| Metric | master_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 90.0% | 100.0% |
| Cumulative Return | 39.5% | 71.74% |
| Max Drawdown | -13.68% | -29.51% |
| Sharpe | 0.75 | 0.61 |
| Sortino | 1.0 | 0.89 |
| Payoff Ratio | 1.18 | 1.1 |
| Profit Factor | 1.24 | 1.1 |
| Common Sense Ratio | 1.48 | 1.08 |
| CPC Index | 0.73 | 0.63 |
| Tail Ratio | 1.2 | 0.99 |
| Outlier Win Ratio | 13.02 | 3.13 |
| Outlier Loss Ratio | 11.71 | 2.79 |
| Volatility (ann.) | 10.84% | 24.99% |
| R^2 | 0.25 | 0.25 |
| Calmar | 2.55 | 2.12 |
| Skew | -7.0 | 0.22 |
| Kurtosis | 219.34 | 6.84 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.41% | 3.94% |
| Expected Yearly % | 18.11% | 31.05% |
| Kelly Criterion | 7.21% | 8.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.11% |
| Expected Shortfall (cVaR) | -0.91% | -2.11% |
| Year | BTCUSD | master_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 51.80 | 1.05 | + |
| 2025 | 14.89 | -8.10 | -0.54 | - |
| Metric | master_fwd_ | BTCUSD |
|---|---|---|
| MTD | -13.02% | 2.49% |
| 3M | -8.77% | 22.66% |
| 6M | -8.11% | 13.18% |
| YTD | -8.1% | 14.89% |
| 1Y | 38.25% | 77.97% |
| 3Y (ann.) | 34.89% | 62.61% |
| 5Y (ann.) | 34.89% | 62.61% |
| Metric | master_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -13.68% | -29.51% |
| Longest DD Days | 92.0 | 144.0 |
| Avg. Drawdown | -1.27% | -5.28% |
| Avg. Drawdown Days | 7.0 | 15.0 |
| Recovery Factor | 2.89 | 2.43 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-06-10 | 2025-06-25 | -13.68 | 15 |
| 2025-01-20 | 2025-04-22 | -7.04 | 92 |
| 2025-01-07 | 2025-01-20 | -5.55 | 13 |
| 2024-05-21 | 2024-07-19 | -5.07 | 59 |
| 2024-08-24 | 2024-09-19 | -4.54 | 26 |
| 2024-07-22 | 2024-08-08 | -4.20 | 17 |
| 2024-11-13 | 2024-11-19 | -4.01 | 5 |
| 2024-10-21 | 2024-11-06 | -3.16 | 16 |
| 2025-05-02 | 2025-05-22 | -2.61 | 19 |
| 2024-11-12 | 2024-11-13 | -1.63 | 1 |
| Metric | master_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 6.27% | 9.33% |
| Worst Day | -13.6% | -9.32% |
| Best Week | 14.36% | 18.93% |
| Worst Week | -13.14% | -12.33% |
| Best Month | 30.89% | 37.42% |
| Worst Month | -13.02% | -17.69% |
| Best Year | 51.8% | 49.48% |
| Worst Year | -8.1% | 14.89% |
| Avg. Up Day | 0.27% | 0.94% |
| Avg. Down Day | -0.23% | -0.86% |
| Avg. Up Week | 2.69% | 5.85% |
| Avg. Down Week | -0.83% | -4.17% |
| Avg. Up Month | 8.21% | 13.15% |
| Avg. Down Month | -1.11% | -8.91% |
| Win Days % | 49.73% | 52.03% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 50.0% | 56.67% |
| Win Quarter % | 60.0% | 80.0% |
| Win Year % | 50.0% | 100.0% |