| Metric | h_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 95.0% | 100.0% |
| Cumulative Return | 78.94% | 26.13% |
| Max Drawdown | -14.84% | -26.06% |
| Sharpe | 2.91 | 0.8 |
| Sortino | 5.87 | 1.16 |
| Payoff Ratio | 1.69 | 1.17 |
| Profit Factor | 1.76 | 1.12 |
| Common Sense Ratio | 2.81 | 1.18 |
| CPC Index | 1.54 | 0.69 |
| Tail Ratio | 1.6 | 1.05 |
| Outlier Win Ratio | 7.68 | 3.34 |
| Outlier Loss Ratio | 8.3 | 2.5 |
| Volatility (ann.) | 24.88% | 51.51% |
| R^2 | 0.16 | 0.16 |
| Calmar | 6.75 | 1.22 |
| Skew | 1.76 | -0.17 |
| Kurtosis | 8.0 | 2.93 |
| Expected Daily % | 0.19% | 0.08% |
| Expected Monthly % | 5.43% | 2.13% |
| Expected Yearly % | 33.77% | 12.31% |
| Kelly Criterion | 23.47% | 11.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.94% | -4.32% |
| Expected Shortfall (cVaR) | -1.94% | -4.32% |
| Year | BTCUSD | h_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 92.27 | 2.28 | + |
| 2025 | -10.22 | -6.93 | 0.68 | + |
| Metric | h_daily_ | BTCUSD |
|---|---|---|
| MTD | -3.08% | 3.95% |
| 3M | -8.77% | -18.7% |
| 6M | 66.68% | 37.97% |
| YTD | -6.93% | -10.22% |
| 1Y | 78.94% | 26.13% |
| 3Y (ann.) | 100.19% | 31.91% |
| 5Y (ann.) | 100.19% | 31.91% |
| Metric | h_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -14.84% | -26.06% |
| Longest DD Days | 105.0 | 144.0 |
| Avg. Drawdown | -2.67% | -7.98% |
| Avg. Drawdown Days | 16.0 | 28.0 |
| Recovery Factor | 5.32 | 1.0 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-03 | 2025-03-18 | -14.84 | 105 |
| 2024-05-22 | 2024-07-16 | -6.85 | 55 |
| 2024-08-09 | 2024-09-20 | -5.12 | 42 |
| 2024-07-23 | 2024-07-29 | -3.67 | 6 |
| 2024-07-31 | 2024-08-08 | -3.16 | 8 |
| 2024-10-22 | 2024-11-06 | -2.63 | 15 |
| 2024-07-18 | 2024-07-20 | -2.25 | 2 |
| 2024-11-23 | 2024-11-28 | -1.90 | 5 |
| 2024-11-17 | 2024-11-19 | -1.55 | 2 |
| 2024-11-13 | 2024-11-14 | -1.20 | 1 |
| Metric | h_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.24% | 9.49% |
| Worst Day | -4.29% | -13.23% |
| Best Week | 19.16% | 15.41% |
| Worst Week | -2.75% | -18.81% |
| Best Month | 61.22% | 34.43% |
| Worst Month | -3.08% | -23.44% |
| Best Year | 92.27% | 40.49% |
| Worst Year | -6.93% | -10.22% |
| Avg. Up Day | 1.13% | 2.2% |
| Avg. Down Day | -0.67% | -1.88% |
| Avg. Up Week | 4.66% | 6.51% |
| Avg. Down Week | -0.92% | -4.68% |
| Avg. Up Month | 19.53% | 16.1% |
| Avg. Down Month | -1.72% | -15.08% |
| Win Days % | 51.9% | 52.46% |
| Win Month % | 45.45% | 63.64% |
| Win Week % | 45.65% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |