| Metric | ethusd_div_0.25_tpm:0.0175__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| Time in Market | 54.0% | 100.0% |
| Cumulative Return | 79.87% | 42.45% |
| Max Drawdown | -30.34% | -62.91% |
| Sharpe | 0.05 | 0.03 |
| Sortino | 0.06 | 0.04 |
| Payoff Ratio | 0.0 | 1.13 |
| Profit Factor | 1.92 | 1.0 |
| Common Sense Ratio | inf | 1.01 |
| CPC Index | 0.0 | 0.57 |
| Tail Ratio | inf | 1.0 |
| Outlier Win Ratio | 354.31 | 2.12 |
| Outlier Loss Ratio | 0.17 | 2.09 |
| Volatility (ann.) | 1.34% | 2.22% |
| R^2 | 0.0 | 0.0 |
| Calmar | 4.88 | 1.16 |
| Skew | -201.05 | -2.41 |
| Kurtosis | 61004.28 | 341.17 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 7.61% | 4.52% |
| Expected Yearly % | 79.87% | 42.45% |
| Kelly Criterion | 76.29% | 5.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.12% | -0.19% |
| Expected Shortfall (cVaR) | -0.12% | -0.19% |
| Year | ETHUSD | ethusd_div_0.25_tpm:0.0175__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 42.45 | 79.87 | 1.88 | + |
| Metric | ethusd_div_0.25_tpm:0.0175__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| MTD | 10.12% | 28.3% |
| 3M | 49.46% | 87.45% |
| 6M | 79.36% | 71.68% |
| YTD | 79.87% | 42.45% |
| 1Y | 79.87% | 42.45% |
| 3Y (ann.) | 147.93% | 72.84% |
| 5Y (ann.) | 147.93% | 72.84% |
| Metric | ethusd_div_0.25_tpm:0.0175__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| Max Drawdown | -30.34% | -62.91% |
| Longest DD Days | 104.0 | 194.0 |
| Avg. Drawdown | -1.19% | -0.95% |
| Avg. Drawdown Days | 4.0 | 1.0 |
| Recovery Factor | 2.63 | 0.67 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-28 | 2025-05-13 | -30.34 | 104 |
| 2025-01-08 | 2025-01-17 | -3.40 | 8 |
| 2025-07-08 | 2025-07-08 | -1.05 | 0 |
| 2025-01-05 | 2025-01-06 | -0.05 | 1 |
| 2025-01-20 | 2025-01-21 | -0.05 | 0 |
| 2025-01-25 | 2025-01-25 | -0.05 | 0 |
| 2025-05-17 | 2025-05-17 | -0.04 | 0 |
| 2025-05-21 | 2025-05-21 | -0.04 | 0 |
| 2025-05-25 | 2025-05-25 | -0.04 | 0 |
| 2025-05-29 | 2025-05-29 | -0.04 | 0 |
| Metric | ethusd_div_0.25_tpm:0.0175__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| Best Day | 4.38% | 5.45% |
| Worst Day | -20.93% | -10.18% |
| Best Week | 7.8% | 27.26% |
| Worst Week | -15.58% | -20.52% |
| Best Month | 31.06% | 48.75% |
| Worst Month | -22.67% | -32.24% |
| Best Year | 79.87% | 42.45% |
| Worst Year | 79.87% | 42.45% |
| Avg. Up Day | 0.0% | 0.07% |
| Avg. Down Day | -0.71% | -0.06% |
| Avg. Up Week | 3.84% | 8.41% |
| Avg. Down Week | -12.39% | -7.33% |
| Avg. Up Month | 15.9% | 39.35% |
| Avg. Down Month | -14.3% | -25.38% |
| Win Days % | 99.95% | 50.15% |
| Win Month % | 75.0% | 37.5% |
| Win Week % | 88.57% | 54.29% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |