| Metric | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 89.0% | 100.0% |
| Cumulative Return | 25.73% | 15.9% |
| Max Drawdown | -6.04% | -28.06% |
| Sharpe | 3.28 | 0.84 |
| Sortino | 4.99 | 1.28 |
| Payoff Ratio | 0.91 | 1.25 |
| Profit Factor | 2.19 | 1.14 |
| Common Sense Ratio | 44.05 | 1.34 |
| CPC Index | 1.52 | 0.74 |
| Tail Ratio | 20.07 | 1.18 |
| Outlier Win Ratio | 15.71 | 2.66 |
| Outlier Loss Ratio | 8.99 | 2.61 |
| Volatility (ann.) | 13.78% | 46.67% |
| R^2 | 0.14 | 0.14 |
| Calmar | 9.26 | 1.18 |
| Skew | -0.85 | 0.31 |
| Kurtosis | 6.79 | 2.41 |
| Expected Daily % | 0.12% | 0.08% |
| Expected Monthly % | 3.33% | 2.13% |
| Expected Yearly % | 25.73% | 15.9% |
| Kelly Criterion | 49.67% | 14.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -3.91% |
| Expected Shortfall (cVaR) | -1.06% | -3.91% |
| Year | BTCUSD | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 15.90 | 25.73 | 1.62 | + |
| Metric | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | 0.17% | -0.09% |
| 3M | 12.43% | 29.68% |
| 6M | 23.83% | 10.19% |
| YTD | 25.73% | 15.9% |
| 1Y | 25.73% | 15.9% |
| 3Y (ann.) | 55.98% | 33.18% |
| 5Y (ann.) | 55.98% | 33.18% |
| Metric | d_btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -6.04% | -28.06% |
| Longest DD Days | 39.0 | 116.0 |
| Avg. Drawdown | -0.72% | -10.3% |
| Avg. Drawdown Days | 5.0 | 35.0 |
| Recovery Factor | 4.26 | 0.57 |
| 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 | 2025-07-08 | -2.70 | 39 |
| 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 | -1.58% | -19.19% |
| Best Year | 25.73% | 15.9% |
| Worst Year | 25.73% | 15.9% |
| Avg. Up Day | 0.49% | 2.01% |
| Avg. Down Day | -0.54% | -1.61% |
| Avg. Up Week | 1.46% | 4.21% |
| Avg. Down Week | -1.68% | -4.91% |
| Avg. Up Month | 7.92% | 12.33% |
| Avg. Down Month | -0.73% | -19.19% |
| Win Days % | 76.05% | 52.66% |
| Win Month % | 71.43% | 57.14% |
| Win Week % | 82.14% | 64.29% |
| Win Quarter % | 100.0% | 33.33% |
| Win Year % | 100.0% | 100.0% |