| Metric | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 91.0% | 100.0% |
| Cumulative Return | 25.44% | 14.99% |
| Max Drawdown | -6.04% | -28.06% |
| Sharpe | 3.36 | 0.84 |
| Sortino | 5.1 | 1.27 |
| Payoff Ratio | 0.84 | 1.2 |
| Profit Factor | 2.19 | 1.13 |
| Common Sense Ratio | 22.33 | 1.34 |
| CPC Index | 1.42 | 0.71 |
| Tail Ratio | 10.19 | 1.18 |
| Outlier Win Ratio | 15.13 | 2.6 |
| Outlier Loss Ratio | 8.4 | 2.56 |
| Volatility (ann.) | 14.23% | 47.86% |
| R^2 | 0.14 | 0.14 |
| Calmar | 9.93 | 1.2 |
| Skew | -0.85 | 0.3 |
| Kurtosis | 6.24 | 2.21 |
| Expected Daily % | 0.13% | 0.08% |
| Expected Monthly % | 3.85% | 2.35% |
| Expected Yearly % | 25.44% | 14.99% |
| Kelly Criterion | 49.67% | 12.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.09% | -4.01% |
| Expected Shortfall (cVaR) | -1.09% | -4.01% |
| Year | BTCUSD | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 14.99 | 25.44 | 1.70 | + |
| Metric | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | -1.64% | 3.13% |
| 3M | 11.66% | 22.83% |
| 6M | 25.44% | 14.99% |
| YTD | 25.44% | 14.99% |
| 1Y | 25.44% | 14.99% |
| 3Y (ann.) | 60.01% | 33.59% |
| 5Y (ann.) | 60.01% | 33.59% |
| Metric | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -6.04% | -28.06% |
| Longest DD Days | 27.0 | 116.0 |
| Avg. Drawdown | -0.72% | -10.3% |
| Avg. Drawdown Days | 4.0 | 32.0 |
| Recovery Factor | 4.21 | 0.53 |
| Ulcer Index | 1.01 | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-26 | 2025-03-20 | -6.04 | 22 |
| 2025-03-30 | 2025-04-08 | -2.74 | 9 |
| 2025-05-30 | 2025-06-26 | -2.70 | 27 |
| 2025-02-06 | 2025-02-11 | -1.86 | 5 |
| 2025-01-25 | 2025-01-30 | -1.83 | 5 |
| 2025-01-13 | 2025-01-15 | -0.48 | 2 |
| 2025-01-05 | 2025-01-07 | -0.08 | 2 |
| 2025-01-09 | 2025-01-11 | -0.08 | 2 |
| 2025-01-17 | 2025-01-18 | -0.08 | 1 |
| 2025-01-21 | 2025-01-22 | -0.08 | 1 |
| Metric | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 1.91% | 9.73% |
| Worst Day | -3.58% | -8.76% |
| Best Week | 3.69% | 10.56% |
| Worst Week | -3.52% | -13.98% |
| Best Month | 8.44% | 14.33% |
| Worst Month | -1.64% | -19.19% |
| Best Year | 25.44% | 14.99% |
| Worst Year | 25.44% | 14.99% |
| Avg. Up Day | 0.5% | 2.02% |
| Avg. Down Day | -0.6% | -1.69% |
| Avg. Up Week | 1.53% | 4.34% |
| Avg. Down Week | -2.09% | -5.83% |
| Avg. Up Month | 7.92% | 12.33% |
| Avg. Down Month | -0.73% | -19.19% |
| Win Days % | 77.02% | 52.27% |
| Win Month % | 66.67% | 66.67% |
| Win Week % | 84.62% | 65.38% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |