| Metric | master.u.hl_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 96.0% | 100.0% |
| Cumulative Return | 49.57% | 31.11% |
| Max Drawdown | -12.84% | -26.0% |
| Sharpe | 1.8 | 0.84 |
| Sortino | 3.36 | 1.31 |
| Payoff Ratio | 1.6 | 1.2 |
| Profit Factor | 1.5 | 1.13 |
| Common Sense Ratio | 2.06 | 1.26 |
| CPC Index | 1.16 | 0.67 |
| Tail Ratio | 1.37 | 1.12 |
| Outlier Win Ratio | 9.77 | 3.66 |
| Outlier Loss Ratio | 8.5 | 2.51 |
| Volatility (ann.) | 26.23% | 50.28% |
| R^2 | 0.56 | 0.56 |
| Calmar | 4.3 | 1.33 |
| Skew | 2.09 | 0.6 |
| Kurtosis | 15.35 | 2.46 |
| Expected Daily % | 0.12% | 0.08% |
| Expected Monthly % | 3.41% | 2.28% |
| Expected Yearly % | 22.3% | 14.5% |
| Kelly Criterion | 15.93% | 7.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.13% | -4.21% |
| Expected Shortfall (cVaR) | -2.13% | -4.21% |
| Year | BTCUSD | master.u.hl_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 57.42 | 1.19 | + |
| 2025 | -11.64 | -4.99 | 0.43 | + |
| Metric | master.u.hl_fwd_ | BTCUSD |
|---|---|---|
| MTD | 0.01% | -0.05% |
| 3M | -5.01% | -10.94% |
| 6M | 29.45% | 30.31% |
| YTD | -4.99% | -11.64% |
| 1Y | 49.57% | 31.11% |
| 3Y (ann.) | 55.26% | 34.45% |
| 5Y (ann.) | 55.26% | 34.45% |
| Metric | master.u.hl_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -12.84% | -26.0% |
| Longest DD Days | 99.0 | 161.0 |
| Avg. Drawdown | -2.96% | -6.87% |
| Avg. Drawdown Days | 18.0 | 22.0 |
| Recovery Factor | 3.86 | 1.2 |
| Ulcer Index | 1.04 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-04-02 | -12.84 | 30 |
| 2024-07-02 | 2024-07-15 | -8.55 | 13 |
| 2024-11-23 | 2025-03-02 | -7.35 | 99 |
| 2024-08-09 | 2024-10-14 | -4.94 | 66 |
| 2024-07-22 | 2024-08-08 | -3.27 | 17 |
| 2024-10-30 | 2024-11-06 | -2.93 | 7 |
| 2024-11-14 | 2024-11-15 | -2.37 | 1 |
| 2024-05-22 | 2024-06-30 | -1.97 | 39 |
| 2024-07-17 | 2024-07-19 | -1.19 | 2 |
| 2024-11-16 | 2024-11-19 | -0.76 | 3 |
| Metric | master.u.hl_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 9.09% | 11.89% |
| Worst Day | -6.37% | -8.6% |
| Best Week | 16.69% | 18.93% |
| Worst Week | -4.93% | -12.33% |
| Best Month | 31.77% | 37.42% |
| Worst Month | -3.73% | -17.69% |
| Best Year | 57.42% | 48.38% |
| Worst Year | -4.99% | -11.64% |
| Avg. Up Day | 1.0% | 2.28% |
| Avg. Down Day | -0.63% | -1.9% |
| Avg. Up Week | 2.91% | 6.35% |
| Avg. Down Week | -1.33% | -5.0% |
| Avg. Up Month | 8.66% | 13.2% |
| Avg. Down Month | -1.53% | -7.67% |
| Win Days % | 48.28% | 49.4% |
| Win Month % | 66.67% | 50.0% |
| Win Week % | 55.1% | 51.02% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |