| Metric | master.u.eth.i2_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 117.83% | 72.05% |
| Max Drawdown | -8.56% | -28.17% |
| Sharpe | 2.83 | 1.1 |
| Sortino | 5.06 | 1.75 |
| Payoff Ratio | 1.82 | 1.08 |
| Profit Factor | 1.85 | 1.18 |
| Common Sense Ratio | 3.34 | 1.34 |
| CPC Index | 1.82 | 0.64 |
| Tail Ratio | 1.81 | 1.14 |
| Outlier Win Ratio | 9.6 | 3.37 |
| Outlier Loss Ratio | 9.9 | 2.72 |
| Volatility (ann.) | 21.49% | 46.71% |
| R^2 | 0.01 | 0.01 |
| Calmar | 9.3 | 1.79 |
| Skew | 1.17 | 0.61 |
| Kurtosis | 10.55 | 2.79 |
| Expected Daily % | 0.16% | 0.11% |
| Expected Monthly % | 4.99% | 3.45% |
| Expected Yearly % | 47.59% | 31.17% |
| Kelly Criterion | 28.93% | 4.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.68% | -3.88% |
| Expected Shortfall (cVaR) | -1.68% | -3.88% |
| Year | BTCUSD | master.u.eth.i2_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 60.71 | 1.25 | + |
| 2025 | 15.95 | 35.55 | 2.23 | + |
| Metric | master.u.eth.i2_fwd_ | BTCUSD |
|---|---|---|
| MTD | 16.45% | -6.49% |
| 3M | 25.6% | 4.05% |
| 6M | 25.72% | 28.41% |
| YTD | 35.55% | 15.95% |
| 1Y | 92.07% | 83.12% |
| 3Y (ann.) | 79.67% | 50.44% |
| 5Y (ann.) | 79.67% | 50.44% |
| Metric | master.u.eth.i2_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -8.56% | -28.17% |
| Longest DD Days | 85.0 | 161.0 |
| Avg. Drawdown | -1.48% | -6.48% |
| Avg. Drawdown Days | 9.0 | 22.0 |
| Recovery Factor | 13.76 | 2.56 |
| Ulcer Index | 0.99 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-10 | 2025-06-03 | -8.56 | 85 |
| 2025-06-12 | 2025-07-03 | -6.96 | 21 |
| 2024-12-18 | 2025-01-24 | -6.86 | 37 |
| 2025-01-25 | 2025-02-11 | -4.08 | 17 |
| 2025-06-05 | 2025-06-10 | -4.02 | 5 |
| 2024-06-21 | 2024-07-15 | -3.47 | 24 |
| 2024-08-10 | 2024-08-14 | -2.98 | 4 |
| 2024-08-15 | 2024-09-10 | -2.79 | 26 |
| 2025-02-12 | 2025-02-13 | -2.71 | 1 |
| 2024-09-16 | 2024-09-19 | -2.55 | 3 |
| Metric | master.u.eth.i2_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 7.13% | 11.89% |
| Worst Day | -5.29% | -8.6% |
| Best Week | 15.16% | 18.93% |
| Worst Week | -7.24% | -12.33% |
| Best Month | 26.42% | 37.42% |
| Worst Month | -4.59% | -17.69% |
| Best Year | 60.71% | 48.38% |
| Worst Year | 35.55% | 15.95% |
| Avg. Up Day | 0.66% | 1.94% |
| Avg. Down Day | -0.36% | -1.8% |
| Avg. Up Week | 2.93% | 5.12% |
| Avg. Down Week | -1.21% | -3.72% |
| Avg. Up Month | 6.7% | 11.14% |
| Avg. Down Month | -3.14% | -4.15% |
| Win Days % | 54.16% | 50.52% |
| Win Month % | 81.25% | 62.5% |
| Win Week % | 62.86% | 54.93% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |