| Metric | b.30.sqn2.o_ | BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 231.42% | 110.05% |
| Max Drawdown | -26.29% | -67.18% |
| Sharpe | 0.77 | 0.36 |
| Sortino | 1.29 | 0.51 |
| Payoff Ratio | 1.23 | 1.14 |
| Profit Factor | 1.27 | 1.06 |
| Common Sense Ratio | 1.51 | 1.03 |
| CPC Index | 0.77 | 0.62 |
| Tail Ratio | 1.19 | 0.98 |
| Outlier Win Ratio | 21.37 | 3.92 |
| Outlier Loss Ratio | 4.97 | 3.63 |
| Volatility (ann.) | 13.56% | 26.61% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.77 | 0.4 |
| Skew | 2.36 | 0.16 |
| Kurtosis | 34.93 | 6.24 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.2% | 1.97% |
| Expected Yearly % | 34.93% | 20.39% |
| Kelly Criterion | 8.63% | 8.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -2.26% |
| Expected Shortfall (cVaR) | -1.14% | -2.26% |
| Year | BTCUSD | b.30.sqn2.o_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 4.83 | -0.08 | + |
| 2023 | 155.54 | 51.14 | 0.33 | - |
| 2024 | 121.00 | 81.03 | 0.67 | - |
| 2025 | -6.39 | 15.55 | -2.44 | + |
| Metric | b.30.sqn2.o_ | BTCUSD |
|---|---|---|
| MTD | 5.74% | 3.67% |
| 3M | 17.69% | -7.78% |
| 6M | 34.72% | 37.46% |
| YTD | 15.55% | -6.39% |
| 1Y | 85.05% | 30.04% |
| 3Y (ann.) | 38.91% | 25.65% |
| 5Y (ann.) | 46.56% | 26.72% |
| Metric | b.30.sqn2.o_ | BTCUSD |
|---|---|---|
| Max Drawdown | -26.29% | -67.18% |
| Longest DD Days | 301.0 | 683.0 |
| Avg. Drawdown | -2.82% | -6.84% |
| Avg. Drawdown Days | 16.0 | 35.0 |
| Recovery Factor | 8.8 | 1.64 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-13 | -26.29 | 301 |
| 2024-06-05 | 2024-08-08 | -14.42 | 64 |
| 2024-01-02 | 2024-03-23 | -11.52 | 80 |
| 2023-04-26 | 2023-10-18 | -9.42 | 174 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2022-03-09 | 2022-04-20 | -7.31 | 41 |
| 2025-02-01 | 2025-02-28 | -7.25 | 26 |
| 2024-08-09 | 2024-09-10 | -6.28 | 32 |
| 2023-11-16 | 2023-12-01 | -5.63 | 15 |
| 2025-03-06 | 2025-03-25 | -5.49 | 18 |
| Metric | b.30.sqn2.o_ | BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 24.24% | 35.75% |
| Worst Week | -9.08% | -29.64% |
| Best Month | 26.07% | 43.77% |
| Worst Month | -10.25% | -37.12% |
| Best Year | 81.03% | 155.54% |
| Worst Year | 4.83% | -60.27% |
| Avg. Up Day | 0.83% | 0.98% |
| Avg. Down Day | -0.68% | -0.86% |
| Avg. Up Week | 4.08% | 7.11% |
| Avg. Down Week | -2.54% | -4.76% |
| Avg. Up Month | 6.69% | 13.72% |
| Avg. Down Month | -4.96% | -11.54% |
| Win Days % | 49.61% | 51.08% |
| Win Month % | 72.97% | 60.53% |
| Win Week % | 58.16% | 49.1% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 100.0% | 50.0% |