| Metric | d_ethusd_div_0.25_tpm:0.0175__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| Time in Market | 85.0% | 100.0% |
| Cumulative Return | 78.16% | 30.03% |
| Max Drawdown | -30.34% | -60.0% |
| Sharpe | 2.05 | 0.91 |
| Sortino | 2.35 | 1.41 |
| Payoff Ratio | 0.47 | 1.01 |
| Profit Factor | 1.94 | 1.15 |
| Common Sense Ratio | 122.71 | 1.39 |
| CPC Index | 0.77 | 0.59 |
| Tail Ratio | 63.4 | 1.22 |
| Outlier Win Ratio | 12.33 | 2.81 |
| Outlier Loss Ratio | 5.24 | 4.59 |
| Volatility (ann.) | 51.28% | 78.56% |
| R^2 | 0.01 | 0.01 |
| Calmar | 4.88 | 0.85 |
| Skew | -5.67 | 0.59 |
| Kurtosis | 42.75 | 4.23 |
| Expected Daily % | 0.25% | 0.11% |
| Expected Monthly % | 7.49% | 3.34% |
| Expected Yearly % | 78.16% | 30.03% |
| Kelly Criterion | 52.02% | 2.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.13% | -6.57% |
| Expected Shortfall (cVaR) | -4.13% | -6.57% |
| Year | ETHUSD | d_ethusd_div_0.25_tpm:0.0175__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 30.03 | 78.16 | 2.60 | + |
| Metric | d_ethusd_div_0.25_tpm:0.0175__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| MTD | 9.07% | 13.73% |
| 3M | 52.25% | 71.23% |
| 6M | 84.41% | 57.81% |
| YTD | 78.16% | 30.03% |
| 1Y | 78.16% | 30.03% |
| 3Y (ann.) | 148.08% | 51.16% |
| 5Y (ann.) | 148.08% | 51.16% |
| Metric | d_ethusd_div_0.25_tpm:0.0175__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| Max Drawdown | -30.34% | -60.0% |
| Longest DD Days | 105.0 | 194.0 |
| Avg. Drawdown | -3.4% | -15.19% |
| Avg. Drawdown Days | 13.0 | 36.0 |
| Recovery Factor | 2.58 | 0.5 |
| Ulcer Index | 1.15 | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-29 | 2025-05-14 | -30.34 | 105 |
| 2025-01-09 | 2025-01-18 | -3.40 | 9 |
| 2025-01-05 | 2025-01-07 | -0.05 | 2 |
| 2025-01-21 | 2025-01-22 | -0.05 | 1 |
| 2025-01-25 | 2025-01-26 | -0.05 | 1 |
| 2025-06-15 | 2025-06-17 | -0.04 | 2 |
| 2025-07-05 | 2025-07-07 | -0.03 | 2 |
| 2025-08-02 | 2025-08-05 | -0.02 | 3 |
| 2025-08-06 | 2025-08-07 | -0.02 | 1 |
| 2025-07-13 | 2025-07-14 | -0.01 | 1 |
| Metric | d_ethusd_div_0.25_tpm:0.0175__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| Best Day | 4.44% | 21.62% |
| Worst Day | -20.98% | -14.84% |
| Best Week | 7.34% | 19.88% |
| Worst Week | -15.58% | -17.14% |
| Best Month | 31.42% | 52.13% |
| Worst Month | -22.88% | -29.05% |
| Best Year | 78.16% | 30.03% |
| Worst Year | 78.16% | 30.03% |
| Avg. Up Day | 1.07% | 3.4% |
| Avg. Down Day | -2.29% | -3.37% |
| Avg. Up Week | 4.38% | 8.41% |
| Avg. Down Week | -12.39% | -8.44% |
| Avg. Up Month | 15.55% | 35.59% |
| Avg. Down Month | -14.4% | -25.26% |
| Win Days % | 84.69% | 50.86% |
| Win Month % | 75.0% | 37.5% |
| Win Week % | 85.29% | 55.88% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |