| Metric | configs/oh_ | BTCUSD |
|---|---|---|
| Time in Market | 98.0% | 100.0% |
| Cumulative Return | 92.34% | 96.18% |
| Max Drawdown | -64.5% | -67.18% |
| Sharpe | 0.42 | 0.34 |
| Sortino | 0.46 | 0.49 |
| Payoff Ratio | 1.24 | 1.05 |
| Profit Factor | 1.18 | 1.06 |
| Common Sense Ratio | 1.46 | 1.03 |
| CPC Index | 0.73 | 0.56 |
| Tail Ratio | 1.24 | 0.98 |
| Outlier Win Ratio | 11.34 | 3.55 |
| Outlier Loss Ratio | 11.27 | 3.16 |
| Volatility (ann.) | 19.54% | 26.59% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.36 | 0.36 |
| Skew | -39.46 | 0.16 |
| Kurtosis | 2247.47 | 6.3 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.74% | 1.79% |
| Expected Yearly % | 17.76% | 18.35% |
| Kelly Criterion | 9.59% | 4.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.66% | -2.26% |
| Expected Shortfall (cVaR) | -1.66% | -2.26% |
| Year | BTCUSD | configs/oh_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 13.43 | -0.21 | + |
| 2023 | 155.54 | 95.26 | 0.61 | - |
| 2024 | 121.00 | 129.04 | 1.07 | + |
| 2025 | -7.32 | -62.09 | 8.48 | - |
| Metric | configs/oh_ | BTCUSD |
|---|---|---|
| MTD | -59.67% | 2.63% |
| 3M | -62.4% | -12.25% |
| 6M | -36.48% | 34.61% |
| YTD | -62.09% | -7.32% |
| 1Y | -26.85% | 23.79% |
| 3Y (ann.) | 23.76% | 24.94% |
| 5Y (ann.) | 23.43% | 24.22% |
| Metric | configs/oh_ | BTCUSD |
|---|---|---|
| Max Drawdown | -64.5% | -67.18% |
| Longest DD Days | 114.0 | 683.0 |
| Avg. Drawdown | -2.03% | -7.55% |
| Avg. Drawdown Days | 9.0 | 37.0 |
| Recovery Factor | 1.43 | 1.43 |
| Ulcer Index | 1.02 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-02 | 2025-03-26 | -64.50 | 114 |
| 2022-03-30 | 2022-07-18 | -9.07 | 109 |
| 2024-01-11 | 2024-02-27 | -9.02 | 46 |
| 2023-07-14 | 2023-10-23 | -7.67 | 101 |
| 2022-09-13 | 2022-10-26 | -7.49 | 43 |
| 2024-05-21 | 2024-07-15 | -7.33 | 55 |
| 2022-11-05 | 2023-01-11 | -6.76 | 67 |
| 2024-03-11 | 2024-05-18 | -6.69 | 67 |
| 2023-04-14 | 2023-06-21 | -6.58 | 67 |
| 2024-07-22 | 2024-08-08 | -6.17 | 17 |
| Metric | configs/oh_ | BTCUSD |
|---|---|---|
| Best Day | 6.05% | 9.33% |
| Worst Day | -57.72% | -9.32% |
| Best Week | 19.29% | 35.75% |
| Worst Week | -57.6% | -29.64% |
| Best Month | 59.39% | 43.77% |
| Worst Month | -59.67% | -37.12% |
| Best Year | 129.04% | 155.54% |
| Worst Year | -62.09% | -62.52% |
| Avg. Up Day | 0.29% | 0.99% |
| Avg. Down Day | -0.23% | -0.95% |
| Avg. Up Week | 3.54% | 6.98% |
| Avg. Down Week | -1.24% | -4.86% |
| Avg. Up Month | 10.08% | 15.21% |
| Avg. Down Month | -2.02% | -13.51% |
| Win Days % | 50.0% | 51.07% |
| Win Month % | 68.42% | 57.89% |
| Win Week % | 48.8% | 48.8% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |