| Metric | d_ethusd_div_0.25_tpm:0.015__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| Time in Market | 85.0% | 100.0% |
| Cumulative Return | 55.62% | 43.54% |
| Max Drawdown | -36.59% | -60.0% |
| Sharpe | 1.6 | 1.09 |
| Sortino | 1.78 | 1.73 |
| Payoff Ratio | 0.42 | 1.05 |
| Profit Factor | 1.72 | 1.18 |
| Common Sense Ratio | 91.36 | 1.49 |
| CPC Index | 0.61 | 0.63 |
| Tail Ratio | 53.15 | 1.26 |
| Outlier Win Ratio | 13.8 | 2.81 |
| Outlier Loss Ratio | 5.1 | 4.62 |
| Volatility (ann.) | 52.47% | 79.89% |
| R^2 | 0.01 | 0.01 |
| Calmar | 2.68 | 1.25 |
| Skew | -6.22 | 0.68 |
| Kurtosis | 48.55 | 4.16 |
| Expected Daily % | 0.19% | 0.15% |
| Expected Monthly % | 5.68% | 4.62% |
| Expected Yearly % | 55.62% | 43.54% |
| Kelly Criterion | 47.59% | 3.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.29% | -6.64% |
| Expected Shortfall (cVaR) | -4.29% | -6.64% |
| Year | ETHUSD | d_ethusd_div_0.25_tpm:0.015__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 43.54 | 55.62 | 1.28 | + |
| Metric | d_ethusd_div_0.25_tpm:0.015__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| MTD | 8.16% | 25.55% |
| 3M | 45.69% | 89.41% |
| 6M | 68.21% | 79.89% |
| YTD | 55.62% | 43.54% |
| 1Y | 55.62% | 43.54% |
| 3Y (ann.) | 98.18% | 74.89% |
| 5Y (ann.) | 98.18% | 74.89% |
| Metric | d_ethusd_div_0.25_tpm:0.015__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| Max Drawdown | -36.59% | -60.0% |
| Longest DD Days | 117.0 | 194.0 |
| Avg. Drawdown | -3.66% | -13.16% |
| Avg. Drawdown Days | 13.0 | 32.0 |
| Recovery Factor | 1.52 | 0.73 |
| Ulcer Index | 1.24 | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-29 | 2025-05-26 | -36.59 | 117 |
| 2025-01-09 | 2025-01-18 | -3.42 | 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 | -0.04 | 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:0.015__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| Best Day | 4.56% | 21.62% |
| Worst Day | -22.89% | -14.84% |
| Best Week | 7.85% | 19.88% |
| Worst Week | -17.31% | -17.14% |
| Best Month | 32.94% | 52.13% |
| Worst Month | -27.03% | -29.05% |
| Best Year | 55.62% | 43.54% |
| Worst Year | 55.62% | 43.54% |
| Avg. Up Day | 0.98% | 3.51% |
| Avg. Down Day | -2.33% | -3.33% |
| Avg. Up Week | 3.92% | 8.66% |
| Avg. Down Week | -13.65% | -8.44% |
| Avg. Up Month | 14.28% | 39.53% |
| Avg. Down Month | -17.97% | -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% |