| Metric | h_ | BTCUSD |
|---|---|---|
| Time in Market | 63.0% | 100.0% |
| Cumulative Return | 11.07% | 33.29% |
| Max Drawdown | -46.78% | -28.38% |
| Sharpe | 0.29 | 0.46 |
| Sortino | 0.32 | 0.66 |
| Payoff Ratio | 1.05 | 1.14 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.54 | 1.01 |
| CPC Index | 0.59 | 0.62 |
| Tail Ratio | 1.35 | 0.94 |
| Outlier Win Ratio | 14.69 | 3.72 |
| Outlier Loss Ratio | 5.92 | 2.91 |
| Volatility (ann.) | 25.31% | 26.35% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.28 | 1.44 |
| Skew | -22.81 | 0.15 |
| Kurtosis | 703.33 | 6.25 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.96% | 2.65% |
| Expected Yearly % | 5.39% | 15.45% |
| Kelly Criterion | 1.31% | 8.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.16% | -2.24% |
| Expected Shortfall (cVaR) | -2.16% | -2.24% |
| Year | BTCUSD | h_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 99.81 | 2.02 | + |
| 2025 | -10.83 | -44.41 | 4.10 | - |
| Metric | h_ | BTCUSD |
|---|---|---|
| MTD | -42.11% | -1.25% |
| 3M | -45.71% | -21.54% |
| 6M | 0.89% | 43.01% |
| YTD | -44.41% | -10.83% |
| 1Y | 11.07% | 33.29% |
| 3Y (ann.) | 13.29% | 40.73% |
| 5Y (ann.) | 13.29% | 40.73% |
| Metric | h_ | BTCUSD |
|---|---|---|
| Max Drawdown | -46.78% | -28.38% |
| Longest DD Days | 106.0 | 144.0 |
| Avg. Drawdown | -2.31% | -4.96% |
| Avg. Drawdown Days | 7.0 | 12.0 |
| Recovery Factor | 0.24 | 1.17 |
| Ulcer Index | 1.02 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-03 | 2025-03-19 | -46.78 | 106 |
| 2024-05-21 | 2024-07-15 | -7.13 | 55 |
| 2024-08-09 | 2024-09-19 | -5.47 | 41 |
| 2024-07-22 | 2024-08-08 | -4.35 | 17 |
| 2024-07-17 | 2024-07-19 | -3.44 | 2 |
| 2024-10-21 | 2024-11-06 | -3.21 | 16 |
| 2024-11-13 | 2024-11-15 | -3.13 | 1 |
| 2024-11-16 | 2024-11-18 | -1.95 | 2 |
| 2024-11-22 | 2024-11-28 | -1.91 | 5 |
| 2024-05-16 | 2024-05-17 | -1.65 | 1 |
| Metric | h_ | BTCUSD |
|---|---|---|
| Best Day | 6.61% | 9.33% |
| Worst Day | -40.29% | -9.32% |
| Best Week | 21.6% | 18.93% |
| Worst Week | -40.79% | -12.33% |
| Best Month | 61.36% | 37.42% |
| Worst Month | -42.11% | -17.69% |
| Best Year | 99.81% | 49.48% |
| Worst Year | -44.41% | -10.83% |
| Avg. Up Day | 0.53% | 1.02% |
| Avg. Down Day | -0.5% | -0.89% |
| Avg. Up Week | 4.55% | 6.73% |
| Avg. Down Week | -3.03% | -4.62% |
| Avg. Up Month | 16.41% | 13.36% |
| Avg. Down Month | -11.89% | -8.7% |
| Win Days % | 49.54% | 51.19% |
| Win Month % | 54.55% | 54.55% |
| Win Week % | 47.83% | 50.0% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |