| Metric | b.30.sqn1.5.o_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 231.91% | 109.12% |
| Max Drawdown | -23.41% | -66.89% |
| Sharpe | 1.53 | 0.7 |
| Sortino | 2.75 | 1.05 |
| Payoff Ratio | 1.39 | 1.11 |
| Profit Factor | 1.56 | 1.11 |
| Common Sense Ratio | 2.37 | 1.18 |
| CPC Index | 1.11 | 0.63 |
| Tail Ratio | 1.52 | 1.06 |
| Outlier Win Ratio | 19.14 | 3.73 |
| Outlier Loss Ratio | 5.08 | 2.94 |
| Volatility (ann.) | 27.34% | 54.81% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.99 | 0.4 |
| Skew | 2.15 | 0.2 |
| Kurtosis | 25.48 | 3.51 |
| Expected Daily % | 0.1% | 0.06% |
| Expected Monthly % | 3.21% | 1.96% |
| Expected Yearly % | 34.98% | 20.25% |
| Kelly Criterion | 15.85% | 7.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.24% | -4.61% |
| Expected Shortfall (cVaR) | -2.24% | -4.61% |
| Year | BTCUSD | b.30.sqn1.5.o_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.17 | 4.62 | -0.08 | + |
| 2023 | 154.85 | 48.28 | 0.31 | - |
| 2024 | 119.18 | 79.62 | 0.67 | - |
| 2025 | -6.00 | 19.12 | -3.18 | + |
| Metric | b.30.sqn1.5.o_daily_ | BTCUSD |
|---|---|---|
| MTD | 12.39% | 8.82% |
| 3M | 15.15% | -11.89% |
| 6M | 37.6% | 38.13% |
| YTD | 19.12% | -6.0% |
| 1Y | 101.14% | 35.64% |
| 3Y (ann.) | 38.98% | 27.36% |
| 5Y (ann.) | 46.68% | 26.57% |
| Metric | b.30.sqn1.5.o_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -23.41% | -66.89% |
| Longest DD Days | 304.0 | 683.0 |
| Avg. Drawdown | -3.52% | -10.57% |
| Avg. Drawdown Days | 28.0 | 69.0 |
| Recovery Factor | 9.91 | 1.63 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-14 | 2023-03-14 | -23.41 | 304 |
| 2024-06-06 | 2024-08-09 | -12.74 | 64 |
| 2024-01-03 | 2024-03-25 | -8.98 | 82 |
| 2023-04-29 | 2023-10-18 | -8.54 | 172 |
| 2022-03-10 | 2022-05-13 | -8.19 | 64 |
| 2025-02-01 | 2025-03-01 | -6.86 | 28 |
| 2024-12-06 | 2024-12-16 | -5.44 | 10 |
| 2023-12-23 | 2024-01-02 | -4.22 | 10 |
| 2024-08-12 | 2024-09-10 | -4.16 | 29 |
| 2024-12-22 | 2025-01-03 | -3.82 | 12 |
| Metric | b.30.sqn1.5.o_daily_ | BTCUSD |
|---|---|---|
| Best Day | 14.21% | 14.21% |
| Worst Day | -11.2% | -14.67% |
| Best Week | 26.61% | 28.96% |
| Worst Week | -6.86% | -30.92% |
| Best Month | 26.25% | 45.57% |
| Worst Month | -10.48% | -36.86% |
| Best Year | 79.62% | 154.85% |
| Worst Year | 4.62% | -60.17% |
| Avg. Up Day | 1.76% | 2.19% |
| Avg. Down Day | -1.27% | -1.98% |
| Avg. Up Week | 4.65% | 6.3% |
| Avg. Down Week | -2.48% | -5.97% |
| Avg. Up Month | 7.08% | 15.79% |
| Avg. Down Month | -4.52% | -12.3% |
| Win Days % | 51.05% | 51.53% |
| Win Month % | 70.27% | 55.26% |
| Win Week % | 56.7% | 53.29% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 100.0% | 50.0% |