| Metric | b.30.sqn1.5_ | BTCUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 103.09% | 121.2% |
| Max Drawdown | -18.86% | -67.18% |
| Sharpe | 0.74 | 0.38 |
| Sortino | 1.25 | 0.55 |
| Payoff Ratio | 1.29 | 1.18 |
| Profit Factor | 1.28 | 1.06 |
| Common Sense Ratio | 1.64 | 1.04 |
| CPC Index | 0.8 | 0.64 |
| Tail Ratio | 1.27 | 0.98 |
| Outlier Win Ratio | 28.28 | 3.26 |
| Outlier Loss Ratio | 11.77 | 3.04 |
| Volatility (ann.) | 8.31% | 26.4% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.37 | 0.44 |
| Skew | 3.26 | 0.18 |
| Kurtosis | 62.23 | 6.33 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.88% | 2.11% |
| Expected Yearly % | 19.38% | 21.95% |
| Kelly Criterion | 7.56% | 9.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.25% |
| Expected Shortfall (cVaR) | -0.7% | -2.25% |
| Year | BTCUSD | b.30.sqn1.5_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.16 | -0.26 | 0.00 | + |
| 2023 | 155.54 | 18.07 | 0.12 | - |
| 2024 | 121.00 | 73.37 | 0.61 | - |
| 2025 | -6.39 | -0.53 | 0.08 | + |
| Metric | b.30.sqn1.5_ | BTCUSD |
|---|---|---|
| MTD | 0.61% | 3.67% |
| 3M | -0.37% | -7.78% |
| 6M | 24.51% | 37.46% |
| YTD | -0.53% | -6.39% |
| 1Y | 58.88% | 30.04% |
| 3Y (ann.) | 26.07% | 25.65% |
| 5Y (ann.) | 25.92% | 29.47% |
| Metric | b.30.sqn1.5_ | BTCUSD |
|---|---|---|
| Max Drawdown | -18.86% | -67.18% |
| Longest DD Days | 475.0 | 683.0 |
| Avg. Drawdown | -1.56% | -6.98% |
| Avg. Drawdown Days | 20.0 | 36.0 |
| Recovery Factor | 5.46 | 1.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-20 | -18.86 | 475 |
| 2025-01-28 | 2025-03-25 | -6.53 | 56 |
| 2023-07-14 | 2023-11-15 | -6.20 | 124 |
| 2024-06-05 | 2024-08-08 | -5.73 | 63 |
| 2024-12-05 | 2025-01-17 | -5.04 | 42 |
| 2023-11-16 | 2024-02-27 | -4.05 | 103 |
| 2022-02-27 | 2022-02-28 | -3.96 | 1 |
| 2024-10-09 | 2024-10-11 | -3.73 | 2 |
| 2024-09-14 | 2024-09-17 | -2.43 | 3 |
| 2024-11-13 | 2024-12-05 | -2.37 | 21 |
| Metric | b.30.sqn1.5_ | BTCUSD |
|---|---|---|
| Best Day | 6.52% | 9.33% |
| Worst Day | -4.46% | -9.32% |
| Best Week | 10.29% | 35.75% |
| Worst Week | -9.57% | -29.64% |
| Best Month | 13.57% | 43.77% |
| Worst Month | -10.09% | -37.12% |
| Best Year | 73.37% | 155.54% |
| Worst Year | -0.53% | -58.16% |
| Avg. Up Day | 0.32% | 0.96% |
| Avg. Down Day | -0.24% | -0.81% |
| Avg. Up Week | 1.75% | 6.74% |
| Avg. Down Week | -0.77% | -5.21% |
| Avg. Up Month | 4.57% | 15.32% |
| Avg. Down Month | -2.33% | -13.55% |
| Win Days % | 47.84% | 51.1% |
| Win Month % | 63.16% | 60.53% |
| Win Week % | 53.59% | 49.39% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 50.0% | 50.0% |