| Metric | /tmp/h_ | BTCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 195.74% | 146.5% |
| Max Drawdown | -21.89% | -67.18% |
| Sharpe | 0.77 | 0.4 |
| Sortino | 1.28 | 0.58 |
| Payoff Ratio | 1.25 | 1.17 |
| Profit Factor | 1.25 | 1.07 |
| Common Sense Ratio | 1.53 | 1.05 |
| CPC Index | 0.76 | 0.64 |
| Tail Ratio | 1.22 | 0.98 |
| Outlier Win Ratio | 21.01 | 3.74 |
| Outlier Loss Ratio | 6.84 | 3.46 |
| Volatility (ann.) | 12.03% | 26.78% |
| R^2 | 0.33 | 0.33 |
| Calmar | 1.86 | 0.49 |
| Skew | 2.43 | 0.18 |
| Kurtosis | 37.57 | 6.15 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.82% | 2.34% |
| Expected Yearly % | 31.14% | 25.3% |
| Kelly Criterion | 6.78% | 9.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -2.28% |
| Expected Shortfall (cVaR) | -1.01% | -2.28% |
| Year | BTCUSD | /tmp/h_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 4.04 | -0.08 | + |
| 2023 | 155.54 | 39.57 | 0.25 | - |
| 2024 | 121.00 | 76.56 | 0.63 | - |
| 2025 | -5.74 | 15.34 | -2.67 | + |
| Metric | /tmp/h_ | BTCUSD |
|---|---|---|
| MTD | 6.6% | 4.38% |
| 3M | 12.72% | -10.75% |
| 6M | 35.01% | 38.92% |
| YTD | 15.34% | -5.74% |
| 1Y | 76.41% | 25.9% |
| 3Y (ann.) | 35.38% | 25.65% |
| 5Y (ann.) | 40.74% | 32.89% |
| Metric | /tmp/h_ | BTCUSD |
|---|---|---|
| Max Drawdown | -21.89% | -67.18% |
| Longest DD Days | 301.0 | 683.0 |
| Avg. Drawdown | -2.44% | -6.09% |
| Avg. Drawdown Days | 16.0 | 28.0 |
| Recovery Factor | 8.94 | 2.18 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-13 | -21.89 | 301 |
| 2024-06-05 | 2024-08-08 | -13.40 | 64 |
| 2024-01-02 | 2024-03-23 | -10.48 | 80 |
| 2022-03-09 | 2022-05-13 | -8.98 | 64 |
| 2023-04-26 | 2023-11-15 | -7.50 | 203 |
| 2024-12-05 | 2024-12-15 | -7.25 | 9 |
| 2025-01-28 | 2025-02-03 | -6.14 | 6 |
| 2025-03-03 | 2025-03-26 | -5.18 | 23 |
| 2023-11-16 | 2023-11-24 | -5.15 | 8 |
| 2024-12-21 | 2024-12-24 | -4.87 | 3 |
| Metric | /tmp/h_ | BTCUSD |
|---|---|---|
| Best Day | 8.97% | 9.33% |
| Worst Day | -5.3% | -9.32% |
| Best Week | 21.78% | 35.75% |
| Worst Week | -9.59% | -29.64% |
| Best Month | 23.07% | 43.77% |
| Worst Month | -9.64% | -37.12% |
| Best Year | 76.56% | 155.54% |
| Worst Year | 4.04% | -53.69% |
| Avg. Up Day | 0.6% | 0.99% |
| Avg. Down Day | -0.48% | -0.85% |
| Avg. Up Week | 2.33% | 6.58% |
| Avg. Down Week | -1.77% | -5.19% |
| Avg. Up Month | 5.45% | 14.0% |
| Avg. Down Month | -4.49% | -13.32% |
| Win Days % | 48.24% | 51.09% |
| Win Month % | 74.36% | 61.54% |
| Win Week % | 60.28% | 49.7% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 100.0% | 50.0% |