| Metric | btcusd_div_0.25_tpm:0.025__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 52.0% | 100.0% |
| Cumulative Return | 28.91% | 22.74% |
| Max Drawdown | -9.77% | -31.58% |
| Sharpe | 0.07 | 0.02 |
| Sortino | 0.09 | 0.03 |
| Payoff Ratio | 0.0 | 1.1 |
| Profit Factor | 1.88 | 1.0 |
| Common Sense Ratio | inf | 1.0 |
| CPC Index | 0.0 | 0.56 |
| Tail Ratio | inf | 1.0 |
| Outlier Win Ratio | 551.35 | 2.27 |
| Outlier Loss Ratio | 0.26 | 2.21 |
| Volatility (ann.) | 0.42% | 1.25% |
| R^2 | 0.0 | 0.0 |
| Calmar | 5.02 | 1.2 |
| Skew | -66.03 | 0.03 |
| Kurtosis | 26111.01 | 35.52 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 3.22% | 2.59% |
| Expected Yearly % | 28.91% | 22.74% |
| Kelly Criterion | 63.24% | 4.93% |
| 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:0.025__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 22.74 | 28.91 | 1.27 | + |
| Metric | btcusd_div_0.25_tpm:0.025__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | -0.45% | -0.96% |
| 3M | 4.91% | 7.27% |
| 6M | 15.96% | 19.92% |
| YTD | 28.91% | 22.74% |
| 1Y | 28.91% | 22.74% |
| 3Y (ann.) | 49.11% | 38.04% |
| 5Y (ann.) | 49.11% | 38.04% |
| Metric | btcusd_div_0.25_tpm:0.025__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -9.77% | -31.58% |
| Longest DD Days | 46.0 | 121.0 |
| Avg. Drawdown | -0.63% | -0.66% |
| Avg. Drawdown Days | 4.0 | 1.0 |
| Recovery Factor | 2.96 | 0.72 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-25 | 2025-04-11 | -9.77 | 44 |
| 2025-07-28 | 2025-08-13 | -2.46 | 16 |
| 2025-05-29 | 2025-07-14 | -2.27 | 46 |
| 2025-02-05 | 2025-02-07 | -1.73 | 1 |
| 2025-01-28 | 2025-01-29 | -1.70 | 0 |
| 2025-08-21 | 2025-08-21 | -1.53 | 0 |
| 2025-02-17 | 2025-02-20 | -0.11 | 2 |
| 2025-05-01 | 2025-05-01 | -0.09 | 0 |
| 2025-04-19 | 2025-04-19 | -0.09 | 0 |
| 2025-01-12 | 2025-01-14 | -0.07 | 1 |
| Metric | btcusd_div_0.25_tpm:0.025__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 2.31% | 1.97% |
| Worst Day | -6.14% | -1.78% |
| Best Week | 4.2% | 12.13% |
| Worst Week | -3.34% | -12.33% |
| Best Month | 10.04% | 14.11% |
| Worst Month | -2.04% | -17.69% |
| Best Year | 28.91% | 22.74% |
| Worst Year | 28.91% | 22.74% |
| Avg. Up Day | 0.0% | 0.04% |
| Avg. Down Day | -0.42% | -0.04% |
| Avg. Up Week | 1.45% | 3.29% |
| Avg. Down Week | -1.99% | -4.86% |
| Avg. Up Month | 7.85% | 10.72% |
| Avg. Down Month | -1.29% | -6.91% |
| Win Days % | 99.95% | 50.12% |
| Win Month % | 50.0% | 62.5% |
| Win Week % | 79.41% | 61.76% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |