| Metric | master.u_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 95.0% | 100.0% |
| Cumulative Return | 175.78% | 800.46% |
| Max Drawdown | -9.52% | -76.67% |
| Sharpe | 2.15 | 1.07 |
| Sortino | 4.17 | 1.6 |
| Payoff Ratio | 1.62 | 1.1 |
| Profit Factor | 1.57 | 1.18 |
| Common Sense Ratio | 2.51 | 1.22 |
| CPC Index | 1.3 | 0.66 |
| Tail Ratio | 1.6 | 1.04 |
| Outlier Win Ratio | 19.03 | 2.52 |
| Outlier Loss Ratio | 21.64 | 2.38 |
| Volatility (ann.) | 10.26% | 61.34% |
| R^2 | 0.08 | 0.08 |
| Calmar | 2.51 | 0.77 |
| Skew | 2.41 | 0.11 |
| Kurtosis | 19.74 | 3.49 |
| Expected Daily % | 0.06% | 0.13% |
| Expected Monthly % | 1.76% | 3.86% |
| Expected Yearly % | 18.42% | 44.24% |
| Kelly Criterion | 20.82% | 6.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -5.1% |
| Expected Shortfall (cVaR) | -0.82% | -5.1% |
| Year | BTCUSD | master.u_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 213.85 | 4.87 | 0.02 | - |
| 2021 | 59.34 | -0.36 | -0.01 | - |
| 2022 | -64.22 | 6.80 | -0.11 | + |
| 2023 | 155.54 | 40.91 | 0.26 | - |
| 2024 | 121.00 | 75.63 | 0.62 | - |
| 2025 | -10.90 | -0.14 | 0.01 | + |
| Metric | master.u_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.17% | 0.78% |
| 3M | -0.14% | -10.9% |
| 6M | 26.16% | 36.82% |
| YTD | -0.14% | -10.9% |
| 1Y | 47.93% | 27.05% |
| 3Y (ann.) | 34.44% | 21.96% |
| 5Y (ann.) | 23.94% | 59.21% |
| Metric | master.u_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -9.52% | -76.67% |
| Longest DD Days | 292.0 | 846.0 |
| Avg. Drawdown | -1.03% | -8.92% |
| Avg. Drawdown Days | 18.0 | 38.0 |
| Recovery Factor | 18.46 | 10.44 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-30 | 2022-08-09 | -9.52 | 132 |
| 2022-08-10 | 2023-01-13 | -7.49 | 156 |
| 2023-06-26 | 2023-10-24 | -5.02 | 120 |
| 2023-04-15 | 2023-06-21 | -4.70 | 67 |
| 2024-01-09 | 2024-02-10 | -4.22 | 32 |
| 2024-05-22 | 2024-07-20 | -4.09 | 59 |
| 2022-03-03 | 2022-03-28 | -3.13 | 25 |
| 2024-08-26 | 2024-09-18 | -3.10 | 23 |
| 2025-01-07 | 2025-03-24 | -3.05 | 76 |
| 2025-03-27 | 2025-04-03 | -2.65 | 7 |
| Metric | master.u_daily_ | BTCUSD |
|---|---|---|
| Best Day | 5.49% | 19.48% |
| Worst Day | -3.12% | -15.42% |
| Best Week | 9.02% | 38.59% |
| Worst Week | -4.04% | -29.64% |
| Best Month | 22.32% | 47.19% |
| Worst Month | -5.64% | -37.12% |
| Best Year | 75.63% | 213.85% |
| Worst Year | -0.36% | -64.22% |
| Avg. Up Day | 0.32% | 2.5% |
| Avg. Down Day | -0.2% | -2.27% |
| Avg. Up Week | 1.39% | 7.74% |
| Avg. Down Week | -0.67% | -5.74% |
| Avg. Up Month | 4.57% | 19.1% |
| Avg. Down Month | -1.69% | -14.07% |
| Win Days % | 51.07% | 50.87% |
| Win Month % | 63.79% | 58.62% |
| Win Week % | 56.05% | 52.59% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 66.67% | 66.67% |