| Metric | b2_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 76.0% | 100.0% |
| Cumulative Return | 89.53% | 44.09% |
| Max Drawdown | -18.42% | -32.1% |
| Sharpe | 2.06 | 0.72 |
| Sortino | 3.74 | 1.11 |
| Payoff Ratio | 1.38 | 1.09 |
| Profit Factor | 1.49 | 1.11 |
| Common Sense Ratio | 2.09 | 1.22 |
| CPC Index | 1.06 | 0.61 |
| Tail Ratio | 1.4 | 1.1 |
| Outlier Win Ratio | 10.93 | 3.32 |
| Outlier Loss Ratio | 6.12 | 2.4 |
| Volatility (ann.) | 20.38% | 45.75% |
| R^2 | 0.24 | 0.24 |
| Calmar | 2.67 | 0.8 |
| Skew | 1.5 | 0.5 |
| Kurtosis | 10.1 | 2.71 |
| Expected Daily % | 0.11% | 0.06% |
| Expected Monthly % | 3.25% | 1.84% |
| Expected Yearly % | 37.67% | 20.04% |
| Kelly Criterion | 16.59% | 4.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.64% | -3.85% |
| Expected Shortfall (cVaR) | -1.64% | -3.85% |
| Year | BTCUSD | b2_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 101.44 | 2.10 | + |
| 2025 | -2.89 | -5.91 | 2.04 | - |
| Metric | b2_fwd_ | BTCUSD |
|---|---|---|
| MTD | 0.17% | 0.3% |
| 3M | -10.49% | -17.75% |
| 6M | -9.04% | -14.17% |
| YTD | -5.91% | -2.89% |
| 1Y | -7.77% | -9.28% |
| 3Y (ann.) | 49.13% | 25.64% |
| 5Y (ann.) | 49.13% | 25.64% |
| Metric | b2_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -18.42% | -32.1% |
| Longest DD Days | 146.0 | 161.0 |
| Avg. Drawdown | -2.71% | -7.7% |
| Avg. Drawdown Days | 20.0 | 26.0 |
| Recovery Factor | 4.86 | 1.37 |
| Ulcer Index | 1.0 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-15 | 2025-12-08 | -18.42 | 146 |
| 2024-12-18 | 2025-05-02 | -9.41 | 135 |
| 2024-07-29 | 2024-08-24 | -6.90 | 26 |
| 2024-05-22 | 2024-07-15 | -4.51 | 54 |
| 2024-07-23 | 2024-07-27 | -4.22 | 4 |
| 2024-09-28 | 2024-10-14 | -2.64 | 16 |
| 2025-05-23 | 2025-07-03 | -2.64 | 41 |
| 2025-05-03 | 2025-05-22 | -2.61 | 19 |
| 2024-08-25 | 2024-09-13 | -2.47 | 19 |
| 2024-11-23 | 2024-12-06 | -2.37 | 13 |
| Metric | b2_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 7.46% | 11.89% |
| Worst Day | -5.33% | -8.6% |
| Best Week | 16.56% | 18.93% |
| Worst Week | -5.7% | -12.33% |
| Best Month | 39.64% | 37.42% |
| Worst Month | -7.05% | -17.69% |
| Best Year | 101.44% | 48.38% |
| Worst Year | -5.91% | -2.89% |
| Avg. Up Day | 0.87% | 1.96% |
| Avg. Down Day | -0.63% | -1.79% |
| Avg. Up Week | 3.17% | 5.11% |
| Avg. Down Week | -1.6% | -4.18% |
| Avg. Up Month | 8.39% | 9.63% |
| Avg. Down Month | -3.6% | -8.49% |
| Win Days % | 51.71% | 50.34% |
| Win Month % | 63.16% | 60.0% |
| Win Week % | 55.56% | 52.94% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 50.0% | 50.0% |