| Metric | b.30_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 60.0% | 100.0% |
| Cumulative Return | 47.71% | 28.49% |
| Max Drawdown | -12.04% | -26.06% |
| Sharpe | 2.17 | 0.85 |
| Sortino | 3.99 | 1.24 |
| Payoff Ratio | 1.41 | 1.08 |
| Profit Factor | 1.67 | 1.13 |
| Common Sense Ratio | 3.15 | 1.15 |
| CPC Index | 1.2 | 0.64 |
| Tail Ratio | 1.89 | 1.01 |
| Outlier Win Ratio | 12.63 | 3.15 |
| Outlier Loss Ratio | 6.96 | 2.57 |
| Volatility (ann.) | 23.32% | 51.82% |
| R^2 | 0.37 | 0.37 |
| Calmar | 5.13 | 1.39 |
| Skew | 1.47 | -0.21 |
| Kurtosis | 9.38 | 2.89 |
| Expected Daily % | 0.13% | 0.08% |
| Expected Monthly % | 3.98% | 2.54% |
| Expected Yearly % | 21.54% | 13.36% |
| Kelly Criterion | 16.36% | 8.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.87% | -4.34% |
| Expected Shortfall (cVaR) | -1.87% | -4.34% |
| Year | BTCUSD | b.30_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 24.42 | 0.67 | - |
| 2025 | -6.00 | 18.72 | -3.12 | + |
| Metric | b.30_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 13.63% | 8.82% |
| 3M | 14.95% | -11.89% |
| 6M | 39.37% | 38.13% |
| YTD | 18.72% | -6.0% |
| 1Y | 47.71% | 28.49% |
| 3Y (ann.) | 61.77% | 36.23% |
| 5Y (ann.) | 61.77% | 36.23% |
| Metric | b.30_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -12.04% | -26.06% |
| Longest DD Days | 96.0 | 144.0 |
| Avg. Drawdown | -1.96% | -8.25% |
| Avg. Drawdown Days | 12.0 | 30.0 |
| Recovery Factor | 3.96 | 1.09 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-09-10 | -12.04 | 96 |
| 2025-01-29 | 2025-03-01 | -6.23 | 31 |
| 2024-12-06 | 2024-12-15 | -4.50 | 9 |
| 2024-12-22 | 2025-01-03 | -3.70 | 12 |
| 2024-10-08 | 2024-10-12 | -2.66 | 4 |
| 2025-03-07 | 2025-03-15 | -1.70 | 8 |
| 2024-09-11 | 2024-09-12 | -0.92 | 1 |
| 2025-03-04 | 2025-03-06 | -0.51 | 2 |
| 2025-01-05 | 2025-01-14 | -0.36 | 9 |
| 2024-12-01 | 2024-12-04 | -0.16 | 3 |
| Metric | b.30_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 6.53% | 9.49% |
| Worst Day | -5.19% | -13.23% |
| Best Week | 11.81% | 15.41% |
| Worst Week | -4.24% | -18.81% |
| Best Month | 13.63% | 34.43% |
| Worst Month | -9.68% | -23.44% |
| Best Year | 24.42% | 36.7% |
| Worst Year | 18.72% | -6.0% |
| Avg. Up Day | 1.22% | 2.16% |
| Avg. Down Day | -0.87% | -2.0% |
| Avg. Up Week | 2.35% | 5.84% |
| Avg. Down Week | -2.13% | -6.02% |
| Avg. Up Month | 6.71% | 14.34% |
| Avg. Down Month | -6.2% | -16.85% |
| Win Days % | 51.12% | 52.36% |
| Win Month % | 80.0% | 60.0% |
| Win Week % | 73.81% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |