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Quants Space Strategy Performance Report

Generated by qstats v8.1.0 on Wednesday, 28 Jan, 2026 at 18:02:55 UTC

See US in platform.quants.space!

Strategy Name: Halving Andersen (sort by CAGR 53% to see)

Contact US: techsphere.az@gmail.com Contact quants.space info@quants.space Quants Space Website quants.space

METRICS

Start Date Jan 12, 2025
End Date Jan 10, 2026

Main Metrics

Metric STRATEGY BTC
Cumulative Return [%] 53.1% -4.2%
CAGR [%] 53.4% -4.2%
Volatility [%] 33.5% 41.2%
Sharpe 1.4420 0.1020
Sortino 2.4804 0.1463
Calmar 3.4497 -0.1306
Max Drawdown (MD) [%] -15.5% -32.0%
Duration of MD [days] 80 95
Max Drawdown Duration (MDD) [days] 94 116
Drawdown of MDD [%] -14.7% -28.1%

Returns Metrics

Metric STRATEGY BTC
1-day VaR (95%) -2.21% -3.46%
1-month VaR (99%) -9.10% -20.78%
CVaR (95%) -3.50% -4.81%
CVaR (99%) -9.22% -21.63%
Gini Coefficient 0.5732 0.4890
Omega Ratio 1.2873 1.0150
Gain/Pain Ratio (1M) 2.1108 0.0864
Tail Ratio 1.2471 1.0696
Outlier Win Ratio 0.0193 0.0083
Outlier Loss Ratio 0.0028 0.0055

Rolling Metrics

Metric STRATEGY BTC
Rolling Sharpe 30d Mean 0.8202 0.1646
Rolling Sharpe 30d Median 0.3851 -0.4312
Rolling Sharpe 30d Last -0.4860 -0.8462
Rolling Sharpe 90d Mean 1.2761 0.4580
Rolling Sharpe 90d Median 2.2157 0.7178
Rolling Sharpe 90d Last -1.9757 -2.3896
Rolling Sharpe 365d Mean - -
Rolling Sharpe 365d Median - -
Rolling Sharpe 365d Last - -

Cumulative Return Metrics

Metric STRATEGY BTC
MTD [%] 1.5% 2.0%
3M [%] -12.0% -25.5%
6M [%] 2.7% -18.6%
YTD [%] 1.5% 2.0%
Best Day [%] 10.5% 9.6%
Worst Day [%] -7.6% -8.5%
Best Month [%] 17.9% 13.3%
Worst Month [%] -9.2% -21.6%
Best Year [%] 50.8% 2.0%
Worst Year [%] 1.5% -6.0%

Benchmark Metrics

Metric STRATEGY BTC
Alpha 0.0015 -0.0021
Beta -0.0768 1.0000
Information Ratio 0.7956 -
Treynor Ratio -0.33 0.00
Correlation -0.09 1.00

Worst Drawdowns

Started Recovered Drawdown Days
2025-02-01 2025-04-22 -15.49 80
2025-10-08 2026-01-10 -14.71 94
2025-05-24 2025-06-30 -10.26 37
2025-07-01 2025-07-03 -4.02 2
2025-08-15 2025-09-17 -3.35 33
2025-09-20 2025-10-02 -3.33 12
2025-05-04 2025-05-07 -3.3 3
2025-07-05 2025-07-10 -2.4 5
2025-07-29 2025-08-13 -1.66 15
2025-04-27 2025-04-29 -1.13 2

PLOTS

Cumulative Returns
Underwater Plot
6.4-9.23.317.917.65.016.1-1.92.6-2.1-8.1-1.250.81.50.00.00.00.00.00.00.00.00.00.00.01.5JanFebMarAprMayJunJulAugSepOctNovDecTotal202520260.010.0MONTHLY PERCENTAGE RETURNS HEATMAPMONTHYEAR
Monthly Returns Heatmap
0.00.00.00.00.00.00.00.00.00.00.00.00.51.71.9-0.21.20.3-0.60.71.2-0.60.20.30.0-0.60.0-0.20.70.3-0.66.4-0.5-0.91.2-1.0-0.40.00.00.00.00.3-0.51.0-0.40.30.0-0.5-0.10.00.30.5-0.70.2-0.1-1.5-1.8-4.90.5-0.30.00.00.0-9.22.08.5-4.30.72.3-0.5-1.4-0.4-4.2-1.74.00.7-2.12.50.4-1.51.4-1.13.9-2.2-0.2-0.32.31.30.0-0.30.7-3.4-2.8-0.40.33.34.1-3.91.01.1-0.5-7.61.2-4.510.5-4.66.12.8-2.21.2-1.40.61.4-0.70.90.13.48.40.30.40.90.0-1.11.6-1.0-0.10.017.93.00.5-1.3-2.00.62.90.38.0-0.32.1-0.80.01.5-0.70.3-0.4-0.43.9-1.01.43.11.9-3.50.31.10.4-0.3-0.9-1.9-1.50.517.60.90.2-0.4-0.6-3.02.61.30.24.40.1-1.5-3.00.8-0.90.21.5-2.70.4-0.3-1.7-1.7-1.57.41.11.9-0.60.20.41.6-1.80.05.0-2.34.91.1-2.40.31.5-1.41.03.45.71.6-0.21.70.2-0.20.20.2-0.10.00.10.10.5-0.2-0.10.00.10.6-0.3-0.1-0.1-0.416.1-0.5-0.30.30.2-0.20.20.5-0.10.00.5-0.10.40.5-0.7-0.30.10.1-0.3-0.80.7-0.71.5-0.5-0.6-1.30.8-0.20.6-1.60.2-0.2-1.90.30.80.2-0.40.0-0.10.50.3-0.21.00.60.30.0-0.30.00.8-0.10.2-0.60.0-0.2-1.1-0.30.6-1.80.30.01.10.9-0.10.02.61.80.30.30.00.10.2-0.50.3-0.2-2.9-0.91.80.1-0.9-1.0-1.1-0.80.30.60.8-0.9-0.31.10.40.31.2-0.2-0.5-1.2-0.70.6-2.10.20.2-1.7-2.21.1-1.10.9-0.41.10.6-1.3-0.6-0.9-2.30.5-0.6-0.90.3-0.6-2.3-0.7-0.21.00.7-0.41.50.4-0.20.0-0.20.0-8.1-1.92.41.0-0.6-1.3-0.10.60.11.0-0.30.2-1.10.0-1.0-0.80.7-0.8-0.41.30.10.10.0-0.50.1-0.20.10.30.0-0.40.7-0.5-1.20.70.70.30.41.2-0.1-1.4-0.2-0.30.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.01.512345678910111213141516171819202122232425262728293031TotalJanuary 2025February 2025March 2025April 2025May 2025June 2025July 2025August 2025September 2025October 2025November 2025December 2025January 2026−5.00.05.010.0DAILY PERCENTAGE RETURNS HEATMAPDAYMONTH
Daily Returns Heatmap
Average Monthly Profit
Return Quantiles
EOY Returns
Rolling Sharpe 30d
Rolling Sharpe 90d
EOY Returns
Returns Correlations

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