| Metric | /tmp/h_ | BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 58.19% | 102.71% |
| Max Drawdown | -19.01% | -67.18% |
| Sharpe | 0.51 | 0.35 |
| Sortino | 0.81 | 0.5 |
| Payoff Ratio | 1.14 | 1.11 |
| Profit Factor | 1.22 | 1.06 |
| Common Sense Ratio | 1.48 | 1.03 |
| CPC Index | 0.7 | 0.6 |
| Tail Ratio | 1.21 | 0.97 |
| Outlier Win Ratio | 40.27 | 3.18 |
| Outlier Loss Ratio | 6.59 | 3.08 |
| Volatility (ann.) | 7.78% | 26.6% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.84 | 0.38 |
| Skew | 1.58 | 0.16 |
| Kurtosis | 54.29 | 6.3 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.21% | 1.88% |
| Expected Yearly % | 12.15% | 19.32% |
| Kelly Criterion | 6.91% | 7.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.27% |
| Expected Shortfall (cVaR) | -0.66% | -2.27% |
| Year | BTCUSD | /tmp/h_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 12.11 | -0.20 | + |
| 2023 | 155.54 | 31.69 | 0.20 | - |
| 2024 | 121.00 | 5.98 | 0.05 | - |
| 2025 | -6.21 | 1.11 | -0.18 | + |
| Metric | /tmp/h_ | BTCUSD |
|---|---|---|
| MTD | 0.56% | 3.86% |
| 3M | 1.11% | -7.61% |
| 6M | 3.08% | 38.23% |
| YTD | 1.11% | -6.21% |
| 1Y | -4.34% | 25.27% |
| 3Y (ann.) | 15.85% | 25.44% |
| 5Y (ann.) | 15.94% | 25.59% |
| Metric | /tmp/h_ | BTCUSD |
|---|---|---|
| Max Drawdown | -19.01% | -67.18% |
| Longest DD Days | 291.0 | 683.0 |
| Avg. Drawdown | -2.31% | -7.49% |
| Avg. Drawdown Days | 26.0 | 37.0 |
| Recovery Factor | 3.06 | 1.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2022-09-27 | -19.01 | 209 |
| 2024-06-07 | 2025-03-26 | -17.44 | 291 |
| 2024-03-05 | 2024-06-04 | -8.31 | 91 |
| 2023-02-02 | 2023-06-21 | -8.23 | 138 |
| 2022-09-27 | 2022-10-04 | -4.66 | 7 |
| 2023-11-16 | 2023-12-20 | -3.80 | 34 |
| 2022-11-11 | 2023-02-02 | -3.79 | 83 |
| 2023-11-11 | 2023-11-15 | -3.14 | 4 |
| 2022-10-26 | 2022-11-10 | -3.05 | 14 |
| 2023-07-14 | 2023-10-01 | -2.98 | 79 |
| Metric | /tmp/h_ | BTCUSD |
|---|---|---|
| Best Day | 5.88% | 9.33% |
| Worst Day | -5.98% | -9.32% |
| Best Week | 7.77% | 35.75% |
| Worst Week | -10.78% | -29.64% |
| Best Month | 11.95% | 43.77% |
| Worst Month | -10.55% | -37.12% |
| Best Year | 31.69% | 155.54% |
| Worst Year | 1.11% | -61.73% |
| Avg. Up Day | 0.49% | 0.96% |
| Avg. Down Day | -0.43% | -0.86% |
| Avg. Up Week | 2.68% | 6.59% |
| Avg. Down Week | -1.53% | -5.32% |
| Avg. Up Month | 4.43% | 15.93% |
| Avg. Down Month | -4.27% | -14.83% |
| Win Days % | 50.31% | 51.08% |
| Win Month % | 67.65% | 60.53% |
| Win Week % | 57.53% | 48.8% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 100.0% | 50.0% |