| Metric | master.u.eth.i_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 106.27% | 78.05% |
| Max Drawdown | -6.31% | -28.17% |
| Sharpe | 3.09 | 1.13 |
| Sortino | 5.72 | 1.79 |
| Payoff Ratio | 1.82 | 1.08 |
| Profit Factor | 1.86 | 1.18 |
| Common Sense Ratio | 3.35 | 1.35 |
| CPC Index | 1.83 | 0.65 |
| Tail Ratio | 1.8 | 1.14 |
| Outlier Win Ratio | 9.92 | 3.13 |
| Outlier Loss Ratio | 10.7 | 2.59 |
| Volatility (ann.) | 17.29% | 45.82% |
| R^2 | 0.01 | 0.01 |
| Calmar | 10.82 | 1.82 |
| Skew | 1.33 | 0.62 |
| Kurtosis | 10.24 | 2.97 |
| Expected Daily % | 0.14% | 0.11% |
| Expected Monthly % | 4.35% | 3.45% |
| Expected Yearly % | 43.62% | 33.43% |
| Kelly Criterion | 28.68% | 4.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -3.8% |
| Expected Shortfall (cVaR) | -1.34% | -3.8% |
| Year | BTCUSD | master.u.eth.i_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 56.64 | 1.17 | + |
| 2025 | 19.99 | 31.68 | 1.58 | + |
| Metric | master.u.eth.i_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 1.88% | 3.48% |
| 3M | 21.47% | 10.91% |
| 6M | 27.63% | 30.11% |
| YTD | 31.68% | 19.99% |
| 1Y | 72.99% | 76.19% |
| 3Y (ann.) | 68.24% | 51.36% |
| 5Y (ann.) | 68.24% | 51.36% |
| Metric | master.u.eth.i_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -6.31% | -28.17% |
| Longest DD Days | 54.0 | 161.0 |
| Avg. Drawdown | -1.19% | -6.48% |
| Avg. Drawdown Days | 10.0 | 23.0 |
| Recovery Factor | 16.85 | 2.77 |
| Ulcer Index | 0.98 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-10 | 2025-05-02 | -6.31 | 53 |
| 2025-06-12 | 2025-07-03 | -5.28 | 21 |
| 2024-12-18 | 2025-01-24 | -5.21 | 37 |
| 2025-01-25 | 2025-03-01 | -3.57 | 35 |
| 2024-05-22 | 2024-07-15 | -3.42 | 54 |
| 2025-06-05 | 2025-06-10 | -3.05 | 5 |
| 2024-08-15 | 2024-09-10 | -2.49 | 26 |
| 2025-08-15 | 2025-09-12 | -2.40 | 28 |
| 2024-08-10 | 2024-08-14 | -2.38 | 4 |
| 2024-09-16 | 2024-09-19 | -2.05 | 3 |
| Metric | master.u.eth.i_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 5.96% | 11.89% |
| Worst Day | -3.88% | -8.6% |
| Best Week | 12.99% | 18.93% |
| Worst Week | -5.32% | -12.33% |
| Best Month | 25.51% | 37.42% |
| Worst Month | -2.96% | -17.69% |
| Best Year | 56.64% | 48.38% |
| Worst Year | 31.68% | 19.99% |
| Avg. Up Day | 0.6% | 1.9% |
| Avg. Down Day | -0.33% | -1.75% |
| Avg. Up Week | 2.56% | 5.02% |
| Avg. Down Week | -0.99% | -3.88% |
| Avg. Up Month | 5.89% | 10.44% |
| Avg. Down Month | -2.19% | -4.15% |
| Win Days % | 53.96% | 50.59% |
| Win Month % | 82.35% | 64.71% |
| Win Week % | 61.64% | 55.41% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |