| Metric | b.30.sqn1.5_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 53.0% | 100.0% |
| Cumulative Return | 51.13% | 29.21% |
| Max Drawdown | -6.53% | -28.38% |
| Sharpe | 1.4 | 0.43 |
| Sortino | 2.62 | 0.62 |
| Payoff Ratio | 1.46 | 1.27 |
| Profit Factor | 1.57 | 1.07 |
| Common Sense Ratio | 2.16 | 0.99 |
| CPC Index | 1.14 | 0.7 |
| Tail Ratio | 1.38 | 0.92 |
| Outlier Win Ratio | 23.44 | 3.43 |
| Outlier Loss Ratio | 10.2 | 2.69 |
| Volatility (ann.) | 9.35% | 26.22% |
| R^2 | 0.28 | 0.28 |
| Calmar | 10.13 | 1.3 |
| Skew | 3.38 | 0.13 |
| Kurtosis | 45.64 | 6.47 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 4.22% | 2.6% |
| Expected Yearly % | 22.94% | 13.67% |
| Kelly Criterion | 15.68% | 12.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.23% |
| Expected Shortfall (cVaR) | -0.77% | -2.23% |
| Year | BTCUSD | b.30.sqn1.5_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 51.94 | 1.37 | + |
| 2025 | -6.39 | -0.53 | 0.08 | + |
| Metric | b.30.sqn1.5_fwd_ | BTCUSD |
|---|---|---|
| MTD | 0.61% | 3.67% |
| 3M | -0.37% | -7.78% |
| 6M | 24.51% | 37.46% |
| YTD | -0.53% | -6.39% |
| 1Y | 51.13% | 29.21% |
| 3Y (ann.) | 66.12% | 37.02% |
| 5Y (ann.) | 66.12% | 37.02% |
| Metric | b.30.sqn1.5_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -6.53% | -28.38% |
| Longest DD Days | 63.0 | 144.0 |
| Avg. Drawdown | -1.22% | -4.56% |
| Avg. Drawdown Days | 8.0 | 12.0 |
| Recovery Factor | 7.83 | 1.03 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-28 | 2025-03-25 | -6.53 | 56 |
| 2024-06-05 | 2024-08-08 | -5.73 | 63 |
| 2024-12-05 | 2025-01-17 | -5.04 | 42 |
| 2024-10-09 | 2024-10-11 | -3.73 | 2 |
| 2024-09-14 | 2024-09-17 | -2.43 | 3 |
| 2024-11-13 | 2024-12-05 | -2.37 | 21 |
| 2024-09-11 | 2024-09-11 | -1.97 | 0 |
| 2024-08-09 | 2024-09-07 | -1.92 | 29 |
| 2024-11-12 | 2024-11-13 | -1.72 | 1 |
| 2024-09-17 | 2024-09-18 | -1.11 | 1 |
| Metric | b.30.sqn1.5_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 6.48% | 9.33% |
| Worst Day | -3.95% | -9.32% |
| Best Week | 10.29% | 18.93% |
| Worst Week | -3.52% | -12.33% |
| Best Month | 13.57% | 37.42% |
| Worst Month | -3.24% | -17.69% |
| Best Year | 51.94% | 38.02% |
| Worst Year | -0.53% | -6.39% |
| Avg. Up Day | 0.38% | 1.01% |
| Avg. Down Day | -0.26% | -0.79% |
| Avg. Up Week | 2.06% | 6.22% |
| Avg. Down Week | -0.56% | -5.17% |
| Avg. Up Month | 6.09% | 12.02% |
| Avg. Down Month | -2.13% | -12.52% |
| Win Days % | 49.92% | 51.3% |
| Win Month % | 80.0% | 60.0% |
| Win Week % | 60.47% | 52.27% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |