| Metric | b.30.sqn1.5_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 60.0% | 100.0% |
| Cumulative Return | 110.87% | 129.64% |
| Max Drawdown | -18.65% | -66.89% |
| Sharpe | 1.48 | 0.77 |
| Sortino | 2.66 | 1.15 |
| Payoff Ratio | 1.51 | 1.26 |
| Profit Factor | 1.59 | 1.12 |
| Common Sense Ratio | 2.52 | 1.19 |
| CPC Index | 1.18 | 0.74 |
| Tail Ratio | 1.59 | 1.06 |
| Outlier Win Ratio | 22.92 | 3.15 |
| Outlier Loss Ratio | 12.29 | 2.6 |
| Volatility (ann.) | 17.49% | 54.23% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.48 | 0.47 |
| Skew | 2.6 | 0.19 |
| Kurtosis | 44.0 | 3.58 |
| Expected Daily % | 0.07% | 0.07% |
| Expected Monthly % | 1.98% | 2.21% |
| Expected Yearly % | 20.5% | 23.1% |
| Kelly Criterion | 15.75% | 13.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.43% | -4.55% |
| Expected Shortfall (cVaR) | -1.43% | -4.55% |
| Year | BTCUSD | b.30.sqn1.5_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.26 | 3.61 | -0.06 | + |
| 2023 | 154.85 | 17.98 | 0.12 | - |
| 2024 | 119.18 | 73.23 | 0.61 | - |
| 2025 | -6.00 | -0.42 | 0.07 | + |
| Metric | b.30.sqn1.5_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.61% | 8.82% |
| 3M | -0.81% | -11.89% |
| 6M | 24.89% | 38.13% |
| YTD | -0.42% | -6.0% |
| 1Y | 60.74% | 35.64% |
| 3Y (ann.) | 26.07% | 27.36% |
| 5Y (ann.) | 27.52% | 31.12% |
| Metric | b.30.sqn1.5_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -18.65% | -66.89% |
| Longest DD Days | 475.0 | 683.0 |
| Avg. Drawdown | -1.99% | -10.03% |
| Avg. Drawdown Days | 34.0 | 68.0 |
| Recovery Factor | 5.94 | 1.94 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-03 | 2023-06-21 | -18.65 | 475 |
| 2025-01-29 | 2025-03-24 | -6.53 | 54 |
| 2023-07-15 | 2023-11-16 | -5.81 | 124 |
| 2024-06-06 | 2024-08-09 | -4.97 | 64 |
| 2024-12-06 | 2025-01-17 | -4.19 | 42 |
| 2023-11-17 | 2023-12-03 | -2.44 | 16 |
| 2023-12-15 | 2024-02-27 | -2.39 | 74 |
| 2024-10-10 | 2024-10-12 | -2.24 | 2 |
| 2024-05-22 | 2024-06-05 | -1.86 | 14 |
| 2024-09-16 | 2024-09-18 | -1.51 | 2 |
| Metric | b.30.sqn1.5_daily_ | BTCUSD |
|---|---|---|
| Best Day | 11.33% | 14.21% |
| Worst Day | -8.72% | -14.67% |
| Best Week | 12.44% | 28.96% |
| Worst Week | -8.44% | -30.92% |
| Best Month | 13.54% | 45.57% |
| Worst Month | -9.84% | -36.86% |
| Best Year | 73.23% | 154.85% |
| Worst Year | -0.42% | -56.26% |
| Avg. Up Day | 0.7% | 2.23% |
| Avg. Down Day | -0.46% | -1.76% |
| Avg. Up Week | 1.88% | 6.21% |
| Avg. Down Week | -0.99% | -5.45% |
| Avg. Up Month | 4.78% | 16.67% |
| Avg. Down Month | -2.26% | -13.05% |
| Win Days % | 49.32% | 51.79% |
| Win Month % | 64.86% | 56.76% |
| Win Week % | 57.14% | 53.66% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |