| Metric | btcusd_div_0.5_tpm:0.025__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 38.7% | 275.77% |
| Max Drawdown | -23.23% | -32.34% |
| Sharpe | 0.17 | 0.36 |
| Sortino | 0.22 | 0.52 |
| Payoff Ratio | 0.36 | 1.8 |
| Profit Factor | 1.15 | 1.06 |
| Common Sense Ratio | inf | 1.09 |
| CPC Index | 0.34 | 0.97 |
| Tail Ratio | inf | 1.02 |
| Outlier Win Ratio | 46.96 | 2.7 |
| Outlier Loss Ratio | 1.52 | 2.43 |
| Volatility (ann.) | 5.53% | 10.37% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.91 | 3.63 |
| Skew | -6.14 | -0.02 |
| Kurtosis | 206.06 | 9.24 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 1.57% | 6.51% |
| Expected Yearly % | 11.52% | 55.47% |
| Kelly Criterion | 32.58% | 23.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -0.88% |
| Expected Shortfall (cVaR) | -0.47% | -0.88% |
| Year | BTCUSD | btcusd_div_0.5_tpm:0.025__tp__tep:0.75_ | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 51.15 | 19.29 | 0.38 | - |
| 2024 | 121.00 | 22.88 | 0.19 | - |
| 2025 | 12.49 | -5.37 | -0.43 | - |
| Metric | btcusd_div_0.5_tpm:0.025__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| MTD | -2.25% | 0.35% |
| 3M | 6.22% | 24.49% |
| 6M | -11.12% | 3.53% |
| YTD | -5.37% | 12.49% |
| 1Y | -4.32% | 59.1% |
| 3Y (ann.) | 21.17% | 117.46% |
| 5Y (ann.) | 21.17% | 117.46% |
| Metric | btcusd_div_0.5_tpm:0.025__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Max Drawdown | -23.23% | -32.34% |
| Longest DD Days | 246.0 | 236.0 |
| Avg. Drawdown | -2.42% | -2.34% |
| Avg. Drawdown Days | 17.0 | 5.0 |
| Recovery Factor | 1.67 | 8.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-15 | -23.23 | 180 |
| 2024-03-14 | 2024-11-15 | -18.91 | 246 |
| 2024-01-12 | 2024-02-14 | -12.20 | 33 |
| 2023-12-09 | 2024-01-08 | -6.49 | 30 |
| 2023-10-03 | 2023-10-20 | -5.87 | 16 |
| 2024-11-23 | 2024-12-16 | -4.48 | 22 |
| 2023-11-11 | 2023-11-16 | -4.19 | 5 |
| 2023-10-26 | 2023-11-02 | -2.11 | 7 |
| 2024-02-17 | 2024-02-26 | -1.74 | 9 |
| 2023-11-29 | 2023-12-01 | -0.62 | 2 |
| Metric | btcusd_div_0.5_tpm:0.025__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Best Day | 4.45% | 5.23% |
| Worst Day | -9.37% | -4.9% |
| Best Week | 9.39% | 23.06% |
| Worst Week | -9.8% | -12.33% |
| Best Month | 15.97% | 43.77% |
| Worst Month | -15.45% | -17.69% |
| Best Year | 22.88% | 121.0% |
| Worst Year | -5.37% | 12.49% |
| Avg. Up Day | 0.21% | 0.52% |
| Avg. Down Day | -0.6% | -0.29% |
| Avg. Up Week | 3.67% | 6.64% |
| Avg. Down Week | -3.44% | -3.56% |
| Avg. Up Month | 6.56% | 16.17% |
| Avg. Down Month | -7.35% | -8.97% |
| Win Days % | 82.14% | 51.07% |
| Win Month % | 61.9% | 71.43% |
| Win Week % | 54.35% | 55.43% |
| Win Quarter % | 71.43% | 71.43% |
| Win Year % | 66.67% | 100.0% |