| Metric | master.u_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 218.76% | 129.1% |
| Max Drawdown | -8.46% | -62.03% |
| Sharpe | 3.14 | 0.78 |
| Sortino | 6.27 | 1.15 |
| Payoff Ratio | 1.99 | 1.17 |
| Profit Factor | 1.83 | 1.13 |
| Common Sense Ratio | 3.09 | 1.31 |
| CPC Index | 1.94 | 0.65 |
| Tail Ratio | 1.69 | 1.16 |
| Outlier Win Ratio | 13.06 | 2.79 |
| Outlier Loss Ratio | 15.33 | 2.41 |
| Volatility (ann.) | 12.38% | 53.28% |
| R^2 | 0.06 | 0.06 |
| Calmar | 5.44 | 0.5 |
| Skew | 1.84 | -0.07 |
| Kurtosis | 12.59 | 4.09 |
| Expected Daily % | 0.1% | 0.07% |
| Expected Monthly % | 3.1% | 2.21% |
| Expected Yearly % | 33.62% | 23.03% |
| Kelly Criterion | 29.71% | 5.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -4.47% |
| Expected Shortfall (cVaR) | -0.96% | -4.47% |
| Year | BTCUSD | master.u_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.83 | 6.18 | -0.10 | + |
| 2023 | 155.54 | 48.69 | 0.31 | - |
| 2024 | 121.00 | 86.46 | 0.71 | - |
| 2025 | 0.98 | 8.28 | 8.42 | + |
| Metric | master.u_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.4% | 0.1% |
| 3M | 7.04% | -7.95% |
| 6M | 35.23% | 35.71% |
| YTD | 8.28% | 0.98% |
| 1Y | 63.09% | 49.84% |
| 3Y (ann.) | 46.91% | 35.71% |
| 5Y (ann.) | 46.06% | 31.11% |
| Metric | master.u_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -8.46% | -62.03% |
| Longest DD Days | 121.0 | 593.0 |
| Avg. Drawdown | -1.03% | -9.02% |
| Avg. Drawdown Days | 12.0 | 49.0 |
| Recovery Factor | 25.85 | 2.08 |
| Ulcer Index | 1.0 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-02 | 2022-07-28 | -8.46 | 56 |
| 2022-08-16 | 2022-12-15 | -7.01 | 121 |
| 2023-04-29 | 2023-06-21 | -4.20 | 53 |
| 2023-06-26 | 2023-10-24 | -4.16 | 120 |
| 2024-01-09 | 2024-02-09 | -3.92 | 31 |
| 2024-05-22 | 2024-07-17 | -3.61 | 56 |
| 2025-03-27 | 2025-04-23 | -3.40 | 27 |
| 2025-01-23 | 2025-03-12 | -2.88 | 48 |
| 2024-08-26 | 2024-09-14 | -2.79 | 19 |
| 2023-12-10 | 2024-01-02 | -2.54 | 23 |
| Metric | master.u_daily_ | BTCUSD |
|---|---|---|
| Best Day | 5.5% | 11.89% |
| Worst Day | -3.26% | -15.42% |
| Best Week | 9.13% | 35.75% |
| Worst Week | -3.89% | -29.64% |
| Best Month | 22.96% | 43.77% |
| Worst Month | -5.34% | -37.12% |
| Best Year | 86.46% | 155.54% |
| Worst Year | 6.18% | -59.83% |
| Avg. Up Day | 0.46% | 2.29% |
| Avg. Down Day | -0.23% | -1.95% |
| Avg. Up Week | 2.18% | 6.6% |
| Avg. Down Week | -0.81% | -4.56% |
| Avg. Up Month | 6.17% | 14.62% |
| Avg. Down Month | -2.24% | -12.67% |
| Win Days % | 53.22% | 49.1% |
| Win Month % | 76.32% | 57.89% |
| Win Week % | 59.15% | 50.0% |
| Win Quarter % | 84.62% | 53.85% |
| Win Year % | 100.0% | 75.0% |