| Metric | b.30.sqn2.o_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 45.63% | 29.21% |
| Max Drawdown | -14.42% | -28.38% |
| Sharpe | 0.94 | 0.43 |
| Sortino | 1.52 | 0.62 |
| Payoff Ratio | 1.25 | 1.2 |
| Profit Factor | 1.28 | 1.07 |
| Common Sense Ratio | 1.64 | 0.99 |
| CPC Index | 0.79 | 0.66 |
| Tail Ratio | 1.28 | 0.92 |
| Outlier Win Ratio | 17.86 | 3.72 |
| Outlier Loss Ratio | 4.77 | 3.32 |
| Volatility (ann.) | 13.22% | 26.22% |
| R^2 | 0.33 | 0.33 |
| Calmar | 4.07 | 1.3 |
| Skew | 1.28 | 0.13 |
| Kurtosis | 16.32 | 6.47 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.83% | 2.6% |
| Expected Yearly % | 20.68% | 13.67% |
| Kelly Criterion | 8.3% | 10.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.1% | -2.23% |
| Expected Shortfall (cVaR) | -1.1% | -2.23% |
| Year | BTCUSD | b.30.sqn2.o_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 26.03 | 0.68 | - |
| 2025 | -6.39 | 15.55 | -2.44 | + |
| Metric | b.30.sqn2.o_fwd_ | BTCUSD |
|---|---|---|
| MTD | 5.74% | 3.67% |
| 3M | 17.69% | -7.78% |
| 6M | 34.72% | 37.46% |
| YTD | 15.55% | -6.39% |
| 1Y | 45.63% | 29.21% |
| 3Y (ann.) | 58.72% | 37.02% |
| 5Y (ann.) | 58.72% | 37.02% |
| Metric | b.30.sqn2.o_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -14.42% | -28.38% |
| Longest DD Days | 64.0 | 144.0 |
| Avg. Drawdown | -2.34% | -4.56% |
| Avg. Drawdown Days | 9.0 | 12.0 |
| Recovery Factor | 3.16 | 1.03 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-08 | -14.42 | 64 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-02-01 | 2025-02-28 | -7.25 | 26 |
| 2024-08-09 | 2024-09-10 | -6.28 | 32 |
| 2025-03-06 | 2025-03-25 | -5.49 | 18 |
| 2024-09-14 | 2024-10-11 | -5.22 | 27 |
| 2024-12-21 | 2024-12-24 | -4.89 | 3 |
| 2024-12-24 | 2025-01-02 | -3.10 | 8 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-11-07 | 2024-12-04 | -1.29 | 27 |
| Metric | b.30.sqn2.o_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 5.45% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 10.94% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 7.96% | 37.42% |
| Worst Month | -7.78% | -17.69% |
| Best Year | 26.03% | 38.02% |
| Worst Year | 15.55% | -6.39% |
| Avg. Up Day | 0.84% | 1.04% |
| Avg. Down Day | -0.67% | -0.87% |
| Avg. Up Week | 3.93% | 5.43% |
| Avg. Down Week | -2.43% | -4.08% |
| Avg. Up Month | 4.93% | 12.02% |
| Avg. Down Month | -7.78% | -7.35% |
| Win Days % | 48.99% | 51.3% |
| Win Month % | 90.0% | 60.0% |
| Win Week % | 55.17% | 52.27% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |