| Metric | master_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | 57.32% | 65.74% |
| Max Drawdown | -5.77% | -28.21% |
| Sharpe | 2.55 | 1.16 |
| Sortino | 5.33 | 1.72 |
| Payoff Ratio | 1.64 | 1.12 |
| Profit Factor | 1.76 | 1.19 |
| Common Sense Ratio | 2.83 | 1.29 |
| CPC Index | 1.46 | 0.7 |
| Tail Ratio | 1.61 | 1.08 |
| Outlier Win Ratio | 9.81 | 2.76 |
| Outlier Loss Ratio | 14.5 | 2.55 |
| Volatility (ann.) | 16.0% | 47.85% |
| R^2 | 0.36 | 0.36 |
| Calmar | 8.44 | 1.97 |
| Skew | 2.77 | -0.17 |
| Kurtosis | 19.22 | 3.4 |
| Expected Daily % | 0.11% | 0.12% |
| Expected Monthly % | 3.07% | 3.43% |
| Expected Yearly % | 25.43% | 28.74% |
| Kelly Criterion | 20.27% | 10.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -3.97% |
| Expected Shortfall (cVaR) | -1.27% | -3.97% |
| Year | BTCUSD | master_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 46.54 | 1.15 | + |
| 2025 | 17.97 | 7.36 | 0.41 | - |
| Metric | master_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.44% | 0.7% |
| 3M | 11.2% | 30.38% |
| 6M | 6.64% | 11.2% |
| YTD | 7.36% | 17.97% |
| 1Y | 61.1% | 93.53% |
| 3Y (ann.) | 48.68% | 55.62% |
| 5Y (ann.) | 48.68% | 55.62% |
| Metric | master_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -5.77% | -28.21% |
| Longest DD Days | 78.0 | 154.0 |
| Avg. Drawdown | -1.1% | -8.27% |
| Avg. Drawdown Days | 10.0 | 36.0 |
| Recovery Factor | 9.94 | 2.33 |
| 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 | 7.36% | 17.97% |
| Avg. Up Day | 0.58% | 2.0% |
| Avg. Down Day | -0.35% | -1.79% |
| Avg. Up Week | 2.27% | 5.59% |
| Avg. Down Week | -0.86% | -4.22% |
| Avg. Up Month | 7.0% | 11.79% |
| Avg. Down Month | -1.24% | -15.08% |
| Win Days % | 50.49% | 53.0% |
| Win Month % | 60.0% | 73.33% |
| Win Week % | 56.45% | 56.45% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |