| Metric | /tmp/h_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 63.0% | 100.0% |
| Cumulative Return | 22.66% | 106.17% |
| Max Drawdown | -13.56% | -66.89% |
| Sharpe | 0.51 | 0.68 |
| Sortino | 0.95 | 1.02 |
| Payoff Ratio | 1.3 | 1.26 |
| Profit Factor | 1.14 | 1.11 |
| Common Sense Ratio | 1.29 | 1.17 |
| CPC Index | 0.64 | 0.72 |
| Tail Ratio | 1.13 | 1.05 |
| Outlier Win Ratio | 22.65 | 2.81 |
| Outlier Loss Ratio | 12.39 | 2.5 |
| Volatility (ann.) | 14.47% | 55.15% |
| R^2 | 0.27 | 0.27 |
| Calmar | 0.49 | 0.38 |
| Skew | 6.07 | 0.2 |
| Kurtosis | 100.45 | 3.46 |
| Expected Daily % | 0.02% | 0.06% |
| Expected Monthly % | 0.53% | 1.87% |
| Expected Yearly % | 5.24% | 19.83% |
| Kelly Criterion | -1.1% | 13.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -4.64% |
| Expected Shortfall (cVaR) | -1.23% | -4.64% |
| Year | BTCUSD | /tmp/h_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.63 | 12.48 | -0.21 | + |
| 2023 | 154.85 | 6.12 | 0.04 | - |
| 2024 | 119.18 | 1.45 | 0.01 | - |
| 2025 | -6.26 | 1.29 | -0.21 | + |
| Metric | /tmp/h_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.96% | 8.53% |
| 3M | -1.94% | -9.8% |
| 6M | -2.67% | 37.7% |
| YTD | 1.29% | -6.26% |
| 1Y | -3.62% | 34.78% |
| 3Y (ann.) | 2.94% | 26.26% |
| 5Y (ann.) | 6.58% | 25.32% |
| Metric | /tmp/h_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -13.56% | -66.89% |
| Longest DD Days | 456.0 | 683.0 |
| Avg. Drawdown | -2.33% | -11.09% |
| Avg. Drawdown Days | 49.0 | 67.0 |
| Recovery Factor | 1.67 | 1.59 |
| Ulcer Index | 1.01 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-08 | 2025-03-25 | -13.56 | 290 |
| 2022-08-12 | 2023-11-11 | -8.42 | 456 |
| 2022-05-18 | 2022-06-21 | -4.47 | 34 |
| 2023-12-23 | 2024-02-27 | -4.01 | 66 |
| 2022-03-04 | 2022-04-20 | -3.70 | 47 |
| 2022-06-22 | 2022-06-25 | -2.53 | 3 |
| 2023-11-12 | 2023-12-21 | -2.46 | 39 |
| 2022-04-21 | 2022-05-17 | -2.41 | 26 |
| 2022-07-21 | 2022-08-11 | -2.27 | 21 |
| 2022-02-26 | 2022-03-01 | -2.26 | 3 |
| Metric | /tmp/h_daily_ | BTCUSD |
|---|---|---|
| Best Day | 13.7% | 14.21% |
| Worst Day | -3.8% | -14.67% |
| Best Week | 11.83% | 28.96% |
| Worst Week | -4.2% | -30.92% |
| Best Month | 14.21% | 45.57% |
| Worst Month | -6.61% | -36.86% |
| Best Year | 12.48% | 154.85% |
| Worst Year | 1.29% | -60.63% |
| Avg. Up Day | 0.66% | 2.35% |
| Avg. Down Day | -0.51% | -1.87% |
| Avg. Up Week | 1.54% | 7.02% |
| Avg. Down Week | -1.13% | -5.16% |
| Avg. Up Month | 2.91% | 13.54% |
| Avg. Down Month | -2.72% | -10.8% |
| Win Days % | 42.78% | 51.54% |
| Win Month % | 58.97% | 56.41% |
| Win Week % | 47.56% | 53.22% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 100.0% | 50.0% |