| Metric | master.u.eth.i.sol.u_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 113.81% | 79.58% |
| Max Drawdown | -10.29% | -28.17% |
| Sharpe | 2.5 | 1.11 |
| Sortino | 4.53 | 1.74 |
| Payoff Ratio | 1.6 | 1.06 |
| Profit Factor | 1.69 | 1.18 |
| Common Sense Ratio | 2.18 | 1.33 |
| CPC Index | 1.42 | 0.64 |
| Tail Ratio | 1.29 | 1.13 |
| Outlier Win Ratio | 8.68 | 3.3 |
| Outlier Loss Ratio | 8.52 | 2.51 |
| Volatility (ann.) | 22.04% | 45.92% |
| R^2 | 0.01 | 0.01 |
| Calmar | 6.76 | 1.78 |
| Skew | 1.57 | 0.54 |
| Kurtosis | 18.97 | 2.93 |
| Expected Daily % | 0.14% | 0.11% |
| Expected Monthly % | 4.31% | 3.31% |
| Expected Yearly % | 46.22% | 34.01% |
| Kelly Criterion | 22.66% | 5.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.75% | -3.81% |
| Expected Shortfall (cVaR) | -1.75% | -3.81% |
| Year | BTCUSD | master.u.eth.i.sol.u_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 46.32 | 0.96 | - |
| 2025 | 21.02 | 46.12 | 2.19 | + |
| Metric | master.u.eth.i.sol.u_fwd_ | BTCUSD |
|---|---|---|
| MTD | 1.99% | -0.95% |
| 3M | 4.87% | 1.53% |
| 6M | 31.75% | 36.79% |
| YTD | 46.12% | 21.02% |
| 1Y | 92.29% | 86.5% |
| 3Y (ann.) | 69.61% | 50.23% |
| 5Y (ann.) | 69.61% | 50.23% |
| 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% | -6.62% |
| Avg. Drawdown Days | 12.0 | 23.0 |
| Recovery Factor | 11.06 | 2.82 |
| 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 | 2025-10-10 | -4.51 | 25 |
| 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 | 46.12% | 21.02% |
| Avg. Up Day | 0.69% | 1.93% |
| Avg. Down Day | -0.43% | -1.82% |
| Avg. Up Week | 2.99% | 5.4% |
| Avg. Down Week | -1.12% | -4.24% |
| Avg. Up Month | 8.6% | 11.14% |
| Avg. Down Month | -2.21% | -9.19% |
| Win Days % | 52.35% | 51.05% |
| Win Month % | 72.22% | 61.11% |
| Win Week % | 58.67% | 55.26% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 100.0% |