| Metric | master.u_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 167.42% | 85.01% |
| Max Drawdown | -9.5% | -66.89% |
| Sharpe | 2.48 | 0.63 |
| Sortino | 4.88 | 0.93 |
| Payoff Ratio | 1.58 | 1.11 |
| Profit Factor | 1.61 | 1.1 |
| Common Sense Ratio | 2.62 | 1.15 |
| CPC Index | 1.27 | 0.63 |
| Tail Ratio | 1.62 | 1.05 |
| Outlier Win Ratio | 12.56 | 2.86 |
| Outlier Loss Ratio | 16.13 | 2.4 |
| Volatility (ann.) | 12.83% | 54.7% |
| R^2 | 0.52 | 0.52 |
| Calmar | 3.83 | 0.32 |
| Skew | 2.0 | 0.19 |
| Kurtosis | 13.21 | 3.54 |
| Expected Daily % | 0.08% | 0.05% |
| Expected Monthly % | 2.55% | 1.59% |
| Expected Yearly % | 27.88% | 16.63% |
| Kelly Criterion | 18.09% | 7.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.02% | -4.62% |
| Expected Shortfall (cVaR) | -1.02% | -4.62% |
| Year | BTCUSD | master.u_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.17 | 7.63 | -0.13 | + |
| 2023 | 154.85 | 42.20 | 0.27 | - |
| 2024 | 119.18 | 77.34 | 0.65 | - |
| 2025 | -16.84 | -1.47 | 0.09 | + |
| Metric | master.u_daily_ | BTCUSD |
|---|---|---|
| MTD | -1.5% | -6.41% |
| 3M | -2.67% | -21.61% |
| 6M | 24.95% | 23.82% |
| YTD | -1.47% | -16.84% |
| 1Y | 45.92% | 12.99% |
| 3Y (ann.) | 35.46% | 19.2% |
| 5Y (ann.) | 36.39% | 21.42% |
| Metric | master.u_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -9.5% | -66.89% |
| Longest DD Days | 156.0 | 683.0 |
| Avg. Drawdown | -1.37% | -10.75% |
| Avg. Drawdown Days | 16.0 | 70.0 |
| Recovery Factor | 17.62 | 1.27 |
| Ulcer Index | 0.99 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-02 | 2022-08-09 | -9.50 | 68 |
| 2022-08-10 | 2023-01-13 | -7.68 | 156 |
| 2023-06-26 | 2023-10-24 | -5.53 | 120 |
| 2023-04-15 | 2023-06-21 | -5.29 | 67 |
| 2024-05-22 | 2024-07-20 | -4.62 | 59 |
| 2024-01-09 | 2024-02-10 | -4.44 | 32 |
| 2025-03-27 | 2025-04-07 | -4.07 | 11 |
| 2022-03-03 | 2022-03-28 | -3.54 | 25 |
| 2024-08-26 | 2024-09-18 | -3.34 | 23 |
| 2025-01-23 | 2025-03-24 | -3.14 | 60 |
| Metric | master.u_daily_ | BTCUSD |
|---|---|---|
| Best Day | 5.56% | 14.21% |
| Worst Day | -3.29% | -14.67% |
| Best Week | 9.47% | 28.96% |
| Worst Week | -4.54% | -30.92% |
| Best Month | 23.03% | 45.57% |
| Worst Month | -6.59% | -36.86% |
| Best Year | 77.34% | 154.85% |
| Worst Year | -1.47% | -60.17% |
| Avg. Up Day | 0.53% | 2.21% |
| Avg. Down Day | -0.33% | -1.99% |
| Avg. Up Week | 1.96% | 6.16% |
| Avg. Down Week | -0.89% | -4.81% |
| Avg. Up Month | 6.19% | 16.12% |
| Avg. Down Month | -2.18% | -12.72% |
| Win Days % | 49.78% | 51.25% |
| Win Month % | 66.67% | 53.85% |
| Win Week % | 54.44% | 52.66% |
| Win Quarter % | 78.57% | 50.0% |
| Win Year % | 75.0% | 50.0% |