| Metric | master.u.hl_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 57.19% | 75.32% |
| Max Drawdown | -5.86% | -28.17% |
| Sharpe | 2.88 | 1.27 |
| Sortino | 6.14 | 2.04 |
| Payoff Ratio | 1.74 | 1.19 |
| Profit Factor | 1.75 | 1.21 |
| Common Sense Ratio | 2.74 | 1.4 |
| CPC Index | 1.55 | 0.73 |
| Tail Ratio | 1.57 | 1.16 |
| Outlier Win Ratio | 11.14 | 2.88 |
| Outlier Loss Ratio | 11.48 | 2.17 |
| Volatility (ann.) | 14.59% | 49.38% |
| R^2 | 0.45 | 0.45 |
| Calmar | 8.66 | 2.36 |
| Skew | 2.73 | 0.59 |
| Kurtosis | 18.31 | 2.46 |
| Expected Daily % | 0.11% | 0.14% |
| Expected Monthly % | 3.28% | 4.09% |
| Expected Yearly % | 25.38% | 32.41% |
| Kelly Criterion | 22.34% | 9.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -4.08% |
| Expected Shortfall (cVaR) | -1.14% | -4.08% |
| Year | BTCUSD | master.u.hl_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 49.01 | 1.01 | + |
| 2025 | 18.15 | 5.49 | 0.30 | - |
| Metric | master.u.hl_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 1.6% | 5.4% |
| 3M | 6.07% | 27.95% |
| 6M | 5.21% | 10.38% |
| YTD | 5.49% | 18.15% |
| 1Y | 55.15% | 59.16% |
| 3Y (ann.) | 50.78% | 66.49% |
| 5Y (ann.) | 50.78% | 66.49% |
| Metric | master.u.hl_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -5.86% | -28.17% |
| Longest DD Days | 54.0 | 161.0 |
| Avg. Drawdown | -1.32% | -6.77% |
| Avg. Drawdown Days | 13.0 | 23.0 |
| Recovery Factor | 9.76 | 2.67 |
| Ulcer Index | 1.0 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-04-26 | -5.86 | 54 |
| 2024-05-22 | 2024-07-15 | -5.43 | 54 |
| 2025-01-25 | 2025-03-02 | -4.27 | 36 |
| 2024-12-17 | 2025-01-24 | -2.77 | 38 |
| 2024-07-22 | 2024-08-08 | -2.59 | 17 |
| 2024-08-26 | 2024-09-18 | -2.33 | 23 |
| 2024-08-10 | 2024-08-24 | -2.03 | 14 |
| 2024-11-23 | 2024-12-13 | -2.02 | 20 |
| 2024-10-22 | 2024-11-06 | -1.44 | 15 |
| 2025-05-03 | 2025-05-20 | -0.87 | 17 |
| Metric | master.u.hl_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 6.38% | 11.89% |
| Worst Day | -2.77% | -8.6% |
| Best Week | 12.62% | 18.93% |
| Worst Week | -2.35% | -12.33% |
| Best Month | 27.28% | 37.42% |
| Worst Month | -2.66% | -17.69% |
| Best Year | 49.01% | 48.38% |
| Worst Year | 5.49% | 18.15% |
| Avg. Up Day | 0.63% | 2.27% |
| Avg. Down Day | -0.36% | -1.91% |
| Avg. Up Week | 2.41% | 6.07% |
| Avg. Down Week | -0.96% | -4.35% |
| Avg. Up Month | 5.47% | 11.81% |
| Avg. Down Month | -1.66% | -12.4% |
| Win Days % | 50.65% | 51.0% |
| Win Month % | 85.71% | 64.29% |
| Win Week % | 55.93% | 55.93% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |