| Metric | master_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 91.0% | 100.0% |
| Cumulative Return | 40.73% | 74.54% |
| Max Drawdown | -14.66% | -29.51% |
| Sharpe | 0.75 | 0.61 |
| Sortino | 1.0 | 0.9 |
| Payoff Ratio | 1.19 | 1.11 |
| Profit Factor | 1.24 | 1.1 |
| Common Sense Ratio | 1.51 | 1.1 |
| CPC Index | 0.73 | 0.63 |
| Tail Ratio | 1.22 | 1.0 |
| Outlier Win Ratio | 12.82 | 3.15 |
| Outlier Loss Ratio | 11.82 | 2.85 |
| Volatility (ann.) | 10.76% | 24.64% |
| R^2 | 0.25 | 0.25 |
| Calmar | 2.37 | 2.12 |
| Skew | -7.25 | 0.23 |
| Kurtosis | 229.34 | 7.08 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.3% | 3.78% |
| Expected Yearly % | 18.63% | 32.11% |
| Kelly Criterion | 7.02% | 8.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.08% |
| Expected Shortfall (cVaR) | -0.9% | -2.08% |
| Year | BTCUSD | master_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 51.80 | 1.05 | + |
| 2025 | 16.76 | -7.29 | -0.43 | - |
| Metric | master_fwd_ | BTCUSD |
|---|---|---|
| MTD | -12.59% | 1.71% |
| 3M | -3.35% | 37.74% |
| 6M | -8.05% | 6.57% |
| YTD | -7.29% | 16.76% |
| 1Y | 39.81% | 95.16% |
| 3Y (ann.) | 34.67% | 62.45% |
| 5Y (ann.) | 34.67% | 62.45% |
| Metric | master_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -14.66% | -29.51% |
| Longest DD Days | 92.0 | 144.0 |
| Avg. Drawdown | -1.23% | -5.28% |
| Avg. Drawdown Days | 6.0 | 16.0 |
| Recovery Factor | 2.78 | 2.53 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-04 | 2025-07-08 | -14.66 | 4 |
| 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 |
| 2025-06-29 | 2025-07-02 | -1.68 | 3 |
| Metric | master_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 6.27% | 9.33% |
| Worst Day | -13.78% | -9.32% |
| Best Week | 14.36% | 18.93% |
| Worst Week | -13.04% | -12.33% |
| Best Month | 30.89% | 37.42% |
| Worst Month | -12.59% | -17.69% |
| Best Year | 51.8% | 49.48% |
| Worst Year | -7.29% | 16.76% |
| Avg. Up Day | 0.27% | 0.93% |
| Avg. Down Day | -0.22% | -0.84% |
| Avg. Up Week | 2.52% | 5.59% |
| Avg. Down Week | -0.83% | -4.17% |
| Avg. Up Month | 7.23% | 11.8% |
| Avg. Down Month | -1.11% | -8.91% |
| Win Days % | 49.44% | 51.94% |
| Win Month % | 60.0% | 66.67% |
| Win Week % | 51.61% | 58.06% |
| Win Quarter % | 66.67% | 83.33% |
| Win Year % | 50.0% | 100.0% |