| Metric | master.u.eth.i.sol.u_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 109.64% | 81.3% |
| Max Drawdown | -10.29% | -28.17% |
| Sharpe | 2.47 | 1.15 |
| Sortino | 4.49 | 1.82 |
| Payoff Ratio | 1.6 | 1.1 |
| Profit Factor | 1.69 | 1.19 |
| Common Sense Ratio | 2.23 | 1.35 |
| CPC Index | 1.41 | 0.66 |
| Tail Ratio | 1.32 | 1.14 |
| Outlier Win Ratio | 8.73 | 3.31 |
| Outlier Loss Ratio | 8.33 | 2.49 |
| Volatility (ann.) | 22.16% | 45.7% |
| R^2 | 0.01 | 0.01 |
| Calmar | 6.7 | 1.86 |
| Skew | 1.58 | 0.6 |
| Kurtosis | 18.94 | 2.97 |
| Expected Daily % | 0.14% | 0.12% |
| Expected Monthly % | 4.45% | 3.56% |
| Expected Yearly % | 44.79% | 34.65% |
| Kelly Criterion | 22.23% | 5.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.76% | -3.79% |
| Expected Shortfall (cVaR) | -1.76% | -3.79% |
| Year | BTCUSD | master.u.eth.i.sol.u_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 46.32 | 0.96 | - |
| 2025 | 22.19 | 43.27 | 1.95 | + |
| Metric | master.u.eth.i.sol.u_fwd_ | BTCUSD |
|---|---|---|
| MTD | -0.3% | 5.38% |
| 3M | 3.66% | 5.24% |
| 6M | 23.1% | 38.5% |
| YTD | 43.27% | 22.19% |
| 1Y | 91.19% | 73.88% |
| 3Y (ann.) | 68.98% | 52.46% |
| 5Y (ann.) | 68.98% | 52.46% |
| Metric | master.u.eth.i.sol.u_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -10.29% | -28.17% |
| Longest DD Days | 64.0 | 161.0 |
| Avg. Drawdown | -2.04% | -6.48% |
| Avg. Drawdown Days | 12.0 | 24.0 |
| Recovery Factor | 10.65 | 2.89 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-23 | 2024-08-09 | -10.29 | 17 |
| 2025-03-27 | 2025-04-12 | -7.37 | 16 |
| 2025-07-19 | 2025-08-13 | -6.85 | 25 |
| 2025-01-25 | 2025-03-26 | -5.13 | 60 |
| 2024-06-06 | 2024-07-17 | -4.64 | 41 |
| 2025-09-15 | 2025-09-30 | -4.51 | 15 |
| 2024-12-01 | 2025-01-17 | -3.77 | 47 |
| 2025-05-15 | 2025-07-18 | -3.77 | 64 |
| 2025-04-15 | 2025-04-21 | -3.76 | 6 |
| 2025-08-30 | 2025-09-13 | -3.67 | 14 |
| Metric | master.u.eth.i.sol.u_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 9.44% | 11.89% |
| Worst Day | -6.96% | -8.6% |
| Best Week | 16.42% | 18.93% |
| Worst Week | -3.05% | -12.33% |
| Best Month | 29.21% | 37.42% |
| Worst Month | -3.77% | -17.69% |
| Best Year | 46.32% | 48.38% |
| Worst Year | 43.27% | 22.19% |
| Avg. Up Day | 0.69% | 1.96% |
| Avg. Down Day | -0.43% | -1.78% |
| Avg. Up Week | 2.92% | 5.19% |
| Avg. Down Week | -1.16% | -4.09% |
| Avg. Up Month | 8.6% | 11.14% |
| Avg. Down Month | -2.21% | -9.19% |
| Win Days % | 52.2% | 50.68% |
| Win Month % | 70.59% | 64.71% |
| Win Week % | 59.46% | 56.0% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |