| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 96.0% | 100.0% |
| Cumulative Return | 55.75% | 86.71% |
| Max Drawdown | -4.31% | -28.17% |
| Sharpe | 3.17 | 1.32 |
| Sortino | 6.96 | 2.12 |
| Payoff Ratio | 2.0 | 1.24 |
| Profit Factor | 1.87 | 1.22 |
| Common Sense Ratio | 3.11 | 1.42 |
| CPC Index | 1.92 | 0.77 |
| Tail Ratio | 1.66 | 1.17 |
| Outlier Win Ratio | 12.38 | 2.7 |
| Outlier Loss Ratio | 13.9 | 2.12 |
| Volatility (ann.) | 11.94% | 48.19% |
| R^2 | 0.06 | 0.06 |
| Calmar | 10.45 | 2.44 |
| Skew | 2.83 | 0.6 |
| Kurtosis | 19.61 | 2.6 |
| Expected Daily % | 0.1% | 0.14% |
| Expected Monthly % | 3.0% | 4.25% |
| Expected Yearly % | 24.8% | 36.64% |
| Kelly Criterion | 26.85% | 11.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -3.97% |
| Expected Shortfall (cVaR) | -0.92% | -3.97% |
| Year | BTCUSD | master.u_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 42.56 | 0.88 | - |
| 2025 | 25.83 | 9.25 | 0.36 | - |
| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.67% | 9.6% |
| 3M | 10.18% | 47.66% |
| 6M | 10.15% | 26.93% |
| YTD | 9.25% | 25.83% |
| 1Y | 56.21% | 104.86% |
| 3Y (ann.) | 45.03% | 68.86% |
| 5Y (ann.) | 45.03% | 68.86% |
| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -4.31% | -28.17% |
| Longest DD Days | 60.0 | 161.0 |
| Avg. Drawdown | -0.92% | -6.41% |
| Avg. Drawdown Days | 9.0 | 24.0 |
| Recovery Factor | 12.94 | 3.08 |
| Ulcer Index | 0.97 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-22 | 2024-07-17 | -4.31 | 56 |
| 2025-03-27 | 2025-04-23 | -4.10 | 27 |
| 2024-08-26 | 2024-09-18 | -3.32 | 23 |
| 2025-01-23 | 2025-03-24 | -3.12 | 60 |
| 2025-01-07 | 2025-01-22 | -2.71 | 15 |
| 2024-07-23 | 2024-08-07 | -2.38 | 15 |
| 2025-05-03 | 2025-05-20 | -1.28 | 17 |
| 2024-10-22 | 2024-11-06 | -1.11 | 15 |
| 2024-12-06 | 2024-12-16 | -1.04 | 10 |
| 2025-06-11 | 2025-06-25 | -1.04 | 14 |
| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 5.57% | 11.89% |
| Worst Day | -2.0% | -8.6% |
| Best Week | 9.47% | 18.93% |
| Worst Week | -2.04% | -12.33% |
| Best Month | 23.08% | 37.42% |
| Worst Month | -2.15% | -17.69% |
| Best Year | 42.56% | 48.38% |
| Worst Year | 9.25% | 25.83% |
| Avg. Up Day | 0.46% | 2.18% |
| Avg. Down Day | -0.23% | -1.77% |
| Avg. Up Week | 2.14% | 5.96% |
| Avg. Down Week | -0.78% | -3.94% |
| Avg. Up Month | 4.78% | 11.29% |
| Avg. Down Month | -1.84% | -12.4% |
| Win Days % | 51.2% | 51.26% |
| Win Month % | 86.67% | 66.67% |
| Win Week % | 55.56% | 56.25% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |