| Metric | master.u.eth.i3.sol.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 120.16% | 71.45% |
| Max Drawdown | -7.51% | -28.21% |
| Sharpe | 2.78 | 1.13 |
| Sortino | 5.02 | 1.67 |
| Payoff Ratio | 1.45 | 1.04 |
| Profit Factor | 1.71 | 1.19 |
| Common Sense Ratio | 2.67 | 1.26 |
| CPC Index | 1.35 | 0.66 |
| Tail Ratio | 1.56 | 1.06 |
| Outlier Win Ratio | 7.04 | 3.15 |
| Outlier Loss Ratio | 8.85 | 2.87 |
| Volatility (ann.) | 22.89% | 46.07% |
| R^2 | 0.36 | 0.36 |
| Calmar | 11.2 | 1.83 |
| Skew | 1.32 | -0.16 |
| Kurtosis | 10.36 | 3.63 |
| Expected Daily % | 0.17% | 0.11% |
| Expected Monthly % | 5.06% | 3.43% |
| Expected Yearly % | 48.38% | 30.94% |
| Kelly Criterion | 22.82% | 8.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.8% | -3.82% |
| Expected Shortfall (cVaR) | -1.8% | -3.82% |
| Year | BTCUSD | master.u.eth.i3.sol.u_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 51.02 | 1.39 | + |
| 2025 | 25.42 | 45.78 | 1.80 | + |
| Metric | master.u.eth.i3.sol.u_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 1.95% | 6.62% |
| 3M | 12.61% | 9.3% |
| 6M | 34.95% | 37.44% |
| YTD | 45.78% | 25.42% |
| 1Y | 96.42% | 92.73% |
| 3Y (ann.) | 84.09% | 51.72% |
| 5Y (ann.) | 84.09% | 51.72% |
| Metric | master.u.eth.i3.sol.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -7.51% | -28.21% |
| Longest DD Days | 78.0 | 154.0 |
| Avg. Drawdown | -1.78% | -8.12% |
| Avg. Drawdown Days | 10.0 | 37.0 |
| Recovery Factor | 16.0 | 2.53 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-04-13 | -7.51 | 78 |
| 2024-07-23 | 2024-08-07 | -6.97 | 15 |
| 2024-12-18 | 2025-01-18 | -6.44 | 31 |
| 2025-06-12 | 2025-07-03 | -5.45 | 21 |
| 2025-07-19 | 2025-08-08 | -4.82 | 20 |
| 2024-06-06 | 2024-07-16 | -4.50 | 40 |
| 2025-04-16 | 2025-04-23 | -3.58 | 7 |
| 2025-05-15 | 2025-06-10 | -3.42 | 26 |
| 2024-08-10 | 2024-08-14 | -2.53 | 4 |
| 2024-08-15 | 2024-09-14 | -2.51 | 30 |
| Metric | master.u.eth.i3.sol.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 8.41% | 9.49% |
| Worst Day | -4.77% | -13.23% |
| Best Week | 17.48% | 15.41% |
| Worst Week | -6.02% | -18.81% |
| Best Month | 28.69% | 34.43% |
| Worst Month | -4.41% | -23.44% |
| Best Year | 51.02% | 36.7% |
| Worst Year | 45.78% | 25.42% |
| Avg. Up Day | 0.87% | 1.89% |
| Avg. Down Day | -0.6% | -1.82% |
| Avg. Up Week | 3.16% | 5.49% |
| Avg. Down Week | -1.32% | -4.79% |
| Avg. Up Month | 8.21% | 12.23% |
| Avg. Down Month | -3.79% | -7.54% |
| Win Days % | 54.35% | 53.39% |
| Win Month % | 81.25% | 68.75% |
| Win Week % | 59.42% | 56.52% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |