024-03-07 | 2024-03-12 | -2.46 | 5 |
| Metric | d_btcusd_div_0.5_tpm:0.025__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Best Day | 4.04% | 11.25% |
| Worst Day | -6.88% | -7.85% |
| Best Week | 10.79% | 19.61% |
| Worst Week | -9.71% | -14.34% |
| Best Month | 16.15% | 43.01% |
| Worst Month | -16.52% | -19.77% |
| Best Year | 19.35% | 117.93% |
| Worst Year | 2.08% | 14.7% |
| Avg. Up Day | 1.41% | 2.73% |
| Avg. Down Day | -1.5% | -2.05% |
| Avg. Up Week | 3.36% | 6.41% |
| Avg. Down Week | -3.51% | -4.8% |
| Avg. Up Month | 8.04% | 16.86% |
| Avg. Down Month | -9.66% | -10.43% |
| Win Days % | 61.5% | 53.05% |
| Win Month % | 61.9% | 71.43% |
| Win Week % | 54.95% | 60.87% |
| Win Quarter % | 57.14% | 71.43% |
| Win Year % | 100.0% | 100.0% |