| Metric | /tmp/h_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 66.0% | 100.0% |
| Cumulative Return | 144.88% | 108.3% |
| Max Drawdown | -18.58% | -66.89% |
| Sharpe | 1.44 | 0.7 |
| Sortino | 2.53 | 1.04 |
| Payoff Ratio | 1.24 | 1.12 |
| Profit Factor | 1.42 | 1.11 |
| Common Sense Ratio | 1.89 | 1.18 |
| CPC Index | 0.92 | 0.64 |
| Tail Ratio | 1.34 | 1.06 |
| Outlier Win Ratio | 15.98 | 3.32 |
| Outlier Loss Ratio | 8.08 | 2.74 |
| Volatility (ann.) | 21.37% | 54.81% |
| R^2 | 0.42 | 0.42 |
| Calmar | 1.78 | 0.39 |
| Skew | 1.93 | 0.2 |
| Kurtosis | 22.1 | 3.51 |
| Expected Daily % | 0.08% | 0.06% |
| Expected Monthly % | 2.38% | 1.95% |
| Expected Yearly % | 25.09% | 20.14% |
| Kelly Criterion | 13.51% | 7.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.76% | -4.61% |
| Expected Shortfall (cVaR) | -1.76% | -4.61% |
| Year | BTCUSD | /tmp/h_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.22 | 6.71 | -0.11 | + |
| 2023 | 154.85 | 52.01 | 0.34 | - |
| 2024 | 119.18 | 42.55 | 0.36 | - |
| 2025 | -6.26 | 5.90 | -0.94 | + |
| Metric | /tmp/h_daily_ | BTCUSD |
|---|---|---|
| MTD | 2.99% | 8.53% |
| 3M | 3.97% | -9.8% |
| 6M | 17.05% | 37.7% |
| YTD | 5.9% | -6.26% |
| 1Y | 41.22% | 34.78% |
| 3Y (ann.) | 28.04% | 26.26% |
| 5Y (ann.) | 33.11% | 26.41% |
| Metric | /tmp/h_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -18.58% | -66.89% |
| Longest DD Days | 375.0 | 683.0 |
| Avg. Drawdown | -2.18% | -10.57% |
| Avg. Drawdown Days | 22.0 | 69.0 |
| Recovery Factor | 7.8 | 1.62 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-03 | 2023-03-13 | -18.58 | 375 |
| 2024-06-08 | 2024-09-19 | -11.07 | 103 |
| 2023-04-29 | 2023-06-21 | -6.53 | 53 |
| 2023-07-15 | 2023-10-18 | -5.97 | 95 |
| 2025-03-07 | 2025-03-25 | -5.73 | 18 |
| 2024-01-03 | 2024-01-30 | -5.31 | 27 |
| 2024-12-06 | 2024-12-16 | -4.32 | 10 |
| 2024-12-27 | 2025-01-04 | -3.54 | 8 |
| 2024-10-08 | 2024-10-14 | -3.52 | 6 |
| 2023-12-23 | 2024-01-02 | -3.44 | 10 |
| Metric | /tmp/h_daily_ | BTCUSD |
|---|---|---|
| Best Day | 10.76% | 14.21% |
| Worst Day | -8.69% | -14.67% |
| Best Week | 18.52% | 28.96% |
| Worst Week | -6.76% | -30.92% |
| Best Month | 18.85% | 45.57% |
| Worst Month | -9.29% | -36.86% |
| Best Year | 52.01% | 154.85% |
| Worst Year | 5.9% | -60.22% |
| Avg. Up Day | 0.88% | 2.19% |
| Avg. Down Day | -0.71% | -1.96% |
| Avg. Up Week | 2.41% | 6.02% |
| Avg. Down Week | -1.6% | -5.05% |
| Avg. Up Month | 5.25% | 15.71% |
| Avg. Down Month | -3.19% | -12.8% |
| Win Days % | 52.08% | 51.44% |
| Win Month % | 71.05% | 55.26% |
| Win Week % | 57.75% | 53.29% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 100.0% | 50.0% |