| Metric | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 54.12% | 24.24% |
| Max Drawdown | -11.0% | -31.58% |
| Sharpe | 0.07 | 0.02 |
| Sortino | 0.11 | 0.03 |
| Payoff Ratio | 0.0 | 1.08 |
| Profit Factor | 1.84 | 1.0 |
| Common Sense Ratio | inf | 1.01 |
| CPC Index | 0.0 | 0.55 |
| Tail Ratio | inf | 1.0 |
| Outlier Win Ratio | 337.39 | 2.27 |
| Outlier Loss Ratio | 0.16 | 2.21 |
| Volatility (ann.) | 0.61% | 1.22% |
| R^2 | 0.0 | 0.0 |
| Calmar | 7.75 | 1.15 |
| Skew | -15.91 | 0.01 |
| Kurtosis | 13286.45 | 37.01 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 4.92% | 2.44% |
| Expected Yearly % | 54.12% | 24.24% |
| Kelly Criterion | 68.04% | 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:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 24.24 | 54.12 | 2.23 | + |
| Metric | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| MTD | 2.12% | 7.21% |
| 3M | 0.42% | 9.36% |
| 6M | 28.07% | 38.21% |
| YTD | 54.12% | 24.24% |
| 1Y | 54.12% | 24.24% |
| 3Y (ann.) | 85.29% | 36.27% |
| 5Y (ann.) | 85.29% | 36.27% |
| Metric | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Max Drawdown | -11.0% | -31.58% |
| Longest DD Days | 49.0 | 121.0 |
| Avg. Drawdown | -1.36% | -0.68% |
| Avg. Drawdown Days | 5.0 | 1.0 |
| Recovery Factor | 4.92 | 0.77 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-25 | 2025-03-19 | -11.00 | 21 |
| 2025-08-17 | 2025-09-14 | -7.23 | 28 |
| 2025-03-29 | 2025-04-07 | -4.93 | 8 |
| 2025-05-29 | 2025-07-17 | -4.90 | 49 |
| 2025-07-28 | 2025-08-13 | -4.29 | 16 |
| 2025-02-05 | 2025-02-10 | -3.47 | 4 |
| 2025-01-25 | 2025-01-29 | -3.42 | 4 |
| 2025-01-12 | 2025-01-14 | -0.93 | 1 |
| 2025-04-19 | 2025-04-20 | -0.26 | 1 |
| 2025-05-01 | 2025-05-01 | -0.24 | 0 |
| Metric | btcusd_div_0.25_tpm:0.02__tp__tep:1.0_ | BTCUSD |
|---|---|---|
| Best Day | 3.48% | 1.97% |
| Worst Day | -6.38% | -1.78% |
| Best Week | 5.79% | 12.13% |
| Worst Week | -6.41% | -12.33% |
| Best Month | 15.57% | 14.11% |
| Worst Month | -3.69% | -17.69% |
| Best Year | 54.12% | 24.24% |
| Worst Year | 54.12% | 24.24% |
| Avg. Up Day | 0.0% | 0.04% |
| Avg. Down Day | -0.54% | -0.04% |
| Avg. Up Week | 2.56% | 3.15% |
| Avg. Down Week | -2.97% | -4.51% |
| Avg. Up Month | 9.98% | 10.02% |
| Avg. Down Month | -2.52% | -12.09% |
| Win Days % | 99.95% | 50.1% |
| Win Month % | 66.67% | 66.67% |
| Win Week % | 73.68% | 60.53% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |