| Metric | master.u_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 90.0% | 100.0% |
| Cumulative Return | 2.87% | 12.74% |
| Max Drawdown | -28.77% | -29.46% |
| Sharpe | 0.14 | 0.26 |
| Sortino | 0.15 | 0.38 |
| Payoff Ratio | 1.07 | 1.1 |
| Profit Factor | 1.07 | 1.04 |
| Common Sense Ratio | 1.26 | 0.96 |
| CPC Index | 0.55 | 0.58 |
| Tail Ratio | 1.18 | 0.92 |
| Outlier Win Ratio | 13.89 | 2.78 |
| Outlier Loss Ratio | 11.59 | 2.52 |
| Volatility (ann.) | 15.32% | 26.2% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.12 | 0.51 |
| Skew | -25.24 | 0.1 |
| Kurtosis | 812.49 | 6.29 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.26% | 1.1% |
| Expected Yearly % | 1.42% | 6.18% |
| Kelly Criterion | -0.4% | 6.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.24% |
| Expected Shortfall (cVaR) | -1.31% | -2.24% |
| Year | BTCUSD | master.u_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 40.16 | 1.06 | + |
| 2025 | -18.32 | -26.61 | 1.45 | - |
| Metric | master.u_fwd_ | BTCUSD |
|---|---|---|
| MTD | -26.51% | -7.61% |
| 3M | -27.7% | -25.45% |
| 6M | -6.7% | 22.59% |
| YTD | -26.61% | -18.32% |
| 1Y | 2.87% | 12.74% |
| 3Y (ann.) | 3.37% | 15.11% |
| 5Y (ann.) | 3.37% | 15.11% |
| Metric | master.u_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -28.77% | -29.46% |
| Longest DD Days | 63.0 | 144.0 |
| Avg. Drawdown | -1.43% | -4.64% |
| Avg. Drawdown Days | 6.0 | 12.0 |
| Recovery Factor | 0.1 | 0.43 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-24 | 2025-04-08 | -28.77 | 15 |
| 2025-01-07 | 2025-01-20 | -3.92 | 13 |
| 2025-01-20 | 2025-03-24 | -3.89 | 63 |
| 2024-06-05 | 2024-07-15 | -3.75 | 40 |
| 2024-08-24 | 2024-09-17 | -3.56 | 24 |
| 2024-07-22 | 2024-08-08 | -2.92 | 17 |
| 2024-11-13 | 2024-11-19 | -2.82 | 5 |
| 2024-10-21 | 2024-11-06 | -1.94 | 16 |
| 2024-10-07 | 2024-10-11 | -1.39 | 4 |
| 2024-12-05 | 2024-12-15 | -1.37 | 9 |
| Metric | master.u_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 5.29% | 9.33% |
| Worst Day | -25.41% | -9.32% |
| Best Week | 10.91% | 18.93% |
| Worst Week | -26.3% | -12.33% |
| Best Month | 23.13% | 37.42% |
| Worst Month | -26.51% | -17.69% |
| Best Year | 40.16% | 38.02% |
| Worst Year | -26.61% | -18.32% |
| Avg. Up Day | 0.24% | 1.0% |
| Avg. Down Day | -0.22% | -0.91% |
| Avg. Up Week | 2.12% | 5.81% |
| Avg. Down Week | -2.28% | -4.47% |
| Avg. Up Month | 7.33% | 13.69% |
| Avg. Down Month | -9.76% | -10.88% |
| Win Days % | 48.07% | 51.08% |
| Win Month % | 72.73% | 45.45% |
| Win Week % | 58.7% | 50.0% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |