| Metric | b.30.sqn1.5_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 62.0% | 100.0% |
| Cumulative Return | 51.13% | 28.49% |
| Max Drawdown | -6.53% | -26.06% |
| Sharpe | 2.87 | 0.85 |
| Sortino | 6.02 | 1.24 |
| Payoff Ratio | 1.56 | 1.27 |
| Profit Factor | 2.34 | 1.13 |
| Common Sense Ratio | 6.42 | 1.15 |
| CPC Index | 2.09 | 0.75 |
| Tail Ratio | 2.74 | 1.01 |
| Outlier Win Ratio | 16.73 | 2.9 |
| Outlier Loss Ratio | 10.6 | 2.25 |
| Volatility (ann.) | 18.24% | 51.82% |
| R^2 | 0.29 | 0.29 |
| Calmar | 10.17 | 1.39 |
| Skew | 2.5 | -0.21 |
| Kurtosis | 20.89 | 2.89 |
| Expected Daily % | 0.14% | 0.08% |
| Expected Monthly % | 4.22% | 2.54% |
| Expected Yearly % | 22.94% | 13.36% |
| Kelly Criterion | 29.72% | 14.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.43% | -4.34% |
| Expected Shortfall (cVaR) | -1.43% | -4.34% |
| Year | BTCUSD | b.30.sqn1.5_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 51.78 | 1.41 | + |
| 2025 | -6.00 | -0.42 | 0.07 | + |
| Metric | b.30.sqn1.5_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.61% | 8.82% |
| 3M | -0.81% | -11.89% |
| 6M | 24.89% | 38.13% |
| YTD | -0.42% | -6.0% |
| 1Y | 51.13% | 28.49% |
| 3Y (ann.) | 66.41% | 36.23% |
| 5Y (ann.) | 66.41% | 36.23% |
| Metric | b.30.sqn1.5_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -6.53% | -26.06% |
| Longest DD Days | 64.0 | 144.0 |
| Avg. Drawdown | -1.49% | -8.25% |
| Avg. Drawdown Days | 15.0 | 30.0 |
| Recovery Factor | 7.83 | 1.09 |
| Ulcer Index | 0.99 | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-29 | 2025-03-24 | -6.53 | 54 |
| 2024-06-06 | 2024-08-09 | -4.97 | 64 |
| 2024-12-06 | 2025-01-17 | -4.19 | 42 |
| 2024-10-10 | 2024-10-12 | -2.24 | 2 |
| 2024-09-16 | 2024-09-18 | -1.51 | 2 |
| 2024-11-13 | 2024-11-14 | -1.48 | 1 |
| 2024-09-11 | 2024-09-12 | -0.98 | 1 |
| 2024-08-10 | 2024-08-24 | -0.83 | 14 |
| 2024-09-21 | 2024-09-28 | -0.60 | 7 |
| 2024-10-20 | 2024-10-28 | -0.14 | 8 |
| Metric | b.30.sqn1.5_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.21% | 9.49% |
| Worst Day | -4.85% | -13.23% |
| Best Week | 8.53% | 15.41% |
| Worst Week | -2.86% | -18.81% |
| Best Month | 13.54% | 34.43% |
| Worst Month | -3.24% | -23.44% |
| Best Year | 51.78% | 36.7% |
| Worst Year | -0.42% | -6.0% |
| Avg. Up Day | 0.78% | 2.1% |
| Avg. Down Day | -0.5% | -1.65% |
| Avg. Up Week | 2.28% | 6.74% |
| Avg. Down Week | -1.08% | -6.3% |
| Avg. Up Month | 6.16% | 14.34% |
| Avg. Down Month | -2.29% | -16.85% |
| Win Days % | 57.14% | 52.36% |
| Win Month % | 80.0% | 60.0% |
| Win Week % | 70.45% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |