| Metric | /tmp/h_ | BTCUSD |
|---|---|---|
| Time in Market | 63.0% | 100.0% |
| Cumulative Return | 144.93% | 110.41% |
| Max Drawdown | -19.67% | -67.18% |
| Sharpe | 0.73 | 0.36 |
| Sortino | 1.17 | 0.51 |
| Payoff Ratio | 1.15 | 1.09 |
| Profit Factor | 1.2 | 1.06 |
| Common Sense Ratio | 1.38 | 1.03 |
| CPC Index | 0.7 | 0.59 |
| Tail Ratio | 1.15 | 0.98 |
| Outlier Win Ratio | 17.45 | 3.5 |
| Outlier Loss Ratio | 8.92 | 3.37 |
| Volatility (ann.) | 10.62% | 26.61% |
| R^2 | 0.41 | 0.41 |
| Calmar | 1.68 | 0.4 |
| Skew | 2.06 | 0.16 |
| Kurtosis | 32.72 | 6.23 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.39% | 1.98% |
| Expected Yearly % | 25.1% | 20.44% |
| Kelly Criterion | 7.16% | 6.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.27% |
| Expected Shortfall (cVaR) | -0.89% | -2.27% |
| Year | BTCUSD | /tmp/h_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 6.60 | -0.11 | + |
| 2023 | 155.54 | 52.32 | 0.34 | - |
| 2024 | 121.00 | 43.51 | 0.36 | - |
| 2025 | -6.21 | 5.11 | -0.82 | + |
| Metric | /tmp/h_ | BTCUSD |
|---|---|---|
| MTD | 0.5% | 3.86% |
| 3M | 5.04% | -7.61% |
| 6M | 17.07% | 38.23% |
| YTD | 5.11% | -6.21% |
| 1Y | 32.76% | 25.27% |
| 3Y (ann.) | 27.78% | 25.44% |
| 5Y (ann.) | 33.08% | 26.79% |
| Metric | /tmp/h_ | BTCUSD |
|---|---|---|
| Max Drawdown | -19.67% | -67.18% |
| Longest DD Days | 301.0 | 683.0 |
| Avg. Drawdown | -1.66% | -7.04% |
| Avg. Drawdown Days | 11.0 | 36.0 |
| Recovery Factor | 7.37 | 1.64 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-13 | -19.67 | 301 |
| 2024-06-05 | 2024-10-07 | -11.96 | 123 |
| 2022-03-02 | 2022-05-15 | -8.67 | 74 |
| 2024-01-02 | 2024-02-28 | -7.35 | 57 |
| 2023-04-30 | 2023-06-20 | -6.96 | 51 |
| 2023-07-14 | 2023-10-23 | -6.61 | 101 |
| 2025-03-06 | 2025-03-26 | -6.35 | 19 |
| 2024-12-05 | 2024-12-15 | -6.31 | 10 |
| 2024-10-07 | 2024-10-14 | -5.22 | 6 |
| 2023-11-16 | 2023-11-24 | -4.21 | 8 |
| Metric | /tmp/h_ | BTCUSD |
|---|---|---|
| Best Day | 6.67% | 9.33% |
| Worst Day | -4.44% | -9.32% |
| Best Week | 17.95% | 35.75% |
| Worst Week | -8.15% | -29.64% |
| Best Month | 18.85% | 43.77% |
| Worst Month | -7.1% | -37.12% |
| Best Year | 52.32% | 155.54% |
| Worst Year | 5.11% | -60.27% |
| Avg. Up Day | 0.4% | 0.95% |
| Avg. Down Day | -0.35% | -0.88% |
| Avg. Up Week | 2.22% | 6.82% |
| Avg. Down Week | -1.51% | -4.72% |
| Avg. Up Month | 4.86% | 13.35% |
| Avg. Down Month | -3.92% | -13.32% |
| Win Days % | 50.44% | 51.11% |
| Win Month % | 78.95% | 60.53% |
| Win Week % | 59.31% | 49.1% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 100.0% | 50.0% |