| Metric | master.u.bl_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 47.62% | 62.88% |
| Max Drawdown | -6.25% | -28.17% |
| Sharpe | 2.77 | 1.21 |
| Sortino | 5.48 | 1.9 |
| Payoff Ratio | 1.63 | 1.21 |
| Profit Factor | 1.67 | 1.19 |
| Common Sense Ratio | 2.73 | 1.36 |
| CPC Index | 1.37 | 0.74 |
| Tail Ratio | 1.63 | 1.14 |
| Outlier Win Ratio | 11.02 | 2.96 |
| Outlier Loss Ratio | 11.43 | 2.15 |
| Volatility (ann.) | 14.11% | 49.4% |
| R^2 | 0.52 | 0.52 |
| Calmar | 7.43 | 2.17 |
| Skew | 1.85 | 0.52 |
| Kurtosis | 10.17 | 2.47 |
| Expected Daily % | 0.1% | 0.13% |
| Expected Monthly % | 3.04% | 3.82% |
| Expected Yearly % | 21.5% | 27.62% |
| Kelly Criterion | 20.04% | 10.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.11% | -4.09% |
| Expected Shortfall (cVaR) | -1.11% | -4.09% |
| Year | BTCUSD | master.u.bl_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 38.62 | 1.02 | + |
| 2025 | 18.15 | 6.50 | 0.36 | - |
| Metric | master.u.bl_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.9% | 5.4% |
| 3M | 6.17% | 27.95% |
| 6M | 6.93% | 10.38% |
| YTD | 6.5% | 18.15% |
| 1Y | 47.34% | 59.16% |
| 3Y (ann.) | 46.39% | 61.18% |
| 5Y (ann.) | 46.39% | 61.18% |
| Metric | master.u.bl_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -6.25% | -28.17% |
| Longest DD Days | 59.0 | 145.0 |
| Avg. Drawdown | -1.28% | -7.71% |
| Avg. Drawdown Days | 13.0 | 26.0 |
| Recovery Factor | 7.62 | 2.23 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2024-09-19 | -6.25 | 59 |
| 2025-03-03 | 2025-04-23 | -5.74 | 51 |
| 2025-01-25 | 2025-03-02 | -3.90 | 36 |
| 2024-06-06 | 2024-07-14 | -3.10 | 38 |
| 2024-11-23 | 2024-12-07 | -2.29 | 14 |
| 2024-12-17 | 2025-01-21 | -2.23 | 35 |
| 2024-12-09 | 2024-12-13 | -1.37 | 4 |
| 2024-10-22 | 2024-11-06 | -0.97 | 15 |
| 2025-05-03 | 2025-05-20 | -0.86 | 17 |
| 2025-01-23 | 2025-01-24 | -0.78 | 1 |
| Metric | master.u.bl_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 4.9% | 11.89% |
| Worst Day | -2.71% | -8.6% |
| Best Week | 9.44% | 18.93% |
| Worst Week | -2.2% | -12.33% |
| Best Month | 22.03% | 37.42% |
| Worst Month | -2.31% | -17.69% |
| Best Year | 38.62% | 37.85% |
| Worst Year | 6.5% | 18.15% |
| Avg. Up Day | 0.62% | 2.32% |
| Avg. Down Day | -0.38% | -1.92% |
| Avg. Up Week | 2.24% | 5.89% |
| Avg. Down Week | -0.94% | -4.67% |
| Avg. Up Month | 5.44% | 12.39% |
| Avg. Down Month | -1.44% | -11.29% |
| Win Days % | 50.4% | 51.21% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 54.55% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |