| Metric | /tmp/h_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 195.79% | 146.24% |
| Max Drawdown | -19.19% | -66.89% |
| Sharpe | 1.53 | 0.79 |
| Sortino | 2.75 | 1.19 |
| Payoff Ratio | 1.46 | 1.23 |
| Profit Factor | 1.53 | 1.13 |
| Common Sense Ratio | 2.24 | 1.2 |
| CPC Index | 1.08 | 0.71 |
| Tail Ratio | 1.46 | 1.06 |
| Outlier Win Ratio | 17.7 | 3.45 |
| Outlier Loss Ratio | 7.27 | 2.82 |
| Volatility (ann.) | 24.29% | 55.09% |
| R^2 | 0.32 | 0.32 |
| Calmar | 2.13 | 0.49 |
| Skew | 2.19 | 0.22 |
| Kurtosis | 25.76 | 3.47 |
| Expected Daily % | 0.09% | 0.08% |
| Expected Monthly % | 2.82% | 2.34% |
| Expected Yearly % | 31.14% | 25.27% |
| Kelly Criterion | 12.92% | 12.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.99% | -4.62% |
| Expected Shortfall (cVaR) | -1.99% | -4.62% |
| Year | BTCUSD | /tmp/h_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -52.97 | 4.19 | -0.08 | + |
| 2023 | 154.85 | 39.22 | 0.25 | - |
| 2024 | 119.18 | 75.22 | 0.63 | - |
| 2025 | -6.26 | 16.38 | -2.62 | + |
| Metric | /tmp/h_daily_ | BTCUSD |
|---|---|---|
| MTD | 10.62% | 8.53% |
| 3M | 15.46% | -9.8% |
| 6M | 35.01% | 37.7% |
| YTD | 16.38% | -6.26% |
| 1Y | 90.51% | 34.78% |
| 3Y (ann.) | 35.37% | 26.26% |
| 5Y (ann.) | 40.84% | 32.91% |
| Metric | /tmp/h_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -19.19% | -66.89% |
| Longest DD Days | 300.0 | 683.0 |
| Avg. Drawdown | -3.16% | -9.49% |
| Avg. Drawdown Days | 29.0 | 59.0 |
| Recovery Factor | 10.2 | 2.19 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-18 | 2023-03-14 | -19.19 | 300 |
| 2024-06-06 | 2024-08-09 | -12.10 | 64 |
| 2022-03-10 | 2022-05-13 | -8.20 | 64 |
| 2024-01-03 | 2024-02-27 | -7.96 | 55 |
| 2023-04-29 | 2023-11-16 | -6.61 | 201 |
| 2025-01-29 | 2025-03-01 | -6.14 | 31 |
| 2024-12-06 | 2024-12-16 | -4.93 | 10 |
| 2023-12-15 | 2024-01-02 | -3.99 | 18 |
| 2024-12-22 | 2025-01-03 | -3.72 | 12 |
| 2024-04-25 | 2024-05-04 | -3.51 | 9 |
| Metric | /tmp/h_daily_ | BTCUSD |
|---|---|---|
| Best Day | 12.73% | 14.21% |
| Worst Day | -10.1% | -14.67% |
| Best Week | 23.16% | 28.96% |
| Worst Week | -6.11% | -30.92% |
| Best Month | 22.93% | 45.57% |
| Worst Month | -10.21% | -36.86% |
| Best Year | 75.22% | 154.85% |
| Worst Year | 4.19% | -52.97% |
| Avg. Up Day | 1.29% | 2.29% |
| Avg. Down Day | -0.88% | -1.87% |
| Avg. Up Week | 2.89% | 6.26% |
| Avg. Down Week | -1.72% | -5.57% |
| Avg. Up Month | 5.72% | 14.82% |
| Avg. Down Month | -3.73% | -12.8% |
| Win Days % | 48.26% | 51.64% |
| Win Month % | 69.23% | 58.97% |
| Win Week % | 56.46% | 53.85% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 100.0% | 50.0% |