| Metric | master.u.eth.i_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 88.53% | 80.16% |
| Max Drawdown | -6.8% | -28.17% |
| Sharpe | 2.69 | 1.15 |
| Sortino | 4.86 | 1.82 |
| Payoff Ratio | 1.78 | 1.15 |
| Profit Factor | 1.71 | 1.19 |
| Common Sense Ratio | 2.7 | 1.35 |
| CPC Index | 1.57 | 0.69 |
| Tail Ratio | 1.58 | 1.14 |
| Outlier Win Ratio | 9.64 | 3.11 |
| Outlier Loss Ratio | 10.62 | 2.61 |
| Volatility (ann.) | 17.42% | 45.78% |
| R^2 | 0.01 | 0.01 |
| Calmar | 8.46 | 1.86 |
| Skew | 1.26 | 0.61 |
| Kurtosis | 10.16 | 2.98 |
| Expected Daily % | 0.12% | 0.12% |
| Expected Monthly % | 3.8% | 3.52% |
| Expected Yearly % | 37.31% | 34.22% |
| Kelly Criterion | 24.43% | 7.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -3.8% |
| Expected Shortfall (cVaR) | -1.37% | -3.8% |
| Year | BTCUSD | master.u.eth.i_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 51.09 | 1.06 | + |
| 2025 | 21.42 | 24.78 | 1.16 | + |
| Metric | master.u.eth.i_fwd_ | BTCUSD |
|---|---|---|
| MTD | 1.19% | 4.71% |
| 3M | 20.17% | 7.56% |
| 6M | 22.66% | 29.51% |
| YTD | 24.78% | 21.42% |
| 1Y | 60.93% | 78.96% |
| 3Y (ann.) | 57.57% | 52.52% |
| 5Y (ann.) | 57.57% | 52.52% |
| Metric | master.u.eth.i_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -6.8% | -28.17% |
| Longest DD Days | 167.0 | 161.0 |
| Avg. Drawdown | -1.28% | -6.48% |
| Avg. Drawdown Days | 13.0 | 24.0 |
| Recovery Factor | 13.01 | 2.85 |
| Ulcer Index | 0.99 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-06-03 | -6.80 | 167 |
| 2025-06-12 | 2025-07-03 | -5.79 | 21 |
| 2024-05-22 | 2024-07-15 | -4.00 | 54 |
| 2025-06-05 | 2025-06-10 | -3.00 | 5 |
| 2024-08-15 | 2024-09-14 | -2.94 | 30 |
| 2025-08-15 | 2025-09-13 | -2.78 | 29 |
| 2024-08-10 | 2024-08-14 | -2.36 | 4 |
| 2024-09-15 | 2024-09-19 | -2.08 | 4 |
| 2025-09-14 | 2025-09-24 | -1.46 | 10 |
| 2025-07-15 | 2025-08-05 | -1.40 | 21 |
| Metric | master.u.eth.i_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 6.03% | 11.89% |
| Worst Day | -4.03% | -8.6% |
| Best Week | 12.72% | 18.93% |
| Worst Week | -5.76% | -12.33% |
| Best Month | 25.28% | 37.42% |
| Worst Month | -3.69% | -17.69% |
| Best Year | 51.09% | 48.38% |
| Worst Year | 24.78% | 21.42% |
| Avg. Up Day | 0.61% | 1.97% |
| Avg. Down Day | -0.34% | -1.72% |
| Avg. Up Week | 2.63% | 5.25% |
| Avg. Down Week | -1.15% | -3.82% |
| Avg. Up Month | 5.37% | 10.55% |
| Avg. Down Month | -2.95% | -4.15% |
| Win Days % | 51.62% | 50.69% |
| Win Month % | 82.35% | 64.71% |
| Win Week % | 58.9% | 55.41% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |