| Metric | b.30.sqn2.o_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 45.63% | 28.49% |
| Max Drawdown | -13.02% | -26.06% |
| Sharpe | 1.95 | 0.85 |
| Sortino | 3.52 | 1.24 |
| Payoff Ratio | 1.37 | 1.11 |
| Profit Factor | 1.61 | 1.13 |
| Common Sense Ratio | 2.98 | 1.15 |
| CPC Index | 1.13 | 0.66 |
| Tail Ratio | 1.85 | 1.01 |
| Outlier Win Ratio | 13.68 | 3.13 |
| Outlier Loss Ratio | 4.71 | 2.65 |
| Volatility (ann.) | 25.3% | 51.82% |
| R^2 | 0.32 | 0.32 |
| Calmar | 4.53 | 1.39 |
| Skew | 1.33 | -0.21 |
| Kurtosis | 9.18 | 2.89 |
| Expected Daily % | 0.13% | 0.08% |
| Expected Monthly % | 3.83% | 2.54% |
| Expected Yearly % | 20.68% | 13.36% |
| Kelly Criterion | 15.58% | 9.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.04% | -4.34% |
| Expected Shortfall (cVaR) | -2.04% | -4.34% |
| Year | BTCUSD | b.30.sqn2.o_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 24.82 | 0.68 | - |
| 2025 | -6.00 | 16.67 | -2.78 | + |
| Metric | b.30.sqn2.o_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 11.02% | 8.82% |
| 3M | 13.75% | -11.89% |
| 6M | 34.72% | 38.13% |
| YTD | 16.67% | -6.0% |
| 1Y | 45.63% | 28.49% |
| 3Y (ann.) | 58.97% | 36.23% |
| 5Y (ann.) | 58.97% | 36.23% |
| Metric | b.30.sqn2.o_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -13.02% | -26.06% |
| Longest DD Days | 64.0 | 144.0 |
| Avg. Drawdown | -3.34% | -8.25% |
| Avg. Drawdown Days | 14.0 | 30.0 |
| Recovery Factor | 3.5 | 1.09 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-08-09 | -13.02 | 64 |
| 2025-02-02 | 2025-03-01 | -7.21 | 27 |
| 2024-12-06 | 2024-12-16 | -5.44 | 10 |
| 2024-08-12 | 2024-09-10 | -4.58 | 29 |
| 2024-12-22 | 2024-12-25 | -3.66 | 3 |
| 2025-03-07 | 2025-03-24 | -3.45 | 17 |
| 2024-10-08 | 2024-10-12 | -3.37 | 4 |
| 2024-12-27 | 2025-01-02 | -2.80 | 6 |
| 2024-09-11 | 2024-09-12 | -1.23 | 1 |
| 2024-08-10 | 2024-08-11 | -1.01 | 1 |
| Metric | b.30.sqn2.o_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.06% | 9.49% |
| Worst Day | -5.94% | -13.23% |
| Best Week | 12.26% | 15.41% |
| Worst Week | -4.8% | -18.81% |
| Best Month | 11.02% | 34.43% |
| Worst Month | -10.69% | -23.44% |
| Best Year | 24.82% | 36.7% |
| Worst Year | 16.67% | -6.0% |
| Avg. Up Day | 1.71% | 2.21% |
| Avg. Down Day | -1.24% | -1.99% |
| Avg. Up Week | 3.69% | 5.77% |
| Avg. Down Week | -2.89% | -6.25% |
| Avg. Up Month | 6.54% | 14.34% |
| Avg. Down Month | -6.73% | -16.85% |
| Win Days % | 51.2% | 52.36% |
| Win Month % | 80.0% | 60.0% |
| Win Week % | 67.86% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |