| Metric | /tmp/h_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 59.0% | 100.0% |
| Cumulative Return | 34.58% | 115.25% |
| Max Drawdown | -12.5% | -66.89% |
| Sharpe | 1.03 | 0.72 |
| Sortino | 1.75 | 1.08 |
| Payoff Ratio | 1.25 | 1.33 |
| Profit Factor | 1.28 | 1.12 |
| Common Sense Ratio | 1.76 | 1.18 |
| CPC Index | 0.76 | 0.77 |
| Tail Ratio | 1.37 | 1.06 |
| Outlier Win Ratio | 29.64 | 2.67 |
| Outlier Loss Ratio | 14.56 | 2.38 |
| Volatility (ann.) | 9.77% | 54.77% |
| R^2 | 0.29 | 0.29 |
| Calmar | 0.81 | 0.42 |
| Skew | 2.19 | 0.2 |
| Kurtosis | 25.22 | 3.56 |
| Expected Daily % | 0.03% | 0.07% |
| Expected Monthly % | 0.78% | 2.04% |
| Expected Yearly % | 7.71% | 21.13% |
| Kelly Criterion | 5.13% | 15.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -4.61% |
| Expected Shortfall (cVaR) | -0.81% | -4.61% |
| Year | BTCUSD | /tmp/h_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.89 | 17.44 | -0.30 | + |
| 2023 | 154.85 | 12.40 | 0.08 | - |
| 2024 | 119.18 | 8.85 | 0.07 | - |
| 2025 | -6.26 | -6.33 | 1.01 | - |
| Metric | /tmp/h_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.24% | 8.53% |
| 3M | -7.21% | -9.8% |
| 6M | -2.33% | 37.7% |
| YTD | -6.33% | -6.26% |
| 1Y | -1.22% | 34.78% |
| 3Y (ann.) | 7.79% | 26.26% |
| 5Y (ann.) | 10.07% | 28.1% |
| Metric | /tmp/h_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -12.5% | -66.89% |
| Longest DD Days | 169.0 | 683.0 |
| Avg. Drawdown | -1.44% | -10.26% |
| Avg. Drawdown Days | 24.0 | 64.0 |
| Recovery Factor | 2.77 | 1.72 |
| Ulcer Index | 1.0 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-03-25 | -12.50 | 109 |
| 2024-06-02 | 2024-10-14 | -5.97 | 134 |
| 2022-09-28 | 2023-02-02 | -4.46 | 127 |
| 2022-03-10 | 2022-03-28 | -3.73 | 18 |
| 2023-04-16 | 2023-10-02 | -3.61 | 169 |
| 2022-03-30 | 2022-04-29 | -3.30 | 30 |
| 2022-04-30 | 2022-07-05 | -2.90 | 66 |
| 2022-08-14 | 2022-09-09 | -2.75 | 26 |
| 2023-12-23 | 2024-02-27 | -2.73 | 66 |
| 2024-04-10 | 2024-06-01 | -2.20 | 52 |
| Metric | /tmp/h_daily_ | BTCUSD |
|---|---|---|
| Best Day | 5.09% | 14.21% |
| Worst Day | -3.28% | -14.67% |
| Best Week | 6.06% | 28.96% |
| Worst Week | -4.53% | -30.92% |
| Best Month | 12.12% | 45.57% |
| Worst Month | -7.43% | -36.86% |
| Best Year | 17.44% | 154.85% |
| Worst Year | -6.33% | -58.89% |
| Avg. Up Day | 0.47% | 2.2% |
| Avg. Down Day | -0.38% | -1.65% |
| Avg. Up Week | 1.22% | 6.36% |
| Avg. Down Week | -0.86% | -5.06% |
| Avg. Up Month | 2.82% | 17.61% |
| Avg. Down Month | -2.48% | -11.26% |
| Win Days % | 47.21% | 51.59% |
| Win Month % | 63.16% | 55.26% |
| Win Week % | 52.0% | 53.33% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |