| Metric | b2_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 87.51% | 36.85% |
| Max Drawdown | -11.36% | -32.7% |
| Sharpe | 2.05 | 0.68 |
| Sortino | 3.66 | 0.98 |
| Payoff Ratio | 1.15 | 1.09 |
| Profit Factor | 1.71 | 1.11 |
| Common Sense Ratio | 2.86 | 1.16 |
| CPC Index | 1.12 | 0.62 |
| Tail Ratio | 1.67 | 1.05 |
| Outlier Win Ratio | 16.16 | 3.36 |
| Outlier Loss Ratio | 5.66 | 2.89 |
| Volatility (ann.) | 21.13% | 46.0% |
| R^2 | 0.31 | 0.31 |
| Calmar | 4.49 | 0.7 |
| Skew | 1.59 | -0.16 |
| Kurtosis | 15.76 | 3.36 |
| Expected Daily % | 0.11% | 0.06% |
| Expected Monthly % | 3.36% | 1.66% |
| Expected Yearly % | 36.93% | 16.98% |
| Kelly Criterion | 19.77% | 7.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.7% | -3.88% |
| Expected Shortfall (cVaR) | -1.7% | -3.88% |
| Year | BTCUSD | b2_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 38.91 | 1.06 | + |
| 2025 | 0.11 | 34.99 | 318.91 | + |
| Metric | b2_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.0% | 1.92% |
| 3M | -2.87% | -16.59% |
| 6M | -1.95% | -12.21% |
| YTD | 34.99% | 0.11% |
| 1Y | 33.97% | -6.96% |
| 3Y (ann.) | 50.98% | 22.82% |
| 5Y (ann.) | 50.98% | 22.82% |
| Metric | b2_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -11.36% | -32.7% |
| Longest DD Days | 106.0 | 154.0 |
| Avg. Drawdown | -2.98% | -10.02% |
| Avg. Drawdown Days | 23.0 | 40.0 |
| Recovery Factor | 7.7 | 1.13 |
| Ulcer Index | 1.0 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-06 | 2025-12-10 | -11.36 | 65 |
| 2024-06-10 | 2024-08-09 | -11.18 | 60 |
| 2024-12-22 | 2025-03-01 | -9.59 | 69 |
| 2025-06-18 | 2025-10-02 | -6.16 | 106 |
| 2024-08-10 | 2024-09-12 | -5.20 | 33 |
| 2024-12-06 | 2024-12-21 | -4.69 | 15 |
| 2024-09-21 | 2024-10-12 | -3.38 | 21 |
| 2025-06-04 | 2025-06-10 | -1.83 | 6 |
| 2025-05-24 | 2025-06-03 | -1.19 | 10 |
| 2025-03-14 | 2025-03-15 | -0.92 | 1 |
| Metric | b2_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.72% | 9.49% |
| Worst Day | -5.94% | -13.23% |
| Best Week | 12.69% | 15.41% |
| Worst Week | -8.06% | -18.81% |
| Best Month | 16.46% | 34.43% |
| Worst Month | -8.16% | -23.44% |
| Best Year | 38.91% | 36.7% |
| Worst Year | 34.99% | 0.11% |
| Avg. Up Day | 1.14% | 1.78% |
| Avg. Down Day | -0.99% | -1.64% |
| Avg. Up Week | 3.18% | 5.52% |
| Avg. Down Week | -2.43% | -5.4% |
| Avg. Up Month | 6.31% | 11.21% |
| Avg. Down Month | -5.23% | -14.79% |
| Win Days % | 57.09% | 51.89% |
| Win Month % | 77.78% | 63.16% |
| Win Week % | 66.1% | 55.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 100.0% |