| Metric | d_ethusd_div_0.25_tpm:0.0175__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| Time in Market | 85.0% | 100.0% |
| Cumulative Return | 79.87% | 43.54% |
| Max Drawdown | -30.34% | -60.0% |
| Sharpe | 2.06 | 1.09 |
| Sortino | 2.36 | 1.73 |
| Payoff Ratio | 0.49 | 1.05 |
| Profit Factor | 1.95 | 1.18 |
| Common Sense Ratio | 123.94 | 1.49 |
| CPC Index | 0.8 | 0.63 |
| Tail Ratio | 63.61 | 1.26 |
| Outlier Win Ratio | 13.06 | 2.87 |
| Outlier Loss Ratio | 5.3 | 4.56 |
| Volatility (ann.) | 50.85% | 79.89% |
| R^2 | 0.02 | 0.02 |
| Calmar | 4.88 | 1.25 |
| Skew | -5.72 | 0.68 |
| Kurtosis | 43.47 | 4.16 |
| Expected Daily % | 0.25% | 0.15% |
| Expected Monthly % | 7.61% | 4.62% |
| Expected Yearly % | 79.87% | 43.54% |
| Kelly Criterion | 52.75% | 3.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.09% | -6.64% |
| Expected Shortfall (cVaR) | -4.09% | -6.64% |
| Year | ETHUSD | d_ethusd_div_0.25_tpm:0.0175__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 43.54 | 79.87 | 1.83 | + |
| Metric | d_ethusd_div_0.25_tpm:0.0175__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| MTD | 10.12% | 25.55% |
| 3M | 49.46% | 89.41% |
| 6M | 84.39% | 79.89% |
| YTD | 79.87% | 43.54% |
| 1Y | 79.87% | 43.54% |
| 3Y (ann.) | 147.93% | 74.89% |
| 5Y (ann.) | 147.93% | 74.89% |
| 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 | -3.09% | -13.16% |
| Avg. Drawdown Days | 12.0 | 32.0 |
| Recovery Factor | 2.63 | 0.73 |
| 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 |
| 2025-08-22 | 2025-08-23 | -0.03 | 1 |
| 2025-08-02 | 2025-08-05 | -0.02 | 3 |
| 2025-08-06 | 2025-08-07 | -0.02 | 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 | 79.87% | 43.54% |
| Worst Year | 79.87% | 43.54% |
| Avg. Up Day | 1.07% | 3.51% |
| Avg. Down Day | -2.2% | -3.33% |
| Avg. Up Week | 4.21% | 8.66% |
| Avg. Down Week | -12.39% | -8.44% |
| Avg. Up Month | 15.9% | 39.53% |
| Avg. Down Month | -14.4% | -25.26% |
| Win Days % | 84.5% | 50.42% |
| Win Month % | 75.0% | 37.5% |
| Win Week % | 85.71% | 57.14% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |