| Metric | master_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 89.0% | 100.0% |
| Cumulative Return | 23.41% | 34.37% |
| Max Drawdown | -20.28% | -28.38% |
| Sharpe | 0.55 | 0.45 |
| Sortino | 0.69 | 0.66 |
| Payoff Ratio | 1.34 | 1.11 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | 1.31 | 1.01 |
| CPC Index | 0.78 | 0.61 |
| Tail Ratio | 1.1 | 0.94 |
| Outlier Win Ratio | 13.1 | 3.1 |
| Outlier Loss Ratio | 11.49 | 2.77 |
| Volatility (ann.) | 12.37% | 25.93% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.33 | 1.41 |
| Skew | -10.29 | 0.16 |
| Kurtosis | 293.2 | 6.42 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.77% | 2.49% |
| Expected Yearly % | 11.09% | 15.92% |
| Kelly Criterion | 10.5% | 7.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.05% | -2.2% |
| Expected Shortfall (cVaR) | -1.05% | -2.2% |
| Year | BTCUSD | master_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 51.10 | 1.03 | + |
| 2025 | -10.11 | -18.33 | 1.81 | - |
| Metric | master_fwd_ | BTCUSD |
|---|---|---|
| MTD | 0.09% | 1.68% |
| 3M | -18.24% | -9.4% |
| 6M | 8.32% | 27.92% |
| YTD | -18.33% | -10.11% |
| 1Y | 23.41% | 34.37% |
| 3Y (ann.) | 27.01% | 39.93% |
| 5Y (ann.) | 27.01% | 39.93% |
| Metric | master_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -20.28% | -28.38% |
| Longest DD Days | 70.0 | 144.0 |
| Avg. Drawdown | -1.39% | -4.96% |
| Avg. Drawdown Days | 6.0 | 12.0 |
| Recovery Factor | 1.15 | 1.21 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-04-01 | -20.28 | 70 |
| 2025-01-07 | 2025-01-20 | -5.46 | 13 |
| 2024-05-21 | 2024-07-19 | -5.00 | 59 |
| 2024-08-24 | 2024-09-19 | -4.47 | 26 |
| 2024-07-22 | 2024-08-08 | -4.11 | 17 |
| 2024-11-13 | 2024-11-19 | -3.92 | 5 |
| 2024-10-21 | 2024-11-06 | -3.10 | 16 |
| 2024-11-12 | 2024-11-13 | -1.60 | 1 |
| 2024-05-16 | 2024-05-17 | -1.51 | 1 |
| 2024-09-20 | 2024-09-24 | -1.18 | 4 |
| Metric | master_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 6.29% | 9.33% |
| Worst Day | -15.88% | -9.32% |
| Best Week | 14.12% | 18.93% |
| Worst Week | -17.13% | -12.33% |
| Best Month | 30.48% | 37.42% |
| Worst Month | -16.69% | -17.69% |
| Best Year | 51.1% | 49.48% |
| Worst Year | -18.33% | -10.11% |
| Avg. Up Day | 0.28% | 0.99% |
| Avg. Down Day | -0.21% | -0.89% |
| Avg. Up Week | 2.72% | 6.28% |
| Avg. Down Week | -1.71% | -4.49% |
| Avg. Up Month | 7.98% | 11.41% |
| Avg. Down Month | -5.03% | -8.91% |
| Win Days % | 48.73% | 51.48% |
| Win Month % | 58.33% | 58.33% |
| Win Week % | 52.08% | 52.08% |
| Win Quarter % | 80.0% | 80.0% |
| Win Year % | 50.0% | 50.0% |