| Metric | d_btcusd_div_0.25_tpm:0.025__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 87.0% | 100.0% |
| Cumulative Return | 30.9% | 22.27% |
| Max Drawdown | -9.77% | -28.06% |
| Sharpe | 2.73 | 0.94 |
| Sortino | 3.78 | 1.42 |
| Payoff Ratio | 0.61 | 1.11 |
| Profit Factor | 2.02 | 1.15 |
| Common Sense Ratio | 45.15 | 1.35 |
| CPC Index | 1.0 | 0.66 |
| Tail Ratio | 22.31 | 1.18 |
| Outlier Win Ratio | 16.11 | 2.75 |
| Outlier Loss Ratio | 5.83 | 2.77 |
| Volatility (ann.) | 15.94% | 43.85% |
| R^2 | 0.17 | 0.17 |
| Calmar | 5.4 | 1.33 |
| Skew | -2.0 | 0.3 |
| Kurtosis | 16.47 | 2.73 |
| Expected Daily % | 0.12% | 0.09% |
| Expected Monthly % | 3.42% | 2.54% |
| Expected Yearly % | 30.9% | 22.27% |
| Kelly Criterion | 51.17% | 8.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -3.66% |
| Expected Shortfall (cVaR) | -1.25% | -3.66% |
| Year | BTCUSD | d_btcusd_div_0.25_tpm:0.025__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 22.27 | 30.90 | 1.39 | + |
| Metric | d_btcusd_div_0.25_tpm:0.025__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | 1.09% | -3.08% |
| 3M | 6.54% | 8.16% |
| 6M | 17.78% | 19.2% |
| YTD | 30.9% | 22.27% |
| 1Y | 30.9% | 22.27% |
| 3Y (ann.) | 52.76% | 37.2% |
| 5Y (ann.) | 52.76% | 37.2% |
| Metric | d_btcusd_div_0.25_tpm:0.025__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -9.77% | -28.06% |
| Longest DD Days | 46.0 | 116.0 |
| Avg. Drawdown | -1.07% | -7.6% |
| Avg. Drawdown Days | 7.0 | 23.0 |
| Recovery Factor | 3.16 | 0.79 |
| Ulcer Index | 1.01 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-26 | 2025-04-12 | -9.77 | 45 |
| 2025-07-29 | 2025-08-14 | -2.44 | 16 |
| 2025-05-30 | 2025-07-15 | -2.27 | 46 |
| 2025-02-06 | 2025-02-08 | -1.73 | 2 |
| 2025-01-29 | 2025-01-30 | -1.70 | 1 |
| 2025-02-18 | 2025-02-21 | -0.09 | 3 |
| 2025-04-19 | 2025-04-20 | -0.06 | 1 |
| 2025-01-05 | 2025-01-06 | -0.02 | 1 |
| 2025-01-09 | 2025-01-11 | -0.02 | 2 |
| 2025-01-17 | 2025-01-18 | -0.02 | 1 |
| Metric | d_btcusd_div_0.25_tpm:0.025__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 2.45% | 9.73% |
| Worst Day | -6.16% | -8.76% |
| Best Week | 4.38% | 10.56% |
| Worst Week | -3.84% | -13.98% |
| Best Month | 10.04% | 14.33% |
| Worst Month | -2.14% | -19.19% |
| Best Year | 30.9% | 22.27% |
| Worst Year | 30.9% | 22.27% |
| Avg. Up Day | 0.46% | 1.83% |
| Avg. Down Day | -0.76% | -1.65% |
| Avg. Up Week | 1.82% | 3.96% |
| Avg. Down Week | -2.15% | -6.82% |
| Avg. Up Month | 7.88% | 11.44% |
| Avg. Down Month | -1.76% | -10.91% |
| Win Days % | 81.59% | 51.72% |
| Win Month % | 62.5% | 62.5% |
| Win Week % | 76.47% | 64.71% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |