| Metric | d_btcusd_div_0.25_tpm:0.0275__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 86.0% | 100.0% |
| Cumulative Return | 65.38% | 24.18% |
| Max Drawdown | -17.26% | -28.06% |
| Sharpe | 2.65 | 0.93 |
| Sortino | 3.8 | 1.41 |
| Payoff Ratio | 0.65 | 1.05 |
| Profit Factor | 2.0 | 1.15 |
| Common Sense Ratio | 8.34 | 1.32 |
| CPC Index | 1.04 | 0.62 |
| Tail Ratio | 4.17 | 1.15 |
| Outlier Win Ratio | 11.1 | 3.41 |
| Outlier Loss Ratio | 4.06 | 3.43 |
| Volatility (ann.) | 28.54% | 42.81% |
| R^2 | 0.17 | 0.17 |
| Calmar | 6.08 | 1.29 |
| Skew | -1.59 | 0.28 |
| Kurtosis | 16.24 | 2.8 |
| Expected Daily % | 0.2% | 0.08% |
| Expected Monthly % | 5.75% | 2.44% |
| Expected Yearly % | 65.38% | 24.18% |
| Kelly Criterion | 51.32% | 5.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.25% | -3.58% |
| Expected Shortfall (cVaR) | -2.25% | -3.58% |
| Year | BTCUSD | d_btcusd_div_0.25_tpm:0.0275__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 24.18 | 65.38 | 2.70 | + |
| Metric | d_btcusd_div_0.25_tpm:0.0275__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | 3.6% | 6.61% |
| 3M | 6.71% | 9.82% |
| 6M | 49.51% | 43.17% |
| YTD | 65.38% | 24.18% |
| 1Y | 65.38% | 24.18% |
| 3Y (ann.) | 104.88% | 36.17% |
| 5Y (ann.) | 104.88% | 36.17% |
| Metric | d_btcusd_div_0.25_tpm:0.0275__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -17.26% | -28.06% |
| Longest DD Days | 45.0 | 116.0 |
| Avg. Drawdown | -1.9% | -8.02% |
| Avg. Drawdown Days | 8.0 | 26.0 |
| Recovery Factor | 3.79 | 0.86 |
| Ulcer Index | 1.01 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-26 | 2025-04-12 | -17.26 | 45 |
| 2025-08-22 | 2025-09-12 | -4.70 | 21 |
| 2025-07-29 | 2025-08-14 | -3.95 | 16 |
| 2025-05-30 | 2025-07-10 | -3.29 | 41 |
| 2025-02-06 | 2025-02-08 | -3.10 | 2 |
| 2025-01-29 | 2025-01-30 | -3.08 | 1 |
| 2025-02-18 | 2025-02-21 | -0.17 | 3 |
| 2025-04-19 | 2025-04-20 | -0.10 | 1 |
| 2025-01-05 | 2025-01-06 | -0.05 | 1 |
| 2025-01-09 | 2025-01-11 | -0.05 | 2 |
| Metric | d_btcusd_div_0.25_tpm:0.0275__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 5.1% | 9.73% |
| Worst Day | -11.23% | -8.76% |
| Best Week | 9.07% | 10.56% |
| Worst Week | -6.66% | -13.98% |
| Best Month | 22.47% | 14.33% |
| Worst Month | -2.87% | -19.19% |
| Best Year | 65.38% | 24.18% |
| Worst Year | 65.38% | 24.18% |
| Avg. Up Day | 0.83% | 1.79% |
| Avg. Down Day | -1.29% | -1.71% |
| Avg. Up Week | 3.25% | 3.81% |
| Avg. Down Week | -3.1% | -5.93% |
| Avg. Up Month | 12.16% | 10.47% |
| Avg. Down Month | -1.8% | -9.83% |
| Win Days % | 80.91% | 51.56% |
| Win Month % | 55.56% | 66.67% |
| Win Week % | 73.68% | 63.16% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |