| Metric | ethusd_div_0.25_tpm:0.0175__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| Time in Market | 54.0% | 100.0% |
| Cumulative Return | 39.08% | 30.2% |
| Max Drawdown | -15.94% | -62.91% |
| Sharpe | 0.06 | 0.02 |
| Sortino | 0.06 | 0.03 |
| Payoff Ratio | 0.0 | 1.1 |
| Profit Factor | 1.94 | 1.0 |
| Common Sense Ratio | inf | 1.01 |
| CPC Index | 0.0 | 0.55 |
| Tail Ratio | inf | 1.0 |
| Outlier Win Ratio | 678.93 | 2.12 |
| Outlier Loss Ratio | 0.33 | 2.09 |
| Volatility (ann.) | 0.68% | 2.22% |
| R^2 | 0.0 | 0.0 |
| Calmar | 4.27 | 0.82 |
| Skew | -197.49 | -2.47 |
| Kurtosis | 58889.47 | 346.53 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 4.21% | 3.35% |
| Expected Yearly % | 39.08% | 30.2% |
| Kelly Criterion | 75.52% | 4.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.06% | -0.19% |
| Expected Shortfall (cVaR) | -0.06% | -0.19% |
| Year | ETHUSD | ethusd_div_0.25_tpm:0.0175__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 30.20 | 39.08 | 1.29 | + |
| Metric | ethusd_div_0.25_tpm:0.0175__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| MTD | 5.63% | 17.27% |
| 3M | 28.17% | 71.74% |
| 6M | 41.48% | 62.38% |
| YTD | 39.08% | 30.2% |
| 1Y | 39.08% | 30.2% |
| 3Y (ann.) | 68.03% | 51.47% |
| 5Y (ann.) | 68.03% | 51.47% |
| Metric | ethusd_div_0.25_tpm:0.0175__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| Max Drawdown | -15.94% | -62.91% |
| Longest DD Days | 104.0 | 194.0 |
| Avg. Drawdown | -0.63% | -0.94% |
| Avg. Drawdown Days | 4.0 | 1.0 |
| Recovery Factor | 2.45 | 0.48 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-28 | 2025-05-13 | -15.94 | 104 |
| 2025-01-08 | 2025-01-17 | -1.74 | 8 |
| 2025-07-08 | 2025-07-08 | -0.63 | 0 |
| 2025-01-05 | 2025-01-06 | -0.02 | 1 |
| 2025-01-20 | 2025-01-21 | -0.02 | 0 |
| 2025-01-25 | 2025-01-25 | -0.02 | 0 |
| 2025-05-17 | 2025-05-17 | -0.02 | 0 |
| 2025-05-21 | 2025-05-21 | -0.02 | 0 |
| 2025-05-25 | 2025-05-25 | -0.02 | 0 |
| 2025-05-29 | 2025-05-29 | -0.02 | 0 |
| Metric | ethusd_div_0.25_tpm:0.0175__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| Best Day | 2.02% | 5.45% |
| Worst Day | -10.34% | -10.18% |
| Best Week | 3.52% | 27.26% |
| Worst Week | -7.86% | -20.52% |
| Best Month | 13.56% | 48.75% |
| Worst Month | -11.35% | -32.24% |
| Best Year | 39.08% | 30.2% |
| Worst Year | 39.08% | 30.2% |
| Avg. Up Day | 0.0% | 0.07% |
| Avg. Down Day | -0.38% | -0.06% |
| Avg. Up Week | 2.07% | 8.39% |
| Avg. Down Week | -6.26% | -7.33% |
| Avg. Up Month | 8.56% | 35.67% |
| Avg. Down Month | -7.2% | -25.38% |
| Win Days % | 99.95% | 50.15% |
| Win Month % | 75.0% | 37.5% |
| Win Week % | 88.24% | 52.94% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |