| Metric | b.30_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 56.0% | 100.0% |
| Cumulative Return | 201.76% | 108.86% |
| Max Drawdown | -19.04% | -66.89% |
| Sharpe | 1.57 | 0.7 |
| Sortino | 2.81 | 1.05 |
| Payoff Ratio | 1.47 | 1.1 |
| Profit Factor | 1.53 | 1.11 |
| Common Sense Ratio | 2.24 | 1.18 |
| CPC Index | 1.1 | 0.63 |
| Tail Ratio | 1.46 | 1.06 |
| Outlier Win Ratio | 17.37 | 3.61 |
| Outlier Loss Ratio | 7.69 | 2.81 |
| Volatility (ann.) | 24.4% | 54.83% |
| R^2 | 0.37 | 0.37 |
| Calmar | 2.22 | 0.4 |
| Skew | 1.95 | 0.2 |
| Kurtosis | 21.56 | 3.51 |
| Expected Daily % | 0.1% | 0.06% |
| Expected Monthly % | 2.95% | 1.96% |
| Expected Yearly % | 31.8% | 20.22% |
| Kelly Criterion | 14.42% | 7.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.0% | -4.62% |
| Expected Shortfall (cVaR) | -2.0% | -4.62% |
| Year | BTCUSD | b.30_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.22 | 5.74 | -0.10 | + |
| 2023 | 154.85 | 41.56 | 0.27 | - |
| 2024 | 119.18 | 69.81 | 0.59 | - |
| 2025 | -6.00 | 18.72 | -3.12 | + |
| Metric | b.30_daily_ | BTCUSD |
|---|---|---|
| MTD | 13.63% | 8.82% |
| 3M | 14.95% | -11.89% |
| 6M | 39.37% | 38.13% |
| YTD | 18.72% | -6.0% |
| 1Y | 91.19% | 35.64% |
| 3Y (ann.) | 36.14% | 27.36% |
| 5Y (ann.) | 42.33% | 26.54% |
| Metric | b.30_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -19.04% | -66.89% |
| Longest DD Days | 304.0 | 683.0 |
| Avg. Drawdown | -2.64% | -10.57% |
| Avg. Drawdown Days | 26.0 | 69.0 |
| Recovery Factor | 10.6 | 1.63 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-14 | 2023-03-14 | -19.04 | 304 |
| 2024-06-06 | 2024-09-10 | -12.04 | 96 |
| 2024-01-03 | 2024-03-25 | -7.96 | 82 |
| 2022-03-10 | 2022-05-13 | -6.62 | 64 |
| 2023-07-15 | 2023-11-16 | -6.36 | 124 |
| 2025-01-29 | 2025-03-01 | -6.23 | 31 |
| 2023-04-29 | 2023-07-14 | -5.91 | 76 |
| 2024-12-06 | 2024-12-15 | -4.50 | 9 |
| 2024-12-22 | 2025-01-03 | -3.70 | 12 |
| 2024-04-25 | 2024-05-04 | -3.28 | 9 |
| Metric | b.30_daily_ | BTCUSD |
|---|---|---|
| Best Day | 9.95% | 14.21% |
| Worst Day | -10.09% | -14.67% |
| Best Week | 23.62% | 28.96% |
| Worst Week | -7.37% | -30.92% |
| Best Month | 21.07% | 45.57% |
| Worst Month | -9.68% | -36.86% |
| Best Year | 69.81% | 154.85% |
| Worst Year | 5.74% | -60.22% |
| Avg. Up Day | 1.19% | 2.22% |
| Avg. Down Day | -0.81% | -2.01% |
| Avg. Up Week | 2.78% | 6.02% |
| Avg. Down Week | -1.94% | -5.45% |
| Avg. Up Month | 5.98% | 15.94% |
| Avg. Down Month | -4.23% | -13.17% |
| Win Days % | 49.13% | 51.49% |
| Win Month % | 73.68% | 55.26% |
| Win Week % | 62.84% | 53.29% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 100.0% | 50.0% |