| Metric | /tmp/h_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 57.2% | 113.16% |
| Max Drawdown | -18.96% | -66.89% |
| Sharpe | 1.0 | 0.72 |
| Sortino | 1.63 | 1.07 |
| Payoff Ratio | 1.28 | 1.31 |
| Profit Factor | 1.42 | 1.12 |
| Common Sense Ratio | 2.21 | 1.18 |
| CPC Index | 0.9 | 0.75 |
| Tail Ratio | 1.56 | 1.05 |
| Outlier Win Ratio | 36.04 | 3.05 |
| Outlier Loss Ratio | 6.68 | 2.61 |
| Volatility (ann.) | 15.85% | 54.75% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.83 | 0.41 |
| Skew | 1.25 | 0.2 |
| Kurtosis | 34.0 | 3.56 |
| Expected Daily % | 0.04% | 0.07% |
| Expected Monthly % | 1.2% | 2.01% |
| Expected Yearly % | 11.97% | 20.83% |
| Kelly Criterion | 10.06% | 14.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -4.61% |
| Expected Shortfall (cVaR) | -1.32% | -4.61% |
| Year | BTCUSD | /tmp/h_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.29 | 12.21 | -0.21 | + |
| 2023 | 154.85 | 31.57 | 0.20 | - |
| 2024 | 119.18 | 5.98 | 0.05 | - |
| 2025 | -6.26 | 0.47 | -0.08 | + |
| Metric | /tmp/h_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.07% | 8.53% |
| 3M | 0.47% | -9.8% |
| 6M | 2.43% | 37.7% |
| YTD | 0.47% | -6.26% |
| 1Y | -4.94% | 34.78% |
| 3Y (ann.) | 15.6% | 26.26% |
| 5Y (ann.) | 15.72% | 27.67% |
| Metric | /tmp/h_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -18.96% | -66.89% |
| Longest DD Days | 290.0 | 683.0 |
| Avg. Drawdown | -3.19% | -10.31% |
| Avg. Drawdown Days | 46.0 | 64.0 |
| Recovery Factor | 3.02 | 1.69 |
| Ulcer Index | 1.01 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-03 | 2022-09-27 | -18.96 | 208 |
| 2024-06-08 | 2025-03-25 | -15.78 | 290 |
| 2024-03-06 | 2024-06-05 | -7.48 | 91 |
| 2023-02-03 | 2023-06-21 | -5.64 | 138 |
| 2022-09-28 | 2022-10-05 | -4.52 | 7 |
| 2022-11-12 | 2023-02-02 | -2.70 | 82 |
| 2023-11-13 | 2023-11-16 | -2.68 | 3 |
| 2023-11-17 | 2023-12-19 | -2.53 | 32 |
| 2023-07-15 | 2023-10-02 | -2.49 | 79 |
| 2022-10-19 | 2022-10-26 | -1.71 | 7 |
| Metric | /tmp/h_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.66% | 14.21% |
| Worst Day | -8.62% | -14.67% |
| Best Week | 9.05% | 28.96% |
| Worst Week | -9.78% | -30.92% |
| Best Month | 11.97% | 45.57% |
| Worst Month | -10.55% | -36.86% |
| Best Year | 31.57% | 154.85% |
| Worst Year | 0.47% | -59.29% |
| Avg. Up Day | 1.11% | 2.37% |
| Avg. Down Day | -0.87% | -1.81% |
| Avg. Up Week | 2.42% | 6.05% |
| Avg. Down Week | -1.98% | -5.01% |
| Avg. Up Month | 4.86% | 19.65% |
| Avg. Down Month | -4.31% | -14.72% |
| Win Days % | 49.51% | 51.55% |
| Win Month % | 69.7% | 55.26% |
| Win Week % | 63.16% | 53.33% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 100.0% | 50.0% |