| Metric | /home/ubuntu/gh_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 326.38% | 82.87% |
| Max Drawdown | -13.94% | -72.75% |
| Sharpe | 2.29 | 0.6 |
| Sortino | 4.14 | 0.87 |
| Payoff Ratio | 1.48 | 1.09 |
| Profit Factor | 1.57 | 1.1 |
| Common Sense Ratio | 2.48 | 1.16 |
| CPC Index | 1.2 | 0.59 |
| Tail Ratio | 1.58 | 1.06 |
| Outlier Win Ratio | 9.86 | 3.08 |
| Outlier Loss Ratio | 11.19 | 2.64 |
| Volatility (ann.) | 19.23% | 54.61% |
| R^2 | 0.11 | 0.11 |
| Calmar | 3.75 | 0.26 |
| Skew | 1.4 | 0.01 |
| Kurtosis | 16.73 | 3.97 |
| Expected Daily % | 0.12% | 0.05% |
| Expected Monthly % | 3.43% | 1.41% |
| Expected Yearly % | 33.65% | 12.83% |
| Kelly Criterion | 18.84% | 3.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.54% | -4.61% |
| Expected Shortfall (cVaR) | -1.54% | -4.61% |
| Year | BTCUSD | /home/ubuntu/gh_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -19.41 | -0.55 | 0.03 | + |
| 2022 | -64.22 | -0.15 | 0.00 | + |
| 2023 | 155.54 | 78.57 | 0.51 | - |
| 2024 | 121.00 | 80.01 | 0.66 | - |
| 2025 | 12.28 | 33.58 | 2.73 | + |
| Metric | /home/ubuntu/gh_daily_ | BTCUSD |
|---|---|---|
| MTD | 7.43% | 11.3% |
| 3M | 18.45% | 8.55% |
| 6M | 52.54% | 38.07% |
| YTD | 33.58% | 12.28% |
| 1Y | 100.74% | 66.19% |
| 3Y (ann.) | 64.53% | 51.55% |
| 5Y (ann.) | 52.26% | 19.12% |
| Metric | /home/ubuntu/gh_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -13.94% | -72.75% |
| Longest DD Days | 121.0 | 820.0 |
| Avg. Drawdown | -2.08% | -12.32% |
| Avg. Drawdown Days | 17.0 | 88.0 |
| Recovery Factor | 23.41 | 1.14 |
| Ulcer Index | 1.1 | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-16 | 2023-01-14 | -13.94 | 29 |
| 2022-03-30 | 2022-07-29 | -13.65 | 121 |
| 2024-07-23 | 2024-09-20 | -10.96 | 59 |
| 2021-12-25 | 2022-03-01 | -7.89 | 66 |
| 2025-01-25 | 2025-04-12 | -7.50 | 77 |
| 2024-06-06 | 2024-07-17 | -4.98 | 41 |
| 2022-03-03 | 2022-03-25 | -4.95 | 22 |
| 2023-06-26 | 2023-10-20 | -4.53 | 116 |
| 2022-08-14 | 2022-11-11 | -4.47 | 89 |
| 2023-05-01 | 2023-06-21 | -4.26 | 51 |
| Metric | /home/ubuntu/gh_daily_ | BTCUSD |
|---|---|---|
| Best Day | 9.52% | 14.52% |
| Worst Day | -7.22% | -15.42% |
| Best Week | 14.76% | 35.75% |
| Worst Week | -8.11% | -29.64% |
| Best Month | 30.22% | 43.77% |
| Worst Month | -11.66% | -37.12% |
| Best Year | 80.01% | 155.54% |
| Worst Year | -0.55% | -64.22% |
| Avg. Up Day | 0.63% | 2.32% |
| Avg. Down Day | -0.43% | -2.14% |
| Avg. Up Week | 2.73% | 6.57% |
| Avg. Down Week | -1.12% | -5.36% |
| Avg. Up Month | 8.41% | 14.6% |
| Avg. Down Month | -2.71% | -12.27% |
| Win Days % | 51.56% | 49.52% |
| Win Month % | 62.79% | 55.81% |
| Win Week % | 58.15% | 50.0% |
| Win Quarter % | 73.33% | 46.67% |
| Win Year % | 60.0% | 60.0% |