| Metric | master_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | 55.9% | 60.27% |
| Max Drawdown | -5.77% | -28.21% |
| Sharpe | 2.56 | 1.12 |
| Sortino | 5.35 | 1.65 |
| Payoff Ratio | 1.63 | 1.1 |
| Profit Factor | 1.77 | 1.18 |
| Common Sense Ratio | 2.68 | 1.28 |
| CPC Index | 1.47 | 0.69 |
| Tail Ratio | 1.52 | 1.08 |
| Outlier Win Ratio | 9.87 | 2.72 |
| Outlier Loss Ratio | 14.64 | 2.54 |
| Volatility (ann.) | 16.12% | 48.5% |
| R^2 | 0.36 | 0.36 |
| Calmar | 8.56 | 1.88 |
| Skew | 2.78 | -0.17 |
| Kurtosis | 19.21 | 3.25 |
| Expected Daily % | 0.11% | 0.12% |
| Expected Monthly % | 3.22% | 3.43% |
| Expected Yearly % | 24.86% | 26.6% |
| Kelly Criterion | 20.78% | 10.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -4.03% |
| Expected Shortfall (cVaR) | -1.27% | -4.03% |
| Year | BTCUSD | master_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 46.54 | 1.15 | + |
| 2025 | 14.08 | 6.39 | 0.45 | - |
| Metric | master_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.67% | 1.83% |
| 3M | 8.22% | 25.23% |
| 6M | 6.16% | 9.77% |
| YTD | 6.39% | 14.08% |
| 1Y | 59.16% | 63.91% |
| 3Y (ann.) | 49.36% | 53.13% |
| 5Y (ann.) | 49.36% | 53.13% |
| Metric | master_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -5.77% | -28.21% |
| Longest DD Days | 78.0 | 154.0 |
| Avg. Drawdown | -1.14% | -8.27% |
| Avg. Drawdown Days | 10.0 | 34.0 |
| Recovery Factor | 9.69 | 2.14 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-27 | 2025-04-23 | -5.77 | 27 |
| 2024-05-22 | 2024-07-17 | -4.90 | 56 |
| 2024-08-25 | 2024-09-19 | -4.39 | 25 |
| 2025-01-07 | 2025-03-26 | -4.03 | 78 |
| 2024-07-23 | 2024-07-27 | -3.47 | 4 |
| 2025-05-03 | 2025-05-21 | -2.14 | 18 |
| 2024-10-22 | 2024-11-06 | -1.89 | 15 |
| 2024-11-15 | 2024-11-16 | -1.50 | 1 |
| 2024-11-13 | 2024-11-14 | -1.35 | 1 |
| 2024-07-18 | 2024-07-20 | -1.23 | 2 |
| Metric | master_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 6.58% | 9.49% |
| Worst Day | -2.95% | -13.23% |
| Best Week | 12.02% | 15.41% |
| Worst Week | -3.48% | -18.81% |
| Best Month | 30.73% | 34.43% |
| Worst Month | -1.89% | -23.44% |
| Best Year | 46.54% | 40.49% |
| Worst Year | 6.39% | 14.08% |
| Avg. Up Day | 0.58% | 2.02% |
| Avg. Down Day | -0.36% | -1.84% |
| Avg. Up Week | 2.32% | 5.66% |
| Avg. Down Week | -0.86% | -4.22% |
| Avg. Up Month | 7.87% | 12.98% |
| Avg. Down Month | -1.24% | -15.08% |
| Win Days % | 50.88% | 52.97% |
| Win Month % | 57.14% | 71.43% |
| Win Week % | 56.67% | 55.0% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |