| Metric | master.u.hl_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 98.0% | 100.0% |
| Cumulative Return | 616.71% | 878.54% |
| Max Drawdown | -37.51% | -76.67% |
| Sharpe | 1.43 | 1.02 |
| Sortino | 2.3 | 1.49 |
| Payoff Ratio | 1.31 | 1.12 |
| Profit Factor | 1.35 | 1.17 |
| Common Sense Ratio | 1.74 | 1.28 |
| CPC Index | 0.89 | 0.67 |
| Tail Ratio | 1.29 | 1.09 |
| Outlier Win Ratio | 9.17 | 3.42 |
| Outlier Loss Ratio | 9.74 | 3.21 |
| Volatility (ann.) | 30.25% | 64.97% |
| R^2 | 0.57 | 0.57 |
| Calmar | 1.26 | 0.74 |
| Skew | 0.64 | -0.61 |
| Kurtosis | 10.36 | 12.2 |
| Expected Daily % | 0.11% | 0.12% |
| Expected Monthly % | 3.18% | 3.69% |
| Expected Yearly % | 38.85% | 46.25% |
| Kelly Criterion | 12.39% | 7.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.49% | -5.41% |
| Expected Shortfall (cVaR) | -2.49% | -5.41% |
| Year | BTCUSD | master.u.hl_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 233.07 | 127.53 | 0.55 | - |
| 2021 | 59.34 | 24.14 | 0.41 | - |
| 2022 | -64.22 | -22.51 | 0.35 | + |
| 2023 | 155.54 | 95.06 | 0.61 | - |
| 2024 | 121.00 | 76.68 | 0.63 | - |
| 2025 | -8.77 | -4.98 | 0.57 | + |
| Metric | master.u.hl_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.02% | 3.19% |
| 3M | -5.08% | -8.97% |
| 6M | 29.46% | 29.83% |
| YTD | -4.98% | -8.77% |
| 1Y | 54.97% | 19.47% |
| 3Y (ann.) | 32.35% | 23.18% |
| 5Y (ann.) | 47.2% | 67.65% |
| Metric | master.u.hl_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -37.51% | -76.67% |
| Longest DD Days | 476.0 | 846.0 |
| Avg. Drawdown | -3.6% | -9.97% |
| Avg. Drawdown Days | 26.0 | 38.0 |
| Recovery Factor | 16.44 | 11.46 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-21 | -37.51 | 476 |
| 2021-01-09 | 2022-02-04 | -31.10 | 391 |
| 2025-03-03 | 2025-04-01 | -12.84 | 29 |
| 2024-03-12 | 2024-04-22 | -10.53 | 41 |
| 2024-01-09 | 2024-03-09 | -10.33 | 60 |
| 2024-07-02 | 2024-07-15 | -8.55 | 13 |
| 2020-05-08 | 2020-06-01 | -8.45 | 24 |
| 2024-11-23 | 2025-03-02 | -7.35 | 99 |
| 2020-08-18 | 2020-10-20 | -7.08 | 63 |
| 2020-03-07 | 2020-03-19 | -6.70 | 12 |
| Metric | master.u.hl_daily_ | BTCUSD |
|---|---|---|
| Best Day | 10.81% | 19.48% |
| Worst Day | -11.9% | -39.01% |
| Best Week | 25.82% | 38.59% |
| Worst Week | -18.25% | -38.6% |
| Best Month | 31.77% | 47.19% |
| Worst Month | -20.73% | -37.12% |
| Best Year | 127.53% | 233.07% |
| Worst Year | -22.51% | -64.22% |
| Avg. Up Day | 1.05% | 2.57% |
| Avg. Down Day | -0.8% | -2.3% |
| Avg. Up Week | 3.08% | 7.41% |
| Avg. Down Week | -1.64% | -5.85% |
| Avg. Up Month | 8.85% | 18.86% |
| Avg. Down Month | -3.87% | -12.41% |
| Win Days % | 50.39% | 51.13% |
| Win Month % | 65.08% | 57.14% |
| Win Week % | 53.36% | 53.7% |
| Win Quarter % | 72.73% | 59.09% |
| Win Year % | 66.67% | 66.67% |