| Metric | ethusd_div_0.25_tpm:0.0175__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| Time in Market | 52.0% | 100.0% |
| Cumulative Return | 31.17% | 42.45% |
| Max Drawdown | -17.11% | -62.91% |
| Sharpe | 0.05 | 0.03 |
| Sortino | 0.05 | 0.04 |
| Payoff Ratio | 0.0 | 1.13 |
| Profit Factor | 1.65 | 1.0 |
| Common Sense Ratio | inf | 1.01 |
| CPC Index | 0.0 | 0.57 |
| Tail Ratio | inf | 1.0 |
| Outlier Win Ratio | 670.61 | 2.12 |
| Outlier Loss Ratio | 0.28 | 2.09 |
| Volatility (ann.) | 0.7% | 2.22% |
| R^2 | 0.0 | 0.0 |
| Calmar | 3.05 | 1.16 |
| Skew | -190.98 | -2.41 |
| Kurtosis | 56130.75 | 341.17 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 3.45% | 4.52% |
| Expected Yearly % | 31.17% | 42.45% |
| Kelly Criterion | 67.4% | 5.92% |
| 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 | 42.45 | 31.17 | 0.73 | - |
| Metric | ethusd_div_0.25_tpm:0.0175__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| MTD | 6.79% | 28.3% |
| 3M | 23.46% | 87.45% |
| 6M | 32.21% | 71.68% |
| YTD | 31.17% | 42.45% |
| 1Y | 31.17% | 42.45% |
| 3Y (ann.) | 52.14% | 72.84% |
| 5Y (ann.) | 52.14% | 72.84% |
| Metric | ethusd_div_0.25_tpm:0.0175__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| Max Drawdown | -17.11% | -62.91% |
| Longest DD Days | 112.0 | 194.0 |
| Avg. Drawdown | -1.01% | -0.95% |
| Avg. Drawdown Days | 6.0 | 1.0 |
| Recovery Factor | 1.82 | 0.67 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-28 | 2025-05-21 | -17.11 | 112 |
| 2025-06-22 | 2025-07-08 | -3.37 | 16 |
| 2025-01-08 | 2025-01-17 | -2.19 | 8 |
| 2025-01-05 | 2025-01-06 | -0.08 | 1 |
| 2025-01-20 | 2025-01-21 | -0.08 | 0 |
| 2025-01-25 | 2025-01-25 | -0.08 | 0 |
| 2025-05-25 | 2025-05-25 | -0.08 | 0 |
| 2025-05-29 | 2025-05-29 | -0.07 | 0 |
| 2025-06-02 | 2025-06-02 | -0.07 | 0 |
| 2025-06-06 | 2025-06-06 | -0.07 | 0 |
| Metric | ethusd_div_0.25_tpm:0.0175__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| Best Day | 2.04% | 5.45% |
| Worst Day | -10.57% | -10.18% |
| Best Week | 3.72% | 27.26% |
| Worst Week | -8.11% | -20.52% |
| Best Month | 12.43% | 48.75% |
| Worst Month | -12.13% | -32.24% |
| Best Year | 31.17% | 42.45% |
| Worst Year | 31.17% | 42.45% |
| Avg. Up Day | 0.0% | 0.07% |
| Avg. Down Day | -0.51% | -0.06% |
| Avg. Up Week | 1.98% | 8.84% |
| Avg. Down Week | -6.5% | -7.33% |
| Avg. Up Month | 8.97% | 39.35% |
| Avg. Down Month | -7.8% | -25.38% |
| Win Days % | 99.95% | 50.15% |
| Win Month % | 75.0% | 37.5% |
| Win Week % | 85.71% | 54.29% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |