| Metric | master_ | BTCUSD |
|---|---|---|
| Time in Market | 90.0% | 100.0% |
| Cumulative Return | 154.5% | 90.29% |
| Max Drawdown | -20.28% | -67.18% |
| Sharpe | 0.83 | 0.33 |
| Sortino | 1.17 | 0.47 |
| Payoff Ratio | 1.28 | 1.11 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.56 | 1.03 |
| CPC Index | 0.78 | 0.6 |
| Tail Ratio | 1.25 | 0.98 |
| Outlier Win Ratio | 14.43 | 3.38 |
| Outlier Loss Ratio | 13.82 | 3.09 |
| Volatility (ann.) | 9.64% | 26.55% |
| R^2 | 0.33 | 0.33 |
| Calmar | 1.72 | 0.34 |
| Skew | -5.64 | 0.16 |
| Kurtosis | 232.74 | 6.32 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.42% | 1.66% |
| Expected Yearly % | 26.31% | 17.45% |
| Kelly Criterion | 8.86% | 6.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.26% |
| Expected Shortfall (cVaR) | -0.81% | -2.26% |
| Year | BTCUSD | master_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 8.87 | -0.14 | + |
| 2023 | 155.54 | 50.62 | 0.33 | - |
| 2024 | 121.00 | 90.03 | 0.74 | - |
| 2025 | -10.11 | -18.33 | 1.81 | - |
| Metric | master_ | BTCUSD |
|---|---|---|
| MTD | 0.09% | 1.68% |
| 3M | -18.24% | -9.4% |
| 6M | 8.32% | 27.92% |
| YTD | -18.33% | -10.11% |
| 1Y | 27.0% | 17.72% |
| 3Y (ann.) | 34.13% | 22.58% |
| 5Y (ann.) | 34.86% | 22.87% |
| Metric | master_ | BTCUSD |
|---|---|---|
| Max Drawdown | -20.28% | -67.18% |
| Longest DD Days | 156.0 | 683.0 |
| Avg. Drawdown | -1.48% | -7.55% |
| Avg. Drawdown Days | 10.0 | 37.0 |
| Recovery Factor | 7.62 | 1.34 |
| Ulcer Index | 1.01 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-04-01 | -20.28 | 70 |
| 2022-05-31 | 2022-07-28 | -11.20 | 57 |
| 2022-08-08 | 2023-01-12 | -10.78 | 156 |
| 2023-06-23 | 2023-10-23 | -8.38 | 122 |
| 2023-03-22 | 2023-06-21 | -8.04 | 90 |
| 2023-12-09 | 2024-02-09 | -6.97 | 62 |
| 2022-03-29 | 2022-05-31 | -5.54 | 63 |
| 2025-01-07 | 2025-01-20 | -5.46 | 13 |
| 2024-05-21 | 2024-07-19 | -5.22 | 59 |
| 2024-03-05 | 2024-03-08 | -4.54 | 3 |
| Metric | master_ | BTCUSD |
|---|---|---|
| Best Day | 6.29% | 9.33% |
| Worst Day | -15.88% | -9.32% |
| Best Week | 14.12% | 35.75% |
| Worst Week | -17.13% | -29.64% |
| Best Month | 30.48% | 43.77% |
| Worst Month | -16.69% | -37.12% |
| Best Year | 90.03% | 155.54% |
| Worst Year | -18.33% | -62.52% |
| Avg. Up Day | 0.26% | 0.95% |
| Avg. Down Day | -0.21% | -0.86% |
| Avg. Up Week | 2.6% | 6.86% |
| Avg. Down Week | -1.2% | -4.97% |
| Avg. Up Month | 8.03% | 15.92% |
| Avg. Down Month | -3.91% | -11.77% |
| Win Days % | 48.79% | 51.08% |
| Win Month % | 61.54% | 56.41% |
| Win Week % | 51.5% | 48.5% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 50.0% |