| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | 37.87% | 13.68% |
| Max Drawdown | -4.07% | -28.01% |
| Sharpe | 2.99 | 0.55 |
| Sortino | 6.61 | 0.79 |
| Payoff Ratio | 1.79 | 1.05 |
| Profit Factor | 1.82 | 1.08 |
| Common Sense Ratio | 2.96 | 1.08 |
| CPC Index | 1.62 | 0.59 |
| Tail Ratio | 1.63 | 1.0 |
| Outlier Win Ratio | 10.06 | 2.41 |
| Outlier Loss Ratio | 15.69 | 2.16 |
| Volatility (ann.) | 12.87% | 51.55% |
| R^2 | 0.46 | 0.46 |
| Calmar | 11.3 | 0.58 |
| Skew | 2.92 | -0.24 |
| Kurtosis | 19.47 | 2.97 |
| Expected Daily % | 0.1% | 0.04% |
| Expected Monthly % | 2.96% | 1.17% |
| Expected Yearly % | 17.42% | 6.62% |
| Kelly Criterion | 21.77% | 5.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -4.36% |
| Expected Shortfall (cVaR) | -1.0% | -4.36% |
| Year | BTCUSD | master.u_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 39.93 | 1.09 | + |
| 2025 | -16.84 | -1.47 | 0.09 | + |
| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -1.5% | -6.41% |
| 3M | -2.67% | -21.61% |
| 6M | 24.95% | 23.82% |
| YTD | -1.47% | -16.84% |
| 1Y | 37.87% | 13.68% |
| 3Y (ann.) | 45.95% | 16.3% |
| 5Y (ann.) | 45.95% | 16.3% |
| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -4.07% | -28.01% |
| Longest DD Days | 60.0 | 144.0 |
| Avg. Drawdown | -1.06% | -8.56% |
| Avg. Drawdown Days | 10.0 | 32.0 |
| Recovery Factor | 9.31 | 0.49 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-27 | 2025-04-07 | -4.07 | 11 |
| 2024-06-06 | 2024-07-17 | -3.43 | 41 |
| 2024-08-26 | 2024-09-18 | -3.34 | 23 |
| 2025-01-23 | 2025-03-24 | -3.14 | 60 |
| 2025-01-07 | 2025-01-22 | -2.73 | 15 |
| 2024-07-23 | 2024-08-07 | -2.38 | 15 |
| 2024-10-22 | 2024-11-06 | -1.12 | 15 |
| 2024-12-06 | 2024-12-16 | -1.04 | 10 |
| 2024-10-07 | 2024-10-12 | -0.86 | 5 |
| 2024-11-13 | 2024-11-14 | -0.81 | 1 |
| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 5.56% | 9.49% |
| Worst Day | -2.0% | -13.23% |
| Best Week | 9.47% | 15.41% |
| Worst Week | -2.06% | -18.81% |
| Best Month | 23.03% | 34.43% |
| Worst Month | -2.19% | -23.44% |
| Best Year | 39.93% | 36.7% |
| Worst Year | -1.47% | -16.84% |
| Avg. Up Day | 0.54% | 2.14% |
| Avg. Down Day | -0.3% | -2.03% |
| Avg. Up Week | 2.31% | 6.5% |
| Avg. Down Week | -0.85% | -4.89% |
| Avg. Up Month | 6.36% | 13.35% |
| Avg. Down Month | -1.75% | -13.37% |
| Win Days % | 49.84% | 51.29% |
| Win Month % | 72.73% | 54.55% |
| Win Week % | 54.35% | 47.83% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |