| Metric | d_btcusd_div_0.5_tpm:0.025__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Time in Market | 65.0% | 100.0% |
| Cumulative Return | 38.76% | 278.21% |
| Max Drawdown | -23.2% | -27.95% |
| Sharpe | 0.88 | 1.82 |
| Sortino | 1.2 | 2.89 |
| Payoff Ratio | 0.87 | 1.62 |
| Profit Factor | 1.18 | 1.3 |
| Common Sense Ratio | 1.15 | 1.53 |
| CPC Index | 0.61 | 1.11 |
| Tail Ratio | 0.98 | 1.17 |
| Outlier Win Ratio | 9.5 | 2.62 |
| Outlier Loss Ratio | 4.04 | 3.1 |
| Volatility (ann.) | 25.47% | 49.73% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.91 | 4.23 |
| Skew | -0.87 | 0.36 |
| Kurtosis | 4.23 | 1.71 |
| Expected Daily % | 0.05% | 0.21% |
| Expected Monthly % | 1.57% | 6.54% |
| Expected Yearly % | 11.54% | 55.8% |
| Kelly Criterion | 12.42% | 23.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.13% | -4.03% |
| Expected Shortfall (cVaR) | -2.13% | -4.03% |
| Year | BTCUSD | d_btcusd_div_0.5_tpm:0.025__tp__tep:0.75_ | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 51.54 | 19.29 | 0.37 | - |
| 2024 | 117.93 | 23.31 | 0.20 | - |
| 2025 | 14.53 | -5.67 | -0.39 | - |
| Metric | d_btcusd_div_0.5_tpm:0.025__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| MTD | -2.21% | 1.63% |
| 3M | 7.33% | 29.76% |
| 6M | -11.09% | 5.58% |
| YTD | -5.67% | 14.53% |
| 1Y | -4.45% | 58.45% |
| 3Y (ann.) | 21.2% | 118.29% |
| 5Y (ann.) | 21.2% | 118.29% |
| Metric | d_btcusd_div_0.5_tpm:0.025__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Max Drawdown | -23.2% | -27.95% |
| Longest DD Days | 244.0 | 237.0 |
| Avg. Drawdown | -5.15% | -5.42% |
| Avg. Drawdown Days | 37.0 | 21.0 |
| Recovery Factor | 1.67 | 9.95 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-20 | 2025-06-15 | -23.20 | 177 |
| 2024-03-17 | 2024-11-16 | -17.24 | 244 |
| 2024-01-14 | 2024-02-15 | -12.15 | 32 |
| 2023-12-11 | 2024-01-09 | -6.43 | 29 |
| 2023-10-04 | 2023-10-21 | -5.87 | 17 |
| 2023-11-13 | 2023-11-17 | -4.12 | 4 |
| 2024-11-26 | 2024-12-16 | -3.09 | 20 |
| 2023-10-28 | 2023-11-03 | -2.04 | 6 |
| 2024-02-19 | 2024-02-27 | -1.68 | 8 |
| 2023-12-01 | 2023-12-02 | -0.55 | 1 |
| Metric | d_btcusd_div_0.5_tpm:0.025__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Best Day | 4.74% | 11.25% |
| Worst Day | -7.62% | -7.85% |
| Best Week | 9.65% | 19.61% |
| Worst Week | -9.82% | -14.34% |
| Best Month | 14.42% | 43.01% |
| Worst Month | -15.45% | -19.77% |
| Best Year | 23.31% | 117.93% |
| Worst Year | -5.67% | 14.53% |
| Avg. Up Day | 1.31% | 2.69% |
| Avg. Down Day | -1.51% | -1.66% |
| Avg. Up Week | 3.43% | 6.29% |
| Avg. Down Week | -3.57% | -4.85% |
| Avg. Up Month | 5.98% | 15.21% |
| Avg. Down Month | -7.15% | -9.5% |
| Win Days % | 59.25% | 52.89% |
| Win Month % | 66.67% | 71.43% |
| Win Week % | 56.52% | 59.78% |
| Win Quarter % | 71.43% | 71.43% |
| Win Year % | 66.67% | 100.0% |