| Metric | ethusd_div_0.25_tpm:0.0275__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| Time in Market | 54.0% | 100.0% |
| Cumulative Return | 64.88% | 42.45% |
| Max Drawdown | -34.55% | -62.91% |
| Sharpe | 0.04 | 0.03 |
| Sortino | 0.05 | 0.04 |
| Payoff Ratio | 0.0 | 1.13 |
| Profit Factor | 1.52 | 1.0 |
| Common Sense Ratio | inf | 1.01 |
| CPC Index | 0.0 | 0.57 |
| Tail Ratio | inf | 1.0 |
| Outlier Win Ratio | 266.71 | 2.12 |
| Outlier Loss Ratio | 0.1 | 2.09 |
| Volatility (ann.) | 1.68% | 2.22% |
| R^2 | 0.0 | 0.0 |
| Calmar | 3.38 | 1.16 |
| Skew | -129.96 | -2.41 |
| Kurtosis | 36117.42 | 341.17 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 6.45% | 4.52% |
| Expected Yearly % | 64.88% | 42.45% |
| Kelly Criterion | 65.76% | 5.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.14% | -0.19% |
| Expected Shortfall (cVaR) | -0.14% | -0.19% |
| Year | ETHUSD | ethusd_div_0.25_tpm:0.0275__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 42.45 | 64.88 | 1.53 | + |
| Metric | ethusd_div_0.25_tpm:0.0275__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| MTD | 15.44% | 28.3% |
| 3M | 46.64% | 87.45% |
| 6M | 85.57% | 71.68% |
| YTD | 64.88% | 42.45% |
| 1Y | 64.88% | 42.45% |
| 3Y (ann.) | 116.71% | 72.84% |
| 5Y (ann.) | 116.71% | 72.84% |
| Metric | ethusd_div_0.25_tpm:0.0275__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| Max Drawdown | -34.55% | -62.91% |
| Longest DD Days | 129.0 | 194.0 |
| Avg. Drawdown | -2.78% | -0.95% |
| Avg. Drawdown Days | 9.0 | 1.0 |
| Recovery Factor | 1.88 | 0.67 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-08 | 2025-05-18 | -34.55 | 129 |
| 2025-06-02 | 2025-06-10 | -10.56 | 8 |
| 2025-06-22 | 2025-07-08 | -6.17 | 16 |
| 2025-08-01 | 2025-08-07 | -0.95 | 6 |
| 2025-01-05 | 2025-01-06 | -0.05 | 1 |
| 2025-05-21 | 2025-05-21 | -0.05 | 0 |
| 2025-05-25 | 2025-05-25 | -0.04 | 0 |
| 2025-05-29 | 2025-05-29 | -0.04 | 0 |
| 2025-06-14 | 2025-06-16 | -0.04 | 2 |
| 2025-06-18 | 2025-06-18 | -0.04 | 0 |
| Metric | ethusd_div_0.25_tpm:0.0275__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| Best Day | 7.21% | 5.45% |
| Worst Day | -23.28% | -10.18% |
| Best Week | 11.67% | 27.26% |
| Worst Week | -19.59% | -20.52% |
| Best Month | 33.01% | 48.75% |
| Worst Month | -17.43% | -32.24% |
| Best Year | 64.88% | 42.45% |
| Worst Year | 64.88% | 42.45% |
| Avg. Up Day | 0.0% | 0.07% |
| Avg. Down Day | -1.35% | -0.06% |
| Avg. Up Week | 4.46% | 8.84% |
| Avg. Down Week | -8.92% | -6.76% |
| Avg. Up Month | 22.7% | 39.35% |
| Avg. Down Month | -14.56% | -25.38% |
| Win Days % | 99.95% | 50.15% |
| Win Month % | 75.0% | 37.5% |
| Win Week % | 77.14% | 54.29% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |