| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 53.11% | 72.85% |
| Max Drawdown | -4.31% | -28.17% |
| Sharpe | 2.8 | 1.11 |
| Sortino | 5.87 | 1.77 |
| Payoff Ratio | 1.81 | 1.21 |
| Profit Factor | 1.74 | 1.18 |
| Common Sense Ratio | 2.79 | 1.34 |
| CPC Index | 1.61 | 0.72 |
| Tail Ratio | 1.6 | 1.14 |
| Outlier Win Ratio | 12.52 | 2.7 |
| Outlier Loss Ratio | 13.46 | 2.14 |
| Volatility (ann.) | 11.68% | 46.76% |
| R^2 | 0.06 | 0.06 |
| Calmar | 8.79 | 1.81 |
| Skew | 2.73 | 0.61 |
| Kurtosis | 19.77 | 2.78 |
| Expected Daily % | 0.09% | 0.11% |
| Expected Monthly % | 2.7% | 3.48% |
| Expected Yearly % | 23.74% | 31.47% |
| Kelly Criterion | 23.93% | 9.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -3.88% |
| Expected Shortfall (cVaR) | -0.92% | -3.88% |
| Year | BTCUSD | master.u_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 42.56 | 0.88 | - |
| 2025 | 16.49 | 7.40 | 0.45 | - |
| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -1.9% | -6.06% |
| 3M | 0.52% | 3.01% |
| 6M | 8.28% | 28.48% |
| YTD | 7.4% | 16.49% |
| 1Y | 44.26% | 83.13% |
| 3Y (ann.) | 37.89% | 51.09% |
| 5Y (ann.) | 37.89% | 51.09% |
| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -4.31% | -28.17% |
| Longest DD Days | 60.0 | 161.0 |
| Avg. Drawdown | -0.98% | -6.47% |
| Avg. Drawdown Days | 10.0 | 22.0 |
| Recovery Factor | 12.33 | 2.59 |
| Ulcer Index | 0.98 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-22 | 2024-07-17 | -4.31 | 56 |
| 2025-03-27 | 2025-04-23 | -4.10 | 27 |
| 2025-07-15 | 2025-08-30 | -3.39 | 46 |
| 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 |
| 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 | 7.4% | 16.49% |
| Avg. Up Day | 0.44% | 2.09% |
| Avg. Down Day | -0.24% | -1.73% |
| Avg. Up Week | 1.98% | 5.51% |
| Avg. Down Week | -0.8% | -3.93% |
| Avg. Up Month | 4.8% | 11.14% |
| Avg. Down Month | -1.86% | -10.29% |
| Win Days % | 50.96% | 50.62% |
| Win Month % | 81.25% | 62.5% |
| Win Week % | 54.29% | 56.34% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |