| Metric | configs/oh_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 73.66% | 32.25% |
| Max Drawdown | -21.03% | -28.38% |
| Sharpe | 1.33 | 0.45 |
| Sortino | 2.27 | 0.65 |
| Payoff Ratio | 1.31 | 1.03 |
| Profit Factor | 1.4 | 1.07 |
| Common Sense Ratio | 1.9 | 1.02 |
| CPC Index | 0.93 | 0.57 |
| Tail Ratio | 1.36 | 0.95 |
| Outlier Win Ratio | 10.95 | 3.84 |
| Outlier Loss Ratio | 11.26 | 2.97 |
| Volatility (ann.) | 12.94% | 26.26% |
| R^2 | 0.15 | 0.15 |
| Calmar | 4.41 | 1.39 |
| Skew | 1.45 | 0.16 |
| Kurtosis | 29.18 | 6.33 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 5.15% | 2.57% |
| Expected Yearly % | 31.78% | 15.0% |
| Kelly Criterion | 13.02% | 3.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.07% | -2.23% |
| Expected Shortfall (cVaR) | -1.07% | -2.23% |
| Year | BTCUSD | configs/oh_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 95.44 | 1.93 | + |
| 2025 | -11.53 | -11.15 | 0.97 | + |
| Metric | configs/oh_ | BTCUSD |
|---|---|---|
| MTD | -5.41% | -2.02% |
| 3M | -15.0% | -22.15% |
| 6M | 54.99% | 39.67% |
| YTD | -11.15% | -11.53% |
| 1Y | 73.66% | 32.25% |
| 3Y (ann.) | 92.74% | 39.43% |
| 5Y (ann.) | 92.74% | 39.43% |
| Metric | configs/oh_ | BTCUSD |
|---|---|---|
| Max Drawdown | -21.03% | -28.38% |
| Longest DD Days | 106.0 | 144.0 |
| Avg. Drawdown | -1.64% | -4.96% |
| Avg. Drawdown Days | 7.0 | 12.0 |
| Recovery Factor | 3.5 | 1.14 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-02 | 2025-03-18 | -21.03 | 106 |
| 2024-05-21 | 2024-07-15 | -7.24 | 55 |
| 2024-07-22 | 2024-08-08 | -6.13 | 17 |
| 2024-08-24 | 2024-09-24 | -4.47 | 31 |
| 2024-08-09 | 2024-08-24 | -3.65 | 15 |
| 2024-07-17 | 2024-07-19 | -3.13 | 2 |
| 2024-11-22 | 2024-11-28 | -3.05 | 5 |
| 2024-10-21 | 2024-11-06 | -2.99 | 16 |
| 2024-11-14 | 2024-11-15 | -1.77 | 0 |
| 2024-11-16 | 2024-11-18 | -1.71 | 1 |
| Metric | configs/oh_ | BTCUSD |
|---|---|---|
| Best Day | 6.02% | 9.33% |
| Worst Day | -6.73% | -9.32% |
| Best Week | 19.22% | 18.93% |
| Worst Week | -3.73% | -12.33% |
| Best Month | 59.2% | 37.42% |
| Worst Month | -5.41% | -17.69% |
| Best Year | 95.44% | 49.48% |
| Worst Year | -11.15% | -11.53% |
| Avg. Up Day | 0.32% | 1.04% |
| Avg. Down Day | -0.24% | -1.0% |
| Avg. Up Week | 4.26% | 6.54% |
| Avg. Down Week | -1.35% | -4.63% |
| Avg. Up Month | 15.43% | 13.36% |
| Avg. Down Month | -2.94% | -8.89% |
| Win Days % | 50.69% | 51.14% |
| Win Month % | 54.55% | 54.55% |
| Win Week % | 47.83% | 50.0% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |