| Metric | master.u_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 95.0% | 100.0% |
| Cumulative Return | 49.9% | 35.22% |
| Max Drawdown | -3.4% | -28.17% |
| Sharpe | 3.49 | 0.87 |
| Sortino | 7.87 | 1.36 |
| Payoff Ratio | 2.02 | 1.14 |
| Profit Factor | 2.02 | 1.13 |
| Common Sense Ratio | 3.37 | 1.29 |
| CPC Index | 2.22 | 0.64 |
| Tail Ratio | 1.66 | 1.14 |
| Outlier Win Ratio | 13.19 | 2.65 |
| Outlier Loss Ratio | 13.76 | 2.01 |
| Volatility (ann.) | 12.24% | 50.84% |
| R^2 | 0.05 | 0.05 |
| Calmar | 15.39 | 1.31 |
| Skew | 2.9 | 0.59 |
| Kurtosis | 19.63 | 2.37 |
| Expected Daily % | 0.12% | 0.09% |
| Expected Monthly % | 3.43% | 2.55% |
| Expected Yearly % | 22.44% | 16.29% |
| Kelly Criterion | 31.51% | 5.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -4.26% |
| Expected Shortfall (cVaR) | -0.94% | -4.26% |
| Year | BTCUSD | master.u_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 46.39 | 0.96 | - |
| 2025 | -8.87 | 2.40 | -0.27 | + |
| Metric | master.u_fwd_ | BTCUSD |
|---|---|---|
| MTD | 0.24% | 3.08% |
| 3M | 1.19% | -14.91% |
| 6M | 28.0% | 26.22% |
| YTD | 2.4% | -8.87% |
| 1Y | 49.9% | 35.22% |
| 3Y (ann.) | 52.34% | 36.86% |
| 5Y (ann.) | 52.34% | 36.86% |
| Metric | master.u_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -3.4% | -28.17% |
| Longest DD Days | 56.0 | 161.0 |
| Avg. Drawdown | -0.92% | -7.03% |
| Avg. Drawdown Days | 9.0 | 23.0 |
| Recovery Factor | 14.67 | 1.25 |
| Ulcer Index | 0.97 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-27 | 2025-04-19 | -3.40 | 23 |
| 2024-05-22 | 2024-07-17 | -3.39 | 56 |
| 2025-01-23 | 2025-03-12 | -2.88 | 48 |
| 2024-08-26 | 2024-09-14 | -2.79 | 19 |
| 2024-07-23 | 2024-08-07 | -2.33 | 15 |
| 2025-01-07 | 2025-01-22 | -1.82 | 15 |
| 2024-12-06 | 2024-12-16 | -1.09 | 10 |
| 2024-10-22 | 2024-11-06 | -1.08 | 15 |
| 2024-11-13 | 2024-11-14 | -0.82 | 1 |
| 2024-10-07 | 2024-10-12 | -0.81 | 5 |
| Metric | master.u_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 5.5% | 11.89% |
| Worst Day | -1.85% | -8.6% |
| Best Week | 9.13% | 18.93% |
| Worst Week | -1.89% | -12.33% |
| Best Month | 22.96% | 37.42% |
| Worst Month | -1.7% | -17.69% |
| Best Year | 46.39% | 48.38% |
| Worst Year | 2.4% | -8.87% |
| Avg. Up Day | 0.46% | 2.18% |
| Avg. Down Day | -0.23% | -1.91% |
| Avg. Up Week | 2.08% | 5.64% |
| Avg. Down Week | -0.78% | -4.24% |
| Avg. Up Month | 5.86% | 11.25% |
| Avg. Down Month | -1.31% | -12.4% |
| Win Days % | 54.19% | 49.86% |
| Win Month % | 83.33% | 58.33% |
| Win Week % | 64.71% | 51.92% |
| Win Quarter % | 100.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |