| Metric | master.u.eth.i3.sol.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 119.03% | 78.05% |
| Max Drawdown | -7.51% | -28.17% |
| Sharpe | 2.66 | 1.13 |
| Sortino | 4.8 | 1.79 |
| Payoff Ratio | 1.59 | 1.09 |
| Profit Factor | 1.7 | 1.18 |
| Common Sense Ratio | 2.61 | 1.35 |
| CPC Index | 1.45 | 0.65 |
| Tail Ratio | 1.54 | 1.14 |
| Outlier Win Ratio | 7.89 | 3.1 |
| Outlier Loss Ratio | 8.43 | 2.74 |
| Volatility (ann.) | 22.09% | 45.82% |
| R^2 | 0.01 | 0.01 |
| Calmar | 10.07 | 1.82 |
| Skew | 1.39 | 0.62 |
| Kurtosis | 11.35 | 2.97 |
| Expected Daily % | 0.15% | 0.11% |
| Expected Monthly % | 4.72% | 3.45% |
| Expected Yearly % | 48.0% | 33.43% |
| Kelly Criterion | 24.36% | 5.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.74% | -3.8% |
| Expected Shortfall (cVaR) | -1.74% | -3.8% |
| Year | BTCUSD | master.u.eth.i3.sol.u_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 51.53 | 1.07 | + |
| 2025 | 19.99 | 44.54 | 2.23 | + |
| Metric | master.u.eth.i3.sol.u_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 1.08% | 3.48% |
| 3M | 16.5% | 10.91% |
| 6M | 32.85% | 30.11% |
| YTD | 44.54% | 19.99% |
| 1Y | 91.77% | 76.19% |
| 3Y (ann.) | 75.65% | 51.36% |
| 5Y (ann.) | 75.65% | 51.36% |
| Metric | master.u.eth.i3.sol.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -7.51% | -28.17% |
| Longest DD Days | 78.0 | 161.0 |
| Avg. Drawdown | -1.72% | -6.48% |
| Avg. Drawdown Days | 10.0 | 23.0 |
| Recovery Factor | 15.85 | 2.77 |
| Ulcer Index | 0.99 | 1.02 |
| 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% | 11.89% |
| Worst Day | -4.77% | -8.6% |
| Best Week | 17.48% | 18.93% |
| Worst Week | -6.02% | -12.33% |
| Best Month | 28.69% | 37.42% |
| Worst Month | -4.41% | -17.69% |
| Best Year | 51.53% | 48.38% |
| Worst Year | 44.54% | 19.99% |
| Avg. Up Day | 0.73% | 1.92% |
| Avg. Down Day | -0.46% | -1.76% |
| Avg. Up Week | 3.1% | 5.23% |
| Avg. Down Week | -1.23% | -4.01% |
| Avg. Up Month | 7.42% | 10.44% |
| Avg. Down Month | -3.17% | -4.15% |
| Win Days % | 53.55% | 50.59% |
| Win Month % | 82.35% | 64.71% |
| Win Week % | 58.9% | 55.41% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |