| Metric | master.u.hl_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 143.96% | 52.69% |
| Max Drawdown | -20.96% | -72.75% |
| Sharpe | 1.68 | 0.5 |
| Sortino | 2.85 | 0.73 |
| Payoff Ratio | 1.41 | 1.14 |
| Profit Factor | 1.37 | 1.08 |
| Common Sense Ratio | 1.8 | 1.11 |
| CPC Index | 0.96 | 0.61 |
| Tail Ratio | 1.32 | 1.02 |
| Outlier Win Ratio | 11.12 | 3.07 |
| Outlier Loss Ratio | 11.97 | 2.66 |
| Volatility (ann.) | 16.5% | 54.74% |
| R^2 | 0.52 | 0.52 |
| Calmar | 1.43 | 0.18 |
| Skew | 1.14 | 0.0 |
| Kurtosis | 10.94 | 3.97 |
| Expected Daily % | 0.07% | 0.03% |
| Expected Monthly % | 2.15% | 1.01% |
| Expected Yearly % | 19.53% | 8.83% |
| Kelly Criterion | 13.94% | 5.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -4.64% |
| Expected Shortfall (cVaR) | -1.34% | -4.64% |
| Year | BTCUSD | master.u.hl_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -19.41 | -0.92 | 0.05 | + |
| 2022 | -64.22 | -16.32 | 0.25 | + |
| 2023 | 155.54 | 64.79 | 0.42 | - |
| 2024 | 121.00 | 78.60 | 0.65 | - |
| 2025 | -6.25 | -0.02 | 0.00 | + |
| Metric | master.u.hl_daily_ | BTCUSD |
|---|---|---|
| MTD | 2.08% | 6.04% |
| 3M | -0.67% | -16.2% |
| 6M | 27.36% | 28.02% |
| YTD | -0.02% | -6.25% |
| 1Y | 53.07% | 34.71% |
| 3Y (ann.) | 34.68% | 28.34% |
| 5Y (ann.) | 30.02% | 13.27% |
| Metric | master.u.hl_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -20.96% | -72.75% |
| Longest DD Days | 377.0 | 820.0 |
| Avg. Drawdown | -2.09% | -12.32% |
| Avg. Drawdown Days | 23.0 | 86.0 |
| Recovery Factor | 6.87 | 0.72 |
| Ulcer Index | 1.1 | 1.09 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-03-14 | -20.96 | 377 |
| 2021-12-25 | 2022-03-01 | -13.01 | 66 |
| 2024-01-09 | 2024-03-03 | -7.19 | 54 |
| 2025-03-03 | 2025-04-21 | -5.86 | 49 |
| 2024-05-22 | 2024-07-15 | -5.59 | 54 |
| 2024-03-14 | 2024-03-26 | -5.10 | 12 |
| 2023-04-15 | 2023-06-20 | -4.69 | 66 |
| 2023-06-26 | 2023-10-23 | -4.41 | 119 |
| 2025-01-25 | 2025-03-02 | -4.27 | 36 |
| 2024-12-17 | 2025-01-24 | -2.77 | 38 |
| Metric | master.u.hl_daily_ | BTCUSD |
|---|---|---|
| Best Day | 6.38% | 14.52% |
| Worst Day | -5.35% | -15.42% |
| Best Week | 12.62% | 35.75% |
| Worst Week | -6.18% | -29.64% |
| Best Month | 27.28% | 43.77% |
| Worst Month | -7.38% | -37.12% |
| Best Year | 78.6% | 155.54% |
| Worst Year | -16.32% | -64.22% |
| Avg. Up Day | 0.66% | 2.38% |
| Avg. Down Day | -0.46% | -2.08% |
| Avg. Up Week | 2.37% | 6.74% |
| Avg. Down Week | -1.27% | -5.28% |
| Avg. Up Month | 6.24% | 14.39% |
| Avg. Down Month | -3.04% | -13.33% |
| Win Days % | 49.59% | 49.31% |
| Win Month % | 64.29% | 54.76% |
| Win Week % | 52.49% | 49.17% |
| Win Quarter % | 66.67% | 46.67% |
| Win Year % | 40.0% | 40.0% |