| Metric | configs/oh_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 65.35% | 32.25% |
| Max Drawdown | -14.23% | -28.38% |
| Sharpe | 1.41 | 0.45 |
| Sortino | 2.5 | 0.65 |
| Payoff Ratio | 1.34 | 1.05 |
| Profit Factor | 1.39 | 1.07 |
| Common Sense Ratio | 1.76 | 1.02 |
| CPC Index | 0.93 | 0.57 |
| Tail Ratio | 1.26 | 0.95 |
| Outlier Win Ratio | 10.35 | 3.4 |
| Outlier Loss Ratio | 11.71 | 2.83 |
| Volatility (ann.) | 11.06% | 26.26% |
| R^2 | 0.28 | 0.28 |
| Calmar | 5.75 | 1.39 |
| Skew | 2.04 | 0.16 |
| Kurtosis | 20.49 | 6.33 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.68% | 2.57% |
| Expected Yearly % | 28.59% | 15.0% |
| Kelly Criterion | 12.52% | 4.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.23% |
| Expected Shortfall (cVaR) | -0.91% | -2.23% |
| Year | BTCUSD | configs/oh_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 80.86 | 1.63 | + |
| 2025 | -11.53 | -8.58 | 0.74 | + |
| Metric | configs/oh_ | BTCUSD |
|---|---|---|
| MTD | -3.33% | -2.02% |
| 3M | -10.88% | -22.15% |
| 6M | 50.54% | 39.67% |
| YTD | -8.58% | -11.53% |
| 1Y | 65.35% | 32.25% |
| 3Y (ann.) | 81.84% | 39.43% |
| 5Y (ann.) | 81.84% | 39.43% |
| Metric | configs/oh_ | BTCUSD |
|---|---|---|
| Max Drawdown | -14.23% | -28.38% |
| Longest DD Days | 106.0 | 144.0 |
| Avg. Drawdown | -1.52% | -4.96% |
| Avg. Drawdown Days | 7.0 | 12.0 |
| Recovery Factor | 4.59 | 1.14 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-02 | 2025-03-18 | -14.23 | 106 |
| 2024-05-21 | 2024-07-15 | -6.51 | 55 |
| 2024-08-24 | 2024-09-20 | -5.96 | 26 |
| 2024-07-22 | 2024-08-08 | -4.33 | 17 |
| 2024-11-13 | 2024-11-15 | -3.53 | 1 |
| 2024-10-21 | 2024-11-06 | -3.47 | 16 |
| 2024-07-17 | 2024-07-19 | -3.17 | 2 |
| 2024-08-09 | 2024-08-23 | -1.95 | 14 |
| 2024-11-16 | 2024-11-18 | -1.68 | 2 |
| 2024-11-22 | 2024-11-28 | -1.68 | 5 |
| Metric | configs/oh_ | BTCUSD |
|---|---|---|
| Best Day | 5.98% | 9.33% |
| Worst Day | -3.89% | -9.32% |
| Best Week | 19.08% | 18.93% |
| Worst Week | -3.6% | -12.33% |
| Best Month | 50.94% | 37.42% |
| Worst Month | -3.33% | -17.69% |
| Best Year | 80.86% | 49.48% |
| Worst Year | -8.58% | -11.53% |
| Avg. Up Day | 0.32% | 1.03% |
| Avg. Down Day | -0.24% | -0.99% |
| Avg. Up Week | 3.86% | 6.54% |
| Avg. Down Week | -1.21% | -4.7% |
| Avg. Up Month | 17.62% | 13.98% |
| Avg. Down Month | -2.35% | -8.89% |
| Win Days % | 49.96% | 51.14% |
| Win Month % | 45.45% | 54.55% |
| Win Week % | 50.0% | 50.0% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |