| Metric | configs/oh_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 60.13% | 26.27% |
| Max Drawdown | -14.17% | -26.06% |
| Sharpe | 2.66 | 0.8 |
| Sortino | 5.31 | 1.16 |
| Payoff Ratio | 1.57 | 1.04 |
| Profit Factor | 1.65 | 1.12 |
| Common Sense Ratio | 2.62 | 1.18 |
| CPC Index | 1.34 | 0.61 |
| Tail Ratio | 1.59 | 1.05 |
| Outlier Win Ratio | 7.66 | 3.09 |
| Outlier Loss Ratio | 9.19 | 2.46 |
| Volatility (ann.) | 22.06% | 51.51% |
| R^2 | 0.23 | 0.23 |
| Calmar | 5.34 | 1.24 |
| Skew | 1.86 | -0.17 |
| Kurtosis | 8.94 | 2.93 |
| Expected Daily % | 0.15% | 0.08% |
| Expected Monthly % | 4.37% | 2.14% |
| Expected Yearly % | 26.54% | 12.37% |
| Kelly Criterion | 21.1% | 6.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.74% | -4.32% |
| Expected Shortfall (cVaR) | -1.74% | -4.32% |
| Year | BTCUSD | configs/oh_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 74.59 | 1.84 | + |
| 2025 | -10.12 | -8.29 | 0.82 | + |
| Metric | configs/oh_daily_ | BTCUSD |
|---|---|---|
| MTD | -3.02% | 4.06% |
| 3M | -10.03% | -18.31% |
| 6M | 49.69% | 38.61% |
| YTD | -8.29% | -10.12% |
| 1Y | 60.13% | 26.27% |
| 3Y (ann.) | 75.66% | 32.2% |
| 5Y (ann.) | 75.66% | 32.2% |
| Metric | configs/oh_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -14.17% | -26.06% |
| Longest DD Days | 104.0 | 144.0 |
| Avg. Drawdown | -2.7% | -7.98% |
| Avg. Drawdown Days | 15.0 | 28.0 |
| Recovery Factor | 4.24 | 1.01 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-03 | 2025-03-17 | -14.17 | 104 |
| 2024-05-22 | 2024-07-16 | -6.10 | 55 |
| 2024-08-26 | 2024-09-20 | -5.51 | 25 |
| 2024-07-23 | 2024-07-28 | -3.56 | 5 |
| 2024-07-30 | 2024-08-08 | -2.87 | 9 |
| 2024-10-22 | 2024-11-06 | -2.71 | 15 |
| 2024-07-18 | 2024-07-20 | -1.90 | 2 |
| 2024-08-09 | 2024-08-24 | -1.68 | 15 |
| 2024-11-23 | 2024-11-28 | -1.59 | 5 |
| 2024-11-13 | 2024-11-14 | -1.48 | 1 |
| Metric | configs/oh_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.25% | 9.49% |
| Worst Day | -3.4% | -13.23% |
| Best Week | 16.81% | 15.41% |
| Worst Week | -3.33% | -18.81% |
| Best Month | 50.45% | 34.43% |
| Worst Month | -3.05% | -23.44% |
| Best Year | 74.59% | 40.49% |
| Worst Year | -8.29% | -10.12% |
| Avg. Up Day | 0.94% | 2.13% |
| Avg. Down Day | -0.6% | -2.04% |
| Avg. Up Week | 3.67% | 6.25% |
| Avg. Down Week | -0.96% | -4.65% |
| Avg. Up Month | 13.33% | 13.67% |
| Avg. Down Month | -2.08% | -15.08% |
| Win Days % | 51.8% | 52.46% |
| Win Month % | 54.55% | 63.64% |
| Win Week % | 47.83% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |