| Metric | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 80.0% | 100.0% |
| Cumulative Return | -9.57% | 13.34% |
| Max Drawdown | -24.57% | -28.06% |
| Sharpe | -0.55 | 0.78 |
| Sortino | -0.61 | 1.18 |
| Payoff Ratio | 0.26 | 1.48 |
| Profit Factor | 0.84 | 1.12 |
| Common Sense Ratio | 1.44 | 1.32 |
| CPC Index | 0.16 | 0.86 |
| Tail Ratio | 1.71 | 1.18 |
| Outlier Win Ratio | 16.1 | 2.65 |
| Outlier Loss Ratio | 4.47 | 3.69 |
| Volatility (ann.) | 29.3% | 47.84% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.77 | 1.06 |
| Skew | -5.18 | 0.31 |
| Kurtosis | 36.55 | 2.22 |
| Expected Daily % | -0.06% | 0.07% |
| Expected Monthly % | -1.66% | 2.11% |
| Expected Yearly % | -9.57% | 13.34% |
| Kelly Criterion | -21.09% | 19.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.57% | -4.02% |
| Expected Shortfall (cVaR) | -2.57% | -4.02% |
| Year | BTCUSD | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 13.34 | -9.57 | -0.72 | - |
| Metric | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | -3.61% | 2.74% |
| 3M | 0.65% | 22.4% |
| 6M | -9.57% | 13.34% |
| YTD | -9.57% | 13.34% |
| 1Y | -9.57% | 13.34% |
| 3Y (ann.) | -18.84% | 29.66% |
| 5Y (ann.) | -18.84% | 29.66% |
| Metric | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -24.57% | -28.06% |
| Longest DD Days | 128.0 | 116.0 |
| Avg. Drawdown | -2.65% | -10.3% |
| Avg. Drawdown Days | 14.0 | 33.0 |
| Recovery Factor | -0.39 | 0.48 |
| Ulcer Index | 1.26 | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-19 | 2025-06-27 | -24.57 | 128 |
| 2025-01-26 | 2025-01-31 | -1.34 | 5 |
| 2025-01-06 | 2025-01-07 | -0.08 | 1 |
| 2025-01-10 | 2025-01-11 | -0.08 | 1 |
| 2025-01-14 | 2025-01-15 | -0.08 | 1 |
| 2025-01-18 | 2025-01-20 | -0.07 | 2 |
| 2025-01-22 | 2025-01-25 | -0.07 | 3 |
| 2025-02-03 | 2025-02-04 | -0.07 | 1 |
| 2025-02-07 | 2025-02-08 | -0.07 | 1 |
| 2025-02-11 | 2025-02-13 | -0.07 | 2 |
| Metric | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 2.34% | 9.73% |
| Worst Day | -11.8% | -8.76% |
| Best Week | 3.63% | 10.56% |
| Worst Week | -10.19% | -13.98% |
| Best Month | 8.84% | 14.33% |
| Worst Month | -14.64% | -19.19% |
| Best Year | -9.57% | 13.34% |
| Worst Year | -9.57% | 13.34% |
| Avg. Up Day | 0.61% | 1.87% |
| Avg. Down Day | -2.36% | -1.26% |
| Avg. Up Week | 1.91% | 4.27% |
| Avg. Down Week | -3.99% | -6.14% |
| Avg. Up Month | 6.0% | 11.94% |
| Avg. Down Month | -11.11% | -10.91% |
| Win Days % | 75.18% | 51.7% |
| Win Month % | 50.0% | 66.67% |
| Win Week % | 53.85% | 65.38% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 0.0% | 100.0% |