| Metric | configs/oh_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | -25.71% | 38.53% |
| Max Drawdown | -64.5% | -28.38% |
| Sharpe | 0.01 | 0.49 |
| Sortino | 0.01 | 0.71 |
| Payoff Ratio | 1.3 | 1.03 |
| Profit Factor | 1.01 | 1.08 |
| Common Sense Ratio | 1.32 | 1.04 |
| CPC Index | 0.66 | 0.57 |
| Tail Ratio | 1.31 | 0.96 |
| Outlier Win Ratio | 10.81 | 3.85 |
| Outlier Loss Ratio | 8.25 | 3.06 |
| Volatility (ann.) | 33.65% | 26.09% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.45 | 1.62 |
| Skew | -27.87 | 0.16 |
| Kurtosis | 916.84 | 6.35 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.67% | 3.01% |
| Expected Yearly % | -13.81% | 17.7% |
| Kelly Criterion | 12.56% | 4.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.9% | -2.21% |
| Expected Shortfall (cVaR) | -2.9% | -2.21% |
| Year | BTCUSD | configs/oh_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 95.94 | 1.94 | + |
| 2025 | -7.32 | -62.09 | 8.48 | - |
| Metric | configs/oh_fwd_ | BTCUSD |
|---|---|---|
| MTD | -59.67% | 2.63% |
| 3M | -62.4% | -12.25% |
| 6M | -36.48% | 34.61% |
| YTD | -62.09% | -7.32% |
| 1Y | -25.71% | 38.53% |
| 3Y (ann.) | -29.13% | 45.89% |
| 5Y (ann.) | -29.13% | 45.89% |
| Metric | configs/oh_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -64.5% | -28.38% |
| Longest DD Days | 114.0 | 144.0 |
| Avg. Drawdown | -2.73% | -4.96% |
| Avg. Drawdown Days | 7.0 | 12.0 |
| Recovery Factor | -0.4 | 1.36 |
| Ulcer Index | 1.04 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-02 | 2025-03-26 | -64.50 | 114 |
| 2024-05-21 | 2024-07-15 | -7.31 | 55 |
| 2024-07-22 | 2024-08-08 | -6.17 | 17 |
| 2024-08-24 | 2024-09-24 | -4.46 | 31 |
| 2024-08-09 | 2024-08-24 | -3.67 | 15 |
| 2024-07-17 | 2024-07-19 | -3.13 | 2 |
| 2024-11-22 | 2024-11-28 | -3.06 | 5 |
| 2024-10-21 | 2024-11-06 | -2.92 | 16 |
| 2024-11-14 | 2024-11-15 | -1.77 | 0 |
| 2024-11-16 | 2024-11-18 | -1.71 | 1 |
| Metric | configs/oh_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 6.05% | 9.33% |
| Worst Day | -57.72% | -9.32% |
| Best Week | 19.29% | 18.93% |
| Worst Week | -57.6% | -12.33% |
| Best Month | 59.39% | 37.42% |
| Worst Month | -59.67% | -17.69% |
| Best Year | 95.94% | 49.48% |
| Worst Year | -62.09% | -7.32% |
| Avg. Up Day | 0.32% | 1.03% |
| Avg. Down Day | -0.25% | -1.0% |
| Avg. Up Week | 4.28% | 6.54% |
| Avg. Down Week | -1.35% | -4.78% |
| Avg. Up Month | 15.49% | 13.36% |
| Avg. Down Month | -2.1% | -11.18% |
| Win Days % | 50.63% | 51.47% |
| Win Month % | 54.55% | 63.64% |
| Win Week % | 46.81% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |