| Metric | master.u.hl_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 55.33% | 67.5% |
| Max Drawdown | -5.86% | -28.17% |
| Sharpe | 2.73 | 1.17 |
| Sortino | 5.77 | 1.86 |
| Payoff Ratio | 1.7 | 1.19 |
| Profit Factor | 1.69 | 1.19 |
| Common Sense Ratio | 2.64 | 1.38 |
| CPC Index | 1.45 | 0.72 |
| Tail Ratio | 1.56 | 1.17 |
| Outlier Win Ratio | 11.1 | 2.88 |
| Outlier Loss Ratio | 11.2 | 2.18 |
| Volatility (ann.) | 14.51% | 48.91% |
| R^2 | 0.45 | 0.45 |
| Calmar | 8.05 | 2.03 |
| Skew | 2.72 | 0.61 |
| Kurtosis | 18.19 | 2.52 |
| Expected Daily % | 0.11% | 0.12% |
| Expected Monthly % | 3.2% | 3.75% |
| Expected Yearly % | 24.63% | 29.42% |
| Kelly Criterion | 21.17% | 9.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -4.06% |
| Expected Shortfall (cVaR) | -1.14% | -4.06% |
| Year | BTCUSD | master.u.hl_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 49.01 | 1.01 | + |
| 2025 | 12.88 | 4.24 | 0.33 | - |
| Metric | master.u.hl_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.39% | 0.7% |
| 3M | 5.82% | 25.75% |
| 6M | 3.2% | 8.38% |
| YTD | 4.24% | 12.88% |
| 1Y | 55.2% | 64.06% |
| 3Y (ann.) | 47.17% | 57.23% |
| 5Y (ann.) | 47.17% | 57.23% |
| Metric | master.u.hl_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -5.86% | -28.17% |
| Longest DD Days | 54.0 | 161.0 |
| Avg. Drawdown | -1.39% | -6.8% |
| Avg. Drawdown Days | 13.0 | 24.0 |
| Recovery Factor | 9.44 | 2.4 |
| 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 |
| 2025-06-11 | 2025-06-23 | -3.22 | 12 |
| 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 |
| 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 | 4.24% | 12.88% |
| Avg. Up Day | 0.62% | 2.24% |
| Avg. Down Day | -0.37% | -1.88% |
| Avg. Up Week | 2.32% | 5.77% |
| Avg. Down Week | -0.97% | -4.27% |
| Avg. Up Month | 5.33% | 11.29% |
| Avg. Down Month | -1.66% | -12.4% |
| Win Days % | 50.37% | 50.48% |
| Win Month % | 85.71% | 64.29% |
| Win Week % | 55.74% | 55.74% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |