| Metric | master.u_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 53.19% | 83.22% |
| Max Drawdown | -5.46% | -28.17% |
| Sharpe | 2.54 | 1.14 |
| Sortino | 4.81 | 1.79 |
| Payoff Ratio | 1.71 | 1.15 |
| Profit Factor | 1.65 | 1.18 |
| Common Sense Ratio | 2.66 | 1.33 |
| CPC Index | 1.45 | 0.7 |
| Tail Ratio | 1.61 | 1.13 |
| Outlier Win Ratio | 12.49 | 2.73 |
| Outlier Loss Ratio | 13.17 | 2.23 |
| Volatility (ann.) | 11.84% | 45.93% |
| R^2 | 0.06 | 0.06 |
| Calmar | 6.28 | 1.85 |
| Skew | 2.05 | 0.54 |
| Kurtosis | 19.33 | 2.9 |
| Expected Daily % | 0.08% | 0.11% |
| Expected Monthly % | 2.4% | 3.42% |
| Expected Yearly % | 23.77% | 35.36% |
| Kelly Criterion | 23.02% | 8.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -3.81% |
| Expected Shortfall (cVaR) | -0.94% | -3.81% |
| Year | BTCUSD | master.u_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 42.56 | 0.88 | - |
| 2025 | 23.48 | 7.46 | 0.32 | - |
| Metric | master.u_fwd_ | BTCUSD |
|---|---|---|
| MTD | -1.31% | 1.06% |
| 3M | -1.64% | -1.87% |
| 6M | 8.27% | 35.19% |
| YTD | 7.46% | 23.48% |
| 1Y | 36.11% | 82.43% |
| 3Y (ann.) | 34.29% | 51.98% |
| 5Y (ann.) | 34.29% | 51.98% |
| Metric | master.u_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -5.46% | -28.17% |
| Longest DD Days | 82.0 | 161.0 |
| Avg. Drawdown | -1.1% | -6.7% |
| Avg. Drawdown Days | 11.0 | 23.0 |
| Recovery Factor | 9.75 | 2.95 |
| Ulcer Index | 0.98 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-06 | 2025-10-13 | -5.46 | 7 |
| 2024-05-22 | 2024-07-17 | -4.31 | 56 |
| 2025-03-27 | 2025-04-23 | -4.10 | 27 |
| 2025-07-15 | 2025-10-05 | -3.45 | 82 |
| 2024-08-26 | 2024-09-18 | -3.32 | 23 |
| 2025-01-23 | 2025-03-24 | -3.12 | 60 |
| 2025-01-07 | 2025-01-22 | -2.71 | 15 |
| 2024-07-23 | 2024-08-07 | -2.38 | 15 |
| 2025-05-03 | 2025-05-20 | -1.28 | 17 |
| 2024-10-22 | 2024-11-06 | -1.11 | 15 |
| Metric | master.u_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 5.57% | 11.89% |
| Worst Day | -3.59% | -8.6% |
| Best Week | 9.47% | 18.93% |
| Worst Week | -2.55% | -12.33% |
| Best Month | 23.08% | 37.42% |
| Worst Month | -2.15% | -17.69% |
| Best Year | 42.56% | 48.38% |
| Worst Year | 7.46% | 23.48% |
| Avg. Up Day | 0.44% | 2.0% |
| Avg. Down Day | -0.26% | -1.74% |
| Avg. Up Week | 1.89% | 5.57% |
| Avg. Down Week | -0.78% | -4.13% |
| Avg. Up Month | 4.49% | 10.61% |
| Avg. Down Month | -1.86% | -10.43% |
| Win Days % | 51.37% | 51.14% |
| Win Month % | 77.78% | 66.67% |
| Win Week % | 55.26% | 55.84% |
| Win Quarter % | 71.43% | 71.43% |
| Win Year % | 100.0% | 100.0% |