| Metric | b.30_ | BTCUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 201.76% | 110.02% |
| Max Drawdown | -21.71% | -67.18% |
| Sharpe | 0.79 | 0.36 |
| Sortino | 1.32 | 0.51 |
| Payoff Ratio | 1.24 | 1.11 |
| Profit Factor | 1.26 | 1.06 |
| Common Sense Ratio | 1.58 | 1.03 |
| CPC Index | 0.76 | 0.6 |
| Tail Ratio | 1.25 | 0.98 |
| Outlier Win Ratio | 19.74 | 3.71 |
| Outlier Loss Ratio | 7.37 | 3.46 |
| Volatility (ann.) | 12.08% | 26.62% |
| R^2 | 0.36 | 0.36 |
| Calmar | 1.95 | 0.4 |
| Skew | 2.44 | 0.16 |
| Kurtosis | 37.04 | 6.23 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.95% | 1.97% |
| Expected Yearly % | 31.8% | 20.38% |
| Kelly Criterion | 7.38% | 7.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -2.27% |
| Expected Shortfall (cVaR) | -1.01% | -2.27% |
| Year | BTCUSD | b.30_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 5.62 | -0.09 | + |
| 2023 | 155.54 | 41.92 | 0.27 | - |
| 2024 | 121.00 | 71.11 | 0.59 | - |
| 2025 | -6.39 | 17.66 | -2.76 | + |
| Metric | b.30_ | BTCUSD |
|---|---|---|
| MTD | 8.47% | 3.67% |
| 3M | 19.02% | -7.78% |
| 6M | 39.37% | 37.46% |
| YTD | 17.66% | -6.39% |
| 1Y | 82.94% | 30.04% |
| 3Y (ann.) | 36.14% | 25.65% |
| 5Y (ann.) | 42.29% | 26.74% |
| Metric | b.30_ | BTCUSD |
|---|---|---|
| Max Drawdown | -21.71% | -67.18% |
| Longest DD Days | 301.0 | 683.0 |
| Avg. Drawdown | -2.19% | -7.04% |
| Avg. Drawdown Days | 14.0 | 36.0 |
| Recovery Factor | 9.29 | 1.64 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-13 | -21.71 | 301 |
| 2024-06-05 | 2024-09-10 | -13.21 | 96 |
| 2024-01-02 | 2024-03-23 | -10.51 | 81 |
| 2022-03-09 | 2022-05-13 | -7.53 | 64 |
| 2023-04-26 | 2023-11-15 | -6.85 | 203 |
| 2024-12-05 | 2024-12-12 | -6.47 | 7 |
| 2025-01-28 | 2025-02-03 | -6.23 | 6 |
| 2023-11-16 | 2023-11-24 | -5.17 | 8 |
| 2024-12-21 | 2024-12-24 | -4.85 | 3 |
| 2022-05-13 | 2022-05-15 | -4.66 | 2 |
| Metric | b.30_ | BTCUSD |
|---|---|---|
| Best Day | 8.94% | 9.33% |
| Worst Day | -5.29% | -9.32% |
| Best Week | 21.97% | 35.75% |
| Worst Week | -9.84% | -29.64% |
| Best Month | 21.2% | 43.77% |
| Worst Month | -9.27% | -37.12% |
| Best Year | 71.11% | 155.54% |
| Worst Year | 5.62% | -60.27% |
| Avg. Up Day | 0.55% | 0.98% |
| Avg. Down Day | -0.44% | -0.88% |
| Avg. Up Week | 2.28% | 6.36% |
| Avg. Down Week | -1.73% | -4.96% |
| Avg. Up Month | 5.68% | 13.86% |
| Avg. Down Month | -4.32% | -13.32% |
| Win Days % | 48.76% | 51.1% |
| Win Month % | 73.68% | 60.53% |
| Win Week % | 61.64% | 49.1% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 100.0% | 50.0% |