| Metric | b.30_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 53.0% | 100.0% |
| Cumulative Return | 47.71% | 29.21% |
| Max Drawdown | -13.21% | -28.38% |
| Sharpe | 1.04 | 0.43 |
| Sortino | 1.69 | 0.62 |
| Payoff Ratio | 1.18 | 1.09 |
| Profit Factor | 1.3 | 1.07 |
| Common Sense Ratio | 1.67 | 0.99 |
| CPC Index | 0.78 | 0.6 |
| Tail Ratio | 1.28 | 0.92 |
| Outlier Win Ratio | 16.37 | 3.6 |
| Outlier Loss Ratio | 6.4 | 3.14 |
| Volatility (ann.) | 12.27% | 26.22% |
| R^2 | 0.39 | 0.39 |
| Calmar | 4.66 | 1.3 |
| Skew | 1.44 | 0.13 |
| Kurtosis | 18.18 | 6.47 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.98% | 2.6% |
| Expected Yearly % | 21.54% | 13.67% |
| Kelly Criterion | 8.94% | 6.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.02% | -2.23% |
| Expected Shortfall (cVaR) | -1.02% | -2.23% |
| Year | BTCUSD | b.30_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 25.54 | 0.67 | - |
| 2025 | -6.39 | 17.66 | -2.76 | + |
| Metric | b.30_fwd_ | BTCUSD |
|---|---|---|
| MTD | 8.47% | 3.67% |
| 3M | 19.02% | -7.78% |
| 6M | 39.37% | 37.46% |
| YTD | 17.66% | -6.39% |
| 1Y | 47.71% | 29.21% |
| 3Y (ann.) | 61.51% | 37.02% |
| 5Y (ann.) | 61.51% | 37.02% |
| Metric | b.30_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -13.21% | -28.38% |
| Longest DD Days | 96.0 | 144.0 |
| Avg. Drawdown | -1.69% | -4.56% |
| Avg. Drawdown Days | 6.0 | 12.0 |
| Recovery Factor | 3.61 | 1.03 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-09-10 | -13.21 | 96 |
| 2024-12-05 | 2024-12-12 | -6.47 | 7 |
| 2025-01-28 | 2025-02-03 | -6.23 | 6 |
| 2024-12-21 | 2024-12-24 | -4.85 | 3 |
| 2024-10-07 | 2024-10-11 | -4.28 | 3 |
| 2025-02-04 | 2025-02-28 | -4.09 | 24 |
| 2025-03-13 | 2025-03-14 | -4.02 | 1 |
| 2024-12-24 | 2025-01-02 | -3.46 | 8 |
| 2025-03-03 | 2025-03-12 | -3.18 | 9 |
| 2024-09-11 | 2024-09-11 | -1.88 | 0 |
| Metric | b.30_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 5.58% | 9.33% |
| Worst Day | -3.99% | -9.32% |
| Best Week | 8.43% | 18.93% |
| Worst Week | -5.26% | -12.33% |
| Best Month | 8.47% | 37.42% |
| Worst Month | -7.49% | -17.69% |
| Best Year | 25.54% | 38.02% |
| Worst Year | 17.66% | -6.39% |
| Avg. Up Day | 0.56% | 0.99% |
| Avg. Down Day | -0.48% | -0.9% |
| Avg. Up Week | 2.1% | 5.38% |
| Avg. Down Week | -1.74% | -4.91% |
| Avg. Up Month | 5.25% | 12.02% |
| Avg. Down Month | -7.49% | -7.35% |
| Win Days % | 50.72% | 51.3% |
| Win Month % | 90.0% | 60.0% |
| Win Week % | 67.5% | 52.27% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |