| Metric | master.u_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 151.3% | 90.45% |
| Max Drawdown | -9.04% | -62.03% |
| Sharpe | 2.56 | 0.67 |
| Sortino | 4.95 | 0.99 |
| Payoff Ratio | 1.93 | 1.21 |
| Profit Factor | 1.64 | 1.11 |
| Common Sense Ratio | 2.63 | 1.26 |
| CPC Index | 1.59 | 0.66 |
| Tail Ratio | 1.6 | 1.14 |
| Outlier Win Ratio | 13.04 | 2.82 |
| Outlier Loss Ratio | 15.61 | 2.44 |
| Volatility (ann.) | 12.42% | 53.34% |
| R^2 | 0.05 | 0.05 |
| Calmar | 4.0 | 0.39 |
| Skew | 1.82 | -0.09 |
| Kurtosis | 12.59 | 4.12 |
| Expected Daily % | 0.09% | 0.06% |
| Expected Monthly % | 2.52% | 1.76% |
| Expected Yearly % | 25.91% | 17.48% |
| Kelly Criterion | 24.29% | 6.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -4.49% |
| Expected Shortfall (cVaR) | -0.98% | -4.49% |
| Year | BTCUSD | master.u_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.83 | 1.55 | -0.03 | + |
| 2023 | 155.54 | 41.53 | 0.27 | - |
| 2024 | 121.00 | 76.32 | 0.63 | - |
| 2025 | -16.05 | -0.84 | 0.05 | + |
| Metric | master.u_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.56% | -5.04% |
| 3M | -1.81% | -20.14% |
| 6M | 25.25% | 26.22% |
| YTD | -0.84% | -16.05% |
| 1Y | 47.48% | 15.49% |
| 3Y (ann.) | 36.19% | 24.1% |
| 5Y (ann.) | 36.19% | 24.1% |
| Metric | master.u_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -9.04% | -62.03% |
| Longest DD Days | 156.0 | 593.0 |
| Avg. Drawdown | -1.23% | -8.93% |
| Avg. Drawdown Days | 15.0 | 47.0 |
| Recovery Factor | 16.73 | 1.46 |
| Ulcer Index | 1.0 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-02 | 2022-08-08 | -9.04 | 67 |
| 2022-08-10 | 2023-01-13 | -7.60 | 156 |
| 2023-06-26 | 2023-10-24 | -5.32 | 120 |
| 2023-04-15 | 2023-06-21 | -4.88 | 67 |
| 2024-01-09 | 2024-02-10 | -4.35 | 32 |
| 2024-05-22 | 2024-07-20 | -4.21 | 59 |
| 2025-01-07 | 2025-03-24 | -3.27 | 76 |
| 2024-08-26 | 2024-09-18 | -3.20 | 23 |
| 2025-03-27 | 2025-04-06 | -3.13 | 10 |
| 2023-12-10 | 2024-01-08 | -2.67 | 29 |
| Metric | master.u_daily_ | BTCUSD |
|---|---|---|
| Best Day | 5.39% | 11.89% |
| Worst Day | -3.3% | -15.42% |
| Best Week | 9.13% | 35.75% |
| Worst Week | -4.33% | -29.64% |
| Best Month | 22.58% | 43.77% |
| Worst Month | -6.08% | -37.12% |
| Best Year | 76.32% | 155.54% |
| Worst Year | -0.84% | -59.83% |
| Avg. Up Day | 0.45% | 2.36% |
| Avg. Down Day | -0.23% | -1.95% |
| Avg. Up Week | 2.12% | 6.82% |
| Avg. Down Week | -0.86% | -4.57% |
| Avg. Up Month | 6.7% | 16.42% |
| Avg. Down Month | -2.23% | -12.26% |
| Win Days % | 50.14% | 48.8% |
| Win Month % | 64.86% | 54.05% |
| Win Week % | 55.0% | 49.38% |
| Win Quarter % | 69.23% | 46.15% |
| Win Year % | 75.0% | 50.0% |