| Metric | b2_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 87.51% | 36.61% |
| Max Drawdown | -13.01% | -34.42% |
| Sharpe | 0.97 | 0.33 |
| Sortino | 1.56 | 0.48 |
| Payoff Ratio | 1.18 | 1.11 |
| Profit Factor | 1.31 | 1.05 |
| Common Sense Ratio | 1.79 | 0.94 |
| CPC Index | 0.79 | 0.61 |
| Tail Ratio | 1.36 | 0.89 |
| Outlier Win Ratio | 17.09 | 3.34 |
| Outlier Loss Ratio | 5.66 | 3.31 |
| Volatility (ann.) | 11.19% | 23.45% |
| R^2 | 0.36 | 0.36 |
| Calmar | 3.92 | 0.66 |
| Skew | 1.85 | 0.11 |
| Kurtosis | 34.7 | 7.09 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.36% | 1.66% |
| Expected Yearly % | 36.93% | 16.88% |
| Kelly Criterion | 9.57% | 8.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.0% |
| Expected Shortfall (cVaR) | -0.93% | -2.0% |
| Year | BTCUSD | b2_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 39.85 | 1.05 | + |
| 2025 | -1.03 | 34.07 | -33.23 | + |
| Metric | b2_fwd_ | BTCUSD |
|---|---|---|
| MTD | 0.0% | 2.23% |
| 3M | -2.87% | -17.17% |
| 6M | -4.68% | -16.23% |
| YTD | 34.07% | -1.03% |
| 1Y | 36.06% | -5.06% |
| 3Y (ann.) | 50.98% | 22.68% |
| 5Y (ann.) | 50.98% | 22.68% |
| Metric | b2_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -13.01% | -34.42% |
| Longest DD Days | 106.0 | 144.0 |
| Avg. Drawdown | -1.79% | -5.99% |
| Avg. Drawdown Days | 9.0 | 18.0 |
| Recovery Factor | 6.73 | 1.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-06 | 2025-12-10 | -13.01 | 64 |
| 2024-06-10 | 2024-08-08 | -11.98 | 58 |
| 2024-12-21 | 2025-03-01 | -9.59 | 69 |
| 2025-06-16 | 2025-10-01 | -7.36 | 106 |
| 2024-08-09 | 2024-09-12 | -7.07 | 34 |
| 2024-12-05 | 2024-12-20 | -6.46 | 15 |
| 2024-09-20 | 2024-10-11 | -5.01 | 21 |
| 2025-03-13 | 2025-03-14 | -3.33 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-06-03 | 2025-06-08 | -3.23 | 4 |
| Metric | b2_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 12.42% | 18.93% |
| Worst Week | -8.11% | -12.33% |
| Best Month | 12.9% | 37.42% |
| Worst Month | -8.16% | -17.69% |
| Best Year | 39.85% | 38.02% |
| Worst Year | 34.07% | -1.03% |
| Avg. Up Day | 0.61% | 0.91% |
| Avg. Down Day | -0.51% | -0.82% |
| Avg. Up Week | 2.97% | 5.23% |
| Avg. Down Week | -2.2% | -4.37% |
| Avg. Up Month | 5.42% | 11.28% |
| Avg. Down Month | -4.36% | -10.44% |
| Win Days % | 51.05% | 51.97% |
| Win Month % | 77.78% | 57.89% |
| Win Week % | 59.02% | 53.09% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 50.0% |