| Metric | btcusd_div_0.25_tpm:0.015__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 44.65% | 24.24% |
| Max Drawdown | -10.76% | -31.58% |
| Sharpe | 0.07 | 0.02 |
| Sortino | 0.09 | 0.03 |
| Payoff Ratio | 0.0 | 1.08 |
| Profit Factor | 1.75 | 1.0 |
| Common Sense Ratio | inf | 1.01 |
| CPC Index | 0.0 | 0.55 |
| Tail Ratio | inf | 1.0 |
| Outlier Win Ratio | 370.74 | 2.27 |
| Outlier Loss Ratio | 0.17 | 2.21 |
| Volatility (ann.) | 0.57% | 1.22% |
| R^2 | 0.0 | 0.0 |
| Calmar | 6.44 | 1.15 |
| Skew | -35.48 | 0.01 |
| Kurtosis | 14639.55 | 37.01 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 4.19% | 2.44% |
| Expected Yearly % | 44.65% | 24.24% |
| Kelly Criterion | 72.87% | 4.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.05% | -0.11% |
| Expected Shortfall (cVaR) | -0.05% | -0.11% |
| Year | BTCUSD | btcusd_div_0.25_tpm:0.015__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 24.24 | 44.65 | 1.84 | + |
| Metric | btcusd_div_0.25_tpm:0.015__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | 1.91% | 7.21% |
| 3M | -1.81% | 9.36% |
| 6M | 19.97% | 38.21% |
| YTD | 44.65% | 24.24% |
| 1Y | 44.65% | 24.24% |
| 3Y (ann.) | 69.27% | 36.27% |
| 5Y (ann.) | 69.27% | 36.27% |
| Metric | btcusd_div_0.25_tpm:0.015__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -10.76% | -31.58% |
| Longest DD Days | 108.0 | 121.0 |
| Avg. Drawdown | -1.02% | -0.68% |
| Avg. Drawdown Days | 6.0 | 1.0 |
| Recovery Factor | 4.15 | 0.77 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-25 | 2025-04-07 | -10.76 | 40 |
| 2025-05-29 | 2025-09-14 | -8.39 | 108 |
| 2025-01-25 | 2025-01-29 | -3.51 | 4 |
| 2025-01-12 | 2025-01-14 | -0.94 | 1 |
| 2025-05-01 | 2025-05-01 | -0.25 | 0 |
| 2025-01-05 | 2025-01-06 | -0.16 | 1 |
| 2025-01-08 | 2025-01-10 | -0.15 | 1 |
| 2025-01-17 | 2025-01-17 | -0.15 | 0 |
| 2025-01-21 | 2025-01-21 | -0.15 | 0 |
| 2025-02-01 | 2025-02-03 | -0.14 | 1 |
| Metric | btcusd_div_0.25_tpm:0.015__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 3.4% | 1.97% |
| Worst Day | -6.24% | -1.78% |
| Best Week | 4.61% | 12.13% |
| Worst Week | -6.27% | -12.33% |
| Best Month | 13.45% | 14.11% |
| Worst Month | -4.76% | -17.69% |
| Best Year | 44.65% | 24.24% |
| Worst Year | 44.65% | 24.24% |
| Avg. Up Day | 0.0% | 0.04% |
| Avg. Down Day | -0.47% | -0.04% |
| Avg. Up Week | 2.43% | 3.12% |
| Avg. Down Week | -3.15% | -4.51% |
| Avg. Up Month | 8.7% | 10.02% |
| Avg. Down Month | -4.76% | -6.49% |
| Win Days % | 99.95% | 50.1% |
| Win Month % | 77.78% | 66.67% |
| Win Week % | 71.05% | 60.53% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |