| Metric | ethusd_div_0.25_tpm:0.055__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 93.99% | 40.46% |
| Max Drawdown | -36.04% | -62.91% |
| Sharpe | 0.05 | 0.03 |
| Sortino | 0.06 | 0.04 |
| Payoff Ratio | 0.0 | 1.12 |
| Profit Factor | 1.55 | 1.0 |
| Common Sense Ratio | inf | 1.01 |
| CPC Index | 0.0 | 0.57 |
| Tail Ratio | inf | 1.0 |
| Outlier Win Ratio | 228.54 | 2.12 |
| Outlier Loss Ratio | 0.09 | 2.08 |
| Volatility (ann.) | 1.78% | 2.18% |
| R^2 | 0.0 | 0.0 |
| Calmar | 4.36 | 0.99 |
| Skew | -78.02 | -2.37 |
| Kurtosis | 28288.21 | 339.92 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 7.64% | 3.85% |
| Expected Yearly % | 93.99% | 40.46% |
| Kelly Criterion | 68.6% | 5.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.15% | -0.19% |
| Expected Shortfall (cVaR) | -0.15% | -0.19% |
| Year | ETHUSD | ethusd_div_0.25_tpm:0.055__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 40.46 | 93.99 | 2.32 | + |
| Metric | ethusd_div_0.25_tpm:0.055__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| MTD | 4.16% | 6.52% |
| 3M | 34.09% | 81.32% |
| 6M | 137.93% | 144.73% |
| YTD | 93.99% | 40.46% |
| 1Y | 93.99% | 40.46% |
| 3Y (ann.) | 157.23% | 62.32% |
| 5Y (ann.) | 157.23% | 62.32% |
| Metric | ethusd_div_0.25_tpm:0.055__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| Max Drawdown | -36.04% | -62.91% |
| Longest DD Days | 100.0 | 194.0 |
| Avg. Drawdown | -3.29% | -0.98% |
| Avg. Drawdown Days | 7.0 | 1.0 |
| Recovery Factor | 2.61 | 0.64 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-02 | 2025-05-13 | -36.04 | 100 |
| 2025-01-08 | 2025-01-17 | -11.21 | 8 |
| 2025-05-29 | 2025-06-09 | -9.32 | 11 |
| 2025-01-28 | 2025-01-30 | -7.10 | 1 |
| 2025-08-25 | 2025-09-14 | -6.66 | 20 |
| 2025-06-18 | 2025-07-03 | -5.54 | 15 |
| 2025-08-17 | 2025-08-22 | -2.60 | 5 |
| 2025-07-08 | 2025-07-09 | -1.15 | 1 |
| 2025-08-01 | 2025-08-07 | -0.83 | 6 |
| 2025-01-05 | 2025-01-06 | -0.15 | 1 |
| Metric | ethusd_div_0.25_tpm:0.055__tp__tep:1.0_ | ETHUSD |
|---|---|---|
| Best Day | 13.41% | 5.45% |
| Worst Day | -21.08% | -10.18% |
| Best Week | 19.17% | 27.26% |
| Worst Week | -18.11% | -20.52% |
| Best Month | 48.43% | 48.75% |
| Worst Month | -21.36% | -32.24% |
| Best Year | 93.99% | 40.46% |
| Worst Year | 93.99% | 40.46% |
| Avg. Up Day | 0.0% | 0.07% |
| Avg. Down Day | -1.26% | -0.06% |
| Avg. Up Week | 6.64% | 9.15% |
| Avg. Down Week | -10.05% | -8.72% |
| Avg. Up Month | 20.19% | 28.76% |
| Avg. Down Month | -16.14% | -25.38% |
| Win Days % | 99.95% | 50.16% |
| Win Month % | 77.78% | 44.44% |
| Win Week % | 76.32% | 52.63% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |