| Metric | configs/oh_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 71.2% | 26.27% |
| Max Drawdown | -20.93% | -26.06% |
| Sharpe | 2.57 | 0.8 |
| Sortino | 4.59 | 1.16 |
| Payoff Ratio | 1.46 | 1.01 |
| Profit Factor | 1.59 | 1.12 |
| Common Sense Ratio | 2.77 | 1.18 |
| CPC Index | 1.23 | 0.6 |
| Tail Ratio | 1.74 | 1.05 |
| Outlier Win Ratio | 6.6 | 3.19 |
| Outlier Loss Ratio | 7.82 | 2.74 |
| Volatility (ann.) | 26.36% | 51.51% |
| R^2 | 0.12 | 0.12 |
| Calmar | 4.32 | 1.24 |
| Skew | 0.88 | -0.17 |
| Kurtosis | 5.39 | 2.93 |
| Expected Daily % | 0.18% | 0.08% |
| Expected Monthly % | 5.01% | 2.14% |
| Expected Yearly % | 30.84% | 12.37% |
| Kelly Criterion | 20.9% | 5.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.08% | -4.32% |
| Expected Shortfall (cVaR) | -2.08% | -4.32% |
| Year | BTCUSD | configs/oh_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 91.62 | 2.26 | + |
| 2025 | -10.12 | -10.66 | 1.05 | - |
| Metric | configs/oh_daily_ | BTCUSD |
|---|---|---|
| MTD | -4.88% | 4.06% |
| 3M | -13.59% | -18.31% |
| 6M | 54.32% | 38.61% |
| YTD | -10.66% | -10.12% |
| 1Y | 71.2% | 26.27% |
| 3Y (ann.) | 90.3% | 32.2% |
| 5Y (ann.) | 90.3% | 32.2% |
| Metric | configs/oh_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -20.93% | -26.06% |
| Longest DD Days | 104.0 | 144.0 |
| Avg. Drawdown | -4.36% | -7.98% |
| Avg. Drawdown Days | 22.0 | 28.0 |
| Recovery Factor | 3.4 | 1.01 |
| Ulcer Index | 1.01 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-03 | 2025-03-17 | -20.93 | 104 |
| 2024-05-22 | 2024-07-15 | -6.61 | 54 |
| 2024-07-23 | 2024-08-08 | -5.58 | 16 |
| 2024-08-26 | 2024-09-27 | -4.09 | 32 |
| 2024-08-09 | 2024-08-24 | -3.14 | 15 |
| 2024-11-23 | 2024-11-28 | -2.90 | 5 |
| 2024-10-22 | 2024-11-06 | -2.69 | 15 |
| 2024-07-18 | 2024-07-20 | -2.34 | 2 |
| 2024-11-17 | 2024-11-18 | -1.52 | 1 |
| 2024-09-29 | 2024-10-16 | -1.36 | 17 |
| Metric | configs/oh_daily_ | BTCUSD |
|---|---|---|
| Best Day | 6.06% | 9.49% |
| Worst Day | -5.9% | -13.23% |
| Best Week | 18.09% | 15.41% |
| Worst Week | -3.81% | -18.81% |
| Best Month | 58.43% | 34.43% |
| Worst Month | -5.16% | -23.44% |
| Best Year | 91.62% | 40.49% |
| Worst Year | -10.66% | -10.12% |
| Avg. Up Day | 1.04% | 2.11% |
| Avg. Down Day | -0.71% | -2.08% |
| Avg. Up Week | 4.23% | 6.25% |
| Avg. Down Week | -1.34% | -5.14% |
| Avg. Up Month | 15.11% | 13.67% |
| Avg. Down Month | -2.35% | -15.08% |
| Win Days % | 53.11% | 52.46% |
| Win Month % | 54.55% | 63.64% |
| Win Week % | 52.17% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |