| Metric | btcusd_div_0.25_tpm:0.0225__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 18.44% | 15.29% |
| Max Drawdown | -10.23% | -31.58% |
| Sharpe | 0.05 | 0.02 |
| Sortino | 0.07 | 0.03 |
| Payoff Ratio | 0.0 | 1.11 |
| Profit Factor | 1.6 | 1.0 |
| Common Sense Ratio | inf | 1.01 |
| CPC Index | 0.0 | 0.56 |
| Tail Ratio | inf | 1.0 |
| Outlier Win Ratio | 562.43 | 2.28 |
| Outlier Loss Ratio | 0.23 | 2.21 |
| Volatility (ann.) | 0.45% | 1.32% |
| R^2 | 0.0 | 0.0 |
| Calmar | 3.8 | 1.01 |
| Skew | -74.66 | 0.02 |
| Kurtosis | 25910.19 | 31.22 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 2.45% | 2.05% |
| Expected Yearly % | 18.44% | 15.29% |
| Kelly Criterion | 53.57% | 5.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.04% | -0.11% |
| Expected Shortfall (cVaR) | -0.04% | -0.11% |
| Year | BTCUSD | btcusd_div_0.25_tpm:0.0225__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 15.29 | 18.44 | 1.21 | + |
| Metric | btcusd_div_0.25_tpm:0.0225__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | -1.32% | 0.48% |
| 3M | 13.85% | 37.41% |
| 6M | 16.41% | 9.5% |
| YTD | 18.44% | 15.29% |
| 1Y | 18.44% | 15.29% |
| 3Y (ann.) | 38.9% | 31.81% |
| 5Y (ann.) | 38.9% | 31.81% |
| Metric | btcusd_div_0.25_tpm:0.0225__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -10.23% | -31.58% |
| Longest DD Days | 58.0 | 121.0 |
| Avg. Drawdown | -0.84% | -0.72% |
| Avg. Drawdown Days | 5.0 | 1.0 |
| Recovery Factor | 1.8 | 0.48 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-25 | 2025-04-25 | -10.23 | 58 |
| 2025-05-29 | 2025-07-08 | -2.72 | 40 |
| 2025-02-05 | 2025-02-06 | -1.85 | 0 |
| 2025-01-25 | 2025-01-29 | -1.82 | 4 |
| 2025-01-12 | 2025-01-14 | -0.48 | 1 |
| 2025-02-17 | 2025-02-20 | -0.17 | 2 |
| 2025-05-01 | 2025-05-01 | -0.15 | 0 |
| 2025-02-13 | 2025-02-14 | -0.08 | 0 |
| 2025-01-05 | 2025-01-06 | -0.08 | 1 |
| 2025-01-08 | 2025-01-10 | -0.08 | 1 |
| Metric | btcusd_div_0.25_tpm:0.0225__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 2.19% | 1.97% |
| Worst Day | -6.29% | -1.58% |
| Best Week | 4.24% | 12.13% |
| Worst Week | -4.03% | -12.33% |
| Best Month | 9.88% | 14.11% |
| Worst Month | -4.81% | -17.69% |
| Best Year | 18.44% | 15.29% |
| Worst Year | 18.44% | 15.29% |
| Avg. Up Day | 0.0% | 0.04% |
| Avg. Down Day | -0.54% | -0.04% |
| Avg. Up Week | 1.49% | 3.42% |
| Avg. Down Week | -2.12% | -3.82% |
| Avg. Up Month | 9.17% | 11.62% |
| Avg. Down Month | -3.28% | -9.89% |
| Win Days % | 99.95% | 50.11% |
| Win Month % | 42.86% | 71.43% |
| Win Week % | 71.43% | 60.71% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |