| Metric | d_btcusd_div_0.25_tpm:0.015__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 85.0% | 100.0% |
| Cumulative Return | 44.65% | 24.18% |
| Max Drawdown | -10.76% | -28.06% |
| Sharpe | 2.53 | 0.93 |
| Sortino | 3.57 | 1.41 |
| Payoff Ratio | 0.88 | 1.28 |
| Profit Factor | 1.84 | 1.15 |
| Common Sense Ratio | 12.46 | 1.32 |
| CPC Index | 1.21 | 0.76 |
| Tail Ratio | 6.77 | 1.15 |
| Outlier Win Ratio | 11.41 | 2.94 |
| Outlier Loss Ratio | 6.0 | 3.39 |
| Volatility (ann.) | 21.7% | 42.81% |
| R^2 | 0.14 | 0.14 |
| Calmar | 6.44 | 1.29 |
| Skew | -1.34 | 0.28 |
| Kurtosis | 8.83 | 2.8 |
| Expected Daily % | 0.14% | 0.08% |
| Expected Monthly % | 4.19% | 2.44% |
| Expected Yearly % | 44.65% | 24.18% |
| Kelly Criterion | 46.76% | 13.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.72% | -3.58% |
| Expected Shortfall (cVaR) | -1.72% | -3.58% |
| Year | BTCUSD | d_btcusd_div_0.25_tpm:0.015__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 24.18 | 44.65 | 1.85 | + |
| Metric | d_btcusd_div_0.25_tpm:0.015__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | 1.91% | 6.61% |
| 3M | -1.81% | 9.82% |
| 6M | 23.01% | 43.17% |
| YTD | 44.65% | 24.18% |
| 1Y | 44.65% | 24.18% |
| 3Y (ann.) | 69.27% | 36.17% |
| 5Y (ann.) | 69.27% | 36.17% |
| Metric | d_btcusd_div_0.25_tpm:0.015__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -10.76% | -28.06% |
| Longest DD Days | 107.0 | 116.0 |
| Avg. Drawdown | -1.12% | -8.02% |
| Avg. Drawdown Days | 8.0 | 26.0 |
| Recovery Factor | 4.15 | 0.86 |
| Ulcer Index | 1.01 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-26 | 2025-04-08 | -10.76 | 41 |
| 2025-05-30 | 2025-09-14 | -6.61 | 107 |
| 2025-01-25 | 2025-01-30 | -3.51 | 5 |
| 2025-01-13 | 2025-01-15 | -0.94 | 2 |
| 2025-01-05 | 2025-01-07 | -0.16 | 2 |
| 2025-01-09 | 2025-01-11 | -0.15 | 2 |
| 2025-01-17 | 2025-01-18 | -0.15 | 1 |
| 2025-01-21 | 2025-01-22 | -0.15 | 1 |
| 2025-02-02 | 2025-02-04 | -0.14 | 2 |
| 2025-02-06 | 2025-02-07 | -0.14 | 1 |
| Metric | d_btcusd_div_0.25_tpm:0.015__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 3.68% | 9.73% |
| Worst Day | -6.37% | -8.76% |
| Best Week | 5.96% | 10.56% |
| Worst Week | -6.27% | -13.98% |
| Best Month | 13.62% | 14.33% |
| Worst Month | -4.76% | -19.19% |
| Best Year | 44.65% | 24.18% |
| Worst Year | 44.65% | 24.18% |
| Avg. Up Day | 0.75% | 1.89% |
| Avg. Down Day | -0.86% | -1.47% |
| Avg. Up Week | 2.31% | 3.82% |
| Avg. Down Week | -3.23% | -4.97% |
| Avg. Up Month | 8.72% | 10.47% |
| Avg. Down Month | -4.76% | -7.67% |
| Win Days % | 75.12% | 51.56% |
| Win Month % | 77.78% | 66.67% |
| Win Week % | 78.95% | 63.16% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |