| Metric | master_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | 41.72% | 24.83% |
| Max Drawdown | -4.84% | -26.06% |
| Sharpe | 2.46 | 0.75 |
| Sortino | 5.11 | 1.1 |
| Payoff Ratio | 1.75 | 1.11 |
| Profit Factor | 1.73 | 1.12 |
| Common Sense Ratio | 2.51 | 1.17 |
| CPC Index | 1.47 | 0.64 |
| Tail Ratio | 1.45 | 1.05 |
| Outlier Win Ratio | 9.17 | 2.55 |
| Outlier Loss Ratio | 14.42 | 2.37 |
| Volatility (ann.) | 16.7% | 50.76% |
| R^2 | 0.37 | 0.37 |
| Calmar | 10.13 | 1.11 |
| Skew | 2.8 | -0.16 |
| Kurtosis | 19.23 | 3.02 |
| Expected Daily % | 0.11% | 0.07% |
| Expected Monthly % | 3.22% | 2.04% |
| Expected Yearly % | 19.05% | 11.73% |
| Kelly Criterion | 18.96% | 7.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -4.27% |
| Expected Shortfall (cVaR) | -1.32% | -4.27% |
| Year | BTCUSD | master_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 45.98 | 1.14 | + |
| 2025 | -11.15 | -2.92 | 0.26 | + |
| Metric | master_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.68% | 2.87% |
| 3M | -3.19% | -13.04% |
| 6M | 28.62% | 24.54% |
| YTD | -2.92% | -11.15% |
| 1Y | 41.72% | 24.83% |
| 3Y (ann.) | 49.03% | 28.89% |
| 5Y (ann.) | 49.03% | 28.89% |
| Metric | master_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -4.84% | -26.06% |
| Longest DD Days | 78.0 | 144.0 |
| Avg. Drawdown | -1.11% | -7.98% |
| Avg. Drawdown Days | 9.0 | 30.0 |
| Recovery Factor | 8.62 | 0.95 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-22 | 2024-07-17 | -4.84 | 56 |
| 2024-08-25 | 2024-09-19 | -4.33 | 25 |
| 2025-03-27 | 2025-03-31 | -3.97 | 4 |
| 2025-01-07 | 2025-03-26 | -3.96 | 78 |
| 2024-07-23 | 2024-07-27 | -3.39 | 4 |
| 2024-10-22 | 2024-11-06 | -1.85 | 15 |
| 2024-11-15 | 2024-11-16 | -1.50 | 1 |
| 2024-11-13 | 2024-11-14 | -1.33 | 1 |
| 2024-07-18 | 2024-07-20 | -1.23 | 2 |
| 2024-09-21 | 2024-09-25 | -0.94 | 4 |
| Metric | master_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 6.53% | 9.49% |
| Worst Day | -2.89% | -13.23% |
| Best Week | 11.83% | 15.41% |
| Worst Week | -3.37% | -18.81% |
| Best Month | 30.33% | 34.43% |
| Worst Month | -1.89% | -23.44% |
| Best Year | 45.98% | 40.49% |
| Worst Year | -2.92% | -11.15% |
| Avg. Up Day | 0.63% | 2.17% |
| Avg. Down Day | -0.36% | -1.96% |
| Avg. Up Week | 2.48% | 6.21% |
| Avg. Down Week | -0.92% | -4.43% |
| Avg. Up Month | 11.21% | 16.1% |
| Avg. Down Month | -1.23% | -15.08% |
| Win Days % | 48.41% | 51.41% |
| Win Month % | 45.45% | 63.64% |
| Win Week % | 56.25% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |