| Metric | configs/oh_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 360.07% | 96.54% |
| Max Drawdown | -20.96% | -66.89% |
| Sharpe | 2.44 | 0.67 |
| Sortino | 4.47 | 1.0 |
| Payoff Ratio | 1.51 | 1.12 |
| Profit Factor | 1.56 | 1.11 |
| Common Sense Ratio | 2.39 | 1.16 |
| CPC Index | 1.2 | 0.64 |
| Tail Ratio | 1.54 | 1.05 |
| Outlier Win Ratio | 8.88 | 3.4 |
| Outlier Loss Ratio | 9.96 | 2.68 |
| Volatility (ann.) | 21.02% | 54.85% |
| R^2 | 0.17 | 0.17 |
| Calmar | 3.03 | 0.36 |
| Skew | 1.31 | 0.2 |
| Kurtosis | 8.96 | 3.54 |
| Expected Daily % | 0.13% | 0.06% |
| Expected Monthly % | 4.1% | 1.79% |
| Expected Yearly % | 46.46% | 18.4% |
| Kelly Criterion | 18.43% | 8.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.67% | -4.62% |
| Expected Shortfall (cVaR) | -1.67% | -4.62% |
| Year | BTCUSD | configs/oh_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.46 | 13.43 | -0.21 | + |
| 2023 | 154.85 | 95.18 | 0.61 | - |
| 2024 | 119.18 | 129.16 | 1.08 | + |
| 2025 | -6.26 | -9.31 | 1.49 | - |
| Metric | configs/oh_daily_ | BTCUSD |
|---|---|---|
| MTD | -3.52% | 8.53% |
| 3M | -9.44% | -9.8% |
| 6M | 53.39% | 37.7% |
| YTD | -9.31% | -6.26% |
| 1Y | 78.21% | 34.78% |
| 3Y (ann.) | 66.05% | 26.26% |
| 5Y (ann.) | 63.51% | 24.32% |
| Metric | configs/oh_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -20.96% | -66.89% |
| Longest DD Days | 112.0 | 683.0 |
| Avg. Drawdown | -2.6% | -10.7% |
| Avg. Drawdown Days | 17.0 | 64.0 |
| Recovery Factor | 17.18 | 1.44 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-03 | 2025-03-25 | -20.96 | 112 |
| 2022-04-04 | 2022-07-18 | -8.60 | 105 |
| 2024-01-12 | 2024-02-15 | -8.26 | 34 |
| 2023-07-20 | 2023-10-23 | -7.23 | 95 |
| 2022-09-14 | 2022-10-27 | -6.83 | 43 |
| 2024-05-22 | 2024-07-15 | -6.73 | 54 |
| 2022-11-06 | 2023-01-12 | -6.41 | 67 |
| 2023-04-15 | 2023-06-21 | -6.40 | 67 |
| 2024-07-23 | 2024-08-08 | -5.62 | 16 |
| 2024-03-13 | 2024-04-22 | -4.96 | 40 |
| Metric | configs/oh_daily_ | BTCUSD |
|---|---|---|
| Best Day | 8.12% | 14.21% |
| Worst Day | -5.9% | -14.67% |
| Best Week | 18.15% | 28.96% |
| Worst Week | -4.54% | -30.92% |
| Best Month | 58.65% | 45.57% |
| Worst Month | -5.16% | -36.86% |
| Best Year | 129.16% | 154.85% |
| Worst Year | -9.31% | -62.46% |
| Avg. Up Day | 0.84% | 2.25% |
| Avg. Down Day | -0.56% | -2.0% |
| Avg. Up Week | 3.22% | 6.51% |
| Avg. Down Week | -1.22% | -5.27% |
| Avg. Up Month | 10.77% | 17.04% |
| Avg. Down Month | -1.58% | -13.37% |
| Win Days % | 50.97% | 51.46% |
| Win Month % | 57.89% | 55.26% |
| Win Week % | 51.81% | 53.01% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |