| Metric | d_ethusd_div_0.25_tpm:0.0275__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| Time in Market | 85.0% | 100.0% |
| Cumulative Return | 64.88% | 43.54% |
| Max Drawdown | -34.55% | -60.0% |
| Sharpe | 1.57 | 1.09 |
| Sortino | 1.9 | 1.73 |
| Payoff Ratio | 0.45 | 1.05 |
| Profit Factor | 1.55 | 1.18 |
| Common Sense Ratio | 34.25 | 1.49 |
| CPC Index | 0.58 | 0.62 |
| Tail Ratio | 22.11 | 1.26 |
| Outlier Win Ratio | 11.57 | 3.32 |
| Outlier Loss Ratio | 3.66 | 4.82 |
| Volatility (ann.) | 62.88% | 79.89% |
| R^2 | 0.04 | 0.04 |
| Calmar | 3.38 | 1.25 |
| Skew | -3.73 | 0.68 |
| Kurtosis | 25.08 | 4.16 |
| Expected Daily % | 0.21% | 0.15% |
| Expected Monthly % | 6.45% | 4.62% |
| Expected Yearly % | 64.88% | 43.54% |
| Kelly Criterion | 47.0% | 3.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.14% | -6.64% |
| Expected Shortfall (cVaR) | -5.14% | -6.64% |
| Year | ETHUSD | d_ethusd_div_0.25_tpm:0.0275__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 43.54 | 64.88 | 1.49 | + |
| Metric | d_ethusd_div_0.25_tpm:0.0275__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| MTD | 15.55% | 25.55% |
| 3M | 46.64% | 89.41% |
| 6M | 96.04% | 79.89% |
| YTD | 64.88% | 43.54% |
| 1Y | 64.88% | 43.54% |
| 3Y (ann.) | 116.71% | 74.89% |
| 5Y (ann.) | 116.71% | 74.89% |
| Metric | d_ethusd_div_0.25_tpm:0.0275__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| Max Drawdown | -34.55% | -60.0% |
| Longest DD Days | 130.0 | 194.0 |
| Avg. Drawdown | -6.03% | -13.16% |
| Avg. Drawdown Days | 21.0 | 32.0 |
| Recovery Factor | 1.88 | 0.73 |
| Ulcer Index | 1.1 | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-09 | 2025-05-19 | -34.55 | 130 |
| 2025-06-03 | 2025-06-11 | -6.51 | 8 |
| 2025-06-23 | 2025-07-09 | -6.11 | 16 |
| 2025-08-02 | 2025-08-08 | -0.93 | 6 |
| 2025-01-05 | 2025-01-07 | -0.05 | 2 |
| 2025-06-15 | 2025-06-17 | -0.04 | 2 |
| 2025-08-22 | 2025-08-23 | -0.03 | 1 |
| 2025-07-13 | 2025-07-14 | -0.01 | 1 |
| Metric | d_ethusd_div_0.25_tpm:0.0275__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| Best Day | 7.32% | 21.62% |
| Worst Day | -23.33% | -14.84% |
| Best Week | 10.74% | 19.88% |
| Worst Week | -19.68% | -17.14% |
| Best Month | 33.01% | 52.13% |
| Worst Month | -17.66% | -29.05% |
| Best Year | 64.88% | 43.54% |
| Worst Year | 64.88% | 43.54% |
| Avg. Up Day | 1.54% | 3.52% |
| Avg. Down Day | -3.41% | -3.36% |
| Avg. Up Week | 5.71% | 8.66% |
| Avg. Down Week | -8.99% | -6.67% |
| Avg. Up Month | 22.72% | 39.53% |
| Avg. Down Month | -14.68% | -25.26% |
| Win Days % | 83.5% | 50.42% |
| Win Month % | 75.0% | 37.5% |
| Win Week % | 74.29% | 57.14% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |