| Metric | d_ethusd_div_0.25_tpm:0.055__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| Time in Market | 83.0% | 100.0% |
| Cumulative Return | 93.99% | 40.2% |
| Max Drawdown | -36.04% | -60.0% |
| Sharpe | 1.72 | 1.0 |
| Sortino | 2.25 | 1.57 |
| Payoff Ratio | 0.57 | 1.13 |
| Profit Factor | 1.58 | 1.16 |
| Common Sense Ratio | 4.08 | 1.41 |
| CPC Index | 0.72 | 0.67 |
| Tail Ratio | 2.58 | 1.21 |
| Outlier Win Ratio | 11.45 | 4.15 |
| Outlier Loss Ratio | 4.22 | 5.31 |
| Volatility (ann.) | 69.7% | 78.39% |
| R^2 | 0.12 | 0.12 |
| Calmar | 4.36 | 1.03 |
| Skew | -2.08 | 0.65 |
| Kurtosis | 16.26 | 4.23 |
| Expected Daily % | 0.26% | 0.13% |
| Expected Monthly % | 7.64% | 3.83% |
| Expected Yearly % | 93.99% | 40.2% |
| Kelly Criterion | 44.64% | 7.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.67% | -6.53% |
| Expected Shortfall (cVaR) | -5.67% | -6.53% |
| Year | ETHUSD | d_ethusd_div_0.25_tpm:0.055__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 40.20 | 93.99 | 2.34 | + |
| Metric | d_ethusd_div_0.25_tpm:0.055__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| MTD | 4.34% | 6.77% |
| 3M | 34.09% | 76.65% |
| 6M | 141.1% | 150.76% |
| YTD | 93.99% | 40.2% |
| 1Y | 93.99% | 40.2% |
| 3Y (ann.) | 157.23% | 61.9% |
| 5Y (ann.) | 157.23% | 61.9% |
| Metric | d_ethusd_div_0.25_tpm:0.055__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| Max Drawdown | -36.04% | -60.0% |
| Longest DD Days | 101.0 | 194.0 |
| Avg. Drawdown | -5.34% | -14.65% |
| Avg. Drawdown Days | 12.0 | 34.0 |
| Recovery Factor | 2.61 | 0.67 |
| Ulcer Index | 1.03 | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-02 | 2025-05-14 | -36.04 | 101 |
| 2025-01-09 | 2025-01-18 | -11.21 | 9 |
| 2025-05-30 | 2025-06-10 | -9.16 | 11 |
| 2025-01-29 | 2025-01-31 | -7.10 | 2 |
| 2025-08-26 | 2025-09-14 | -6.52 | 19 |
| 2025-06-19 | 2025-07-04 | -5.48 | 15 |
| 2025-08-18 | 2025-08-23 | -2.60 | 5 |
| 2025-08-02 | 2025-08-08 | -0.82 | 6 |
| 2025-07-09 | 2025-07-10 | -0.60 | 1 |
| 2025-01-05 | 2025-01-07 | -0.15 | 2 |
| Metric | d_ethusd_div_0.25_tpm:0.055__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| Best Day | 13.93% | 21.62% |
| Worst Day | -21.24% | -14.84% |
| Best Week | 23.09% | 19.88% |
| Worst Week | -18.18% | -17.14% |
| Best Month | 48.43% | 52.13% |
| Worst Month | -21.59% | -29.05% |
| Best Year | 93.99% | 40.2% |
| Worst Year | 93.99% | 40.2% |
| Avg. Up Day | 1.97% | 3.48% |
| Avg. Down Day | -3.43% | -3.09% |
| Avg. Up Week | 6.75% | 7.74% |
| Avg. Down Week | -7.46% | -7.76% |
| Avg. Up Month | 20.19% | 28.66% |
| Avg. Down Month | -16.25% | -25.26% |
| Win Days % | 79.81% | 51.17% |
| Win Month % | 77.78% | 44.44% |
| Win Week % | 68.42% | 57.89% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |