| Metric | configs/oh_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 74.19% | 31.7% |
| Max Drawdown | -20.96% | -26.06% |
| Sharpe | 2.59 | 0.88 |
| Sortino | 4.65 | 1.29 |
| Payoff Ratio | 1.5 | 1.03 |
| Profit Factor | 1.6 | 1.14 |
| Common Sense Ratio | 2.7 | 1.19 |
| CPC Index | 1.26 | 0.61 |
| Tail Ratio | 1.69 | 1.05 |
| Outlier Win Ratio | 6.56 | 3.18 |
| Outlier Loss Ratio | 7.86 | 2.78 |
| Volatility (ann.) | 26.21% | 51.1% |
| R^2 | 0.12 | 0.12 |
| Calmar | 4.34 | 1.45 |
| Skew | 0.89 | -0.18 |
| Kurtosis | 5.47 | 2.98 |
| Expected Daily % | 0.18% | 0.09% |
| Expected Monthly % | 5.17% | 2.53% |
| Expected Yearly % | 31.98% | 14.76% |
| Kelly Criterion | 21.13% | 5.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.07% | -4.28% |
| Expected Shortfall (cVaR) | -2.07% | -4.28% |
| Year | BTCUSD | configs/oh_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 92.07 | 2.27 | + |
| 2025 | -6.26 | -9.31 | 1.49 | - |
| Metric | configs/oh_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -3.52% | 8.53% |
| 3M | -9.44% | -9.8% |
| 6M | 53.39% | 37.7% |
| YTD | -9.31% | -6.26% |
| 1Y | 74.19% | 31.7% |
| 3Y (ann.) | 91.01% | 37.86% |
| 5Y (ann.) | 91.01% | 37.86% |
| Metric | configs/oh_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -20.96% | -26.06% |
| Longest DD Days | 112.0 | 144.0 |
| Avg. Drawdown | -4.36% | -7.98% |
| Avg. Drawdown Days | 23.0 | 29.0 |
| Recovery Factor | 3.54 | 1.22 |
| Ulcer Index | 1.01 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-03 | 2025-03-25 | -20.96 | 112 |
| 2024-05-22 | 2024-07-15 | -6.68 | 54 |
| 2024-07-23 | 2024-08-08 | -5.62 | 16 |
| 2024-08-26 | 2024-09-27 | -4.08 | 32 |
| 2024-08-09 | 2024-08-24 | -3.16 | 15 |
| 2024-11-23 | 2024-11-28 | -2.90 | 5 |
| 2024-10-22 | 2024-11-06 | -2.61 | 15 |
| 2024-07-18 | 2024-07-20 | -2.33 | 2 |
| 2024-11-17 | 2024-11-18 | -1.52 | 1 |
| 2024-09-29 | 2024-10-16 | -1.33 | 17 |
| Metric | configs/oh_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 6.09% | 9.49% |
| Worst Day | -5.9% | -13.23% |
| Best Week | 18.15% | 15.41% |
| Worst Week | -3.82% | -18.81% |
| Best Month | 58.65% | 34.43% |
| Worst Month | -5.16% | -23.44% |
| Best Year | 92.07% | 40.49% |
| Worst Year | -9.31% | -6.26% |
| Avg. Up Day | 1.04% | 2.09% |
| Avg. Down Day | -0.7% | -2.03% |
| Avg. Up Week | 4.09% | 6.07% |
| Avg. Down Week | -1.34% | -5.14% |
| Avg. Up Month | 15.17% | 13.67% |
| Avg. Down Month | -2.35% | -15.08% |
| Win Days % | 52.72% | 52.08% |
| Win Month % | 54.55% | 63.64% |
| Win Week % | 53.19% | 51.06% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |