| Metric | master.u_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 95.0% | 100.0% |
| Cumulative Return | 40.8% | 24.57% |
| Max Drawdown | -3.86% | -26.18% |
| Sharpe | 3.07 | 0.72 |
| Sortino | 6.83 | 1.11 |
| Payoff Ratio | 2.08 | 1.19 |
| Profit Factor | 1.87 | 1.11 |
| Common Sense Ratio | 2.86 | 1.21 |
| CPC Index | 1.94 | 0.65 |
| Tail Ratio | 1.53 | 1.09 |
| Outlier Win Ratio | 12.8 | 2.66 |
| Outlier Loss Ratio | 14.39 | 2.03 |
| Volatility (ann.) | 12.25% | 50.42% |
| R^2 | 0.05 | 0.05 |
| Calmar | 11.57 | 1.02 |
| Skew | 2.94 | 0.56 |
| Kurtosis | 19.79 | 2.45 |
| Expected Daily % | 0.1% | 0.06% |
| Expected Monthly % | 2.89% | 1.85% |
| Expected Yearly % | 18.66% | 11.61% |
| Kelly Criterion | 26.15% | 6.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -4.24% |
| Expected Shortfall (cVaR) | -0.95% | -4.24% |
| Year | BTCUSD | master.u_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 41.55 | 0.86 | - |
| 2025 | -16.05 | -0.53 | 0.03 | + |
| Metric | master.u_fwd_ | BTCUSD |
|---|---|---|
| MTD | -0.55% | -5.04% |
| 3M | -1.56% | -20.14% |
| 6M | 25.56% | 26.22% |
| YTD | -0.53% | -16.05% |
| 1Y | 40.8% | 24.57% |
| 3Y (ann.) | 44.7% | 26.77% |
| 5Y (ann.) | 44.7% | 26.77% |
| Metric | master.u_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -3.86% | -26.18% |
| Longest DD Days | 76.0 | 161.0 |
| Avg. Drawdown | -0.93% | -6.89% |
| Avg. Drawdown Days | 10.0 | 22.0 |
| Recovery Factor | 10.56 | 0.94 |
| Ulcer Index | 0.97 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-22 | 2024-07-17 | -3.86 | 56 |
| 2024-08-26 | 2024-09-18 | -3.10 | 23 |
| 2025-01-07 | 2025-03-24 | -3.05 | 76 |
| 2025-03-27 | 2025-04-06 | -3.03 | 10 |
| 2024-07-23 | 2024-08-07 | -2.30 | 15 |
| 2024-10-22 | 2024-11-06 | -1.08 | 15 |
| 2024-12-06 | 2024-12-16 | -1.07 | 10 |
| 2024-10-07 | 2024-10-12 | -0.85 | 5 |
| 2024-11-13 | 2024-11-14 | -0.81 | 1 |
| 2024-11-15 | 2024-11-16 | -0.81 | 1 |
| Metric | master.u_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 5.49% | 11.89% |
| Worst Day | -1.88% | -8.6% |
| Best Week | 9.02% | 18.93% |
| Worst Week | -2.04% | -12.33% |
| Best Month | 22.32% | 37.42% |
| Worst Month | -1.97% | -17.69% |
| Best Year | 41.55% | 48.38% |
| Worst Year | -0.53% | -16.05% |
| Avg. Up Day | 0.47% | 2.28% |
| Avg. Down Day | -0.23% | -1.91% |
| Avg. Up Week | 2.08% | 6.07% |
| Avg. Down Week | -0.8% | -4.73% |
| Avg. Up Month | 6.23% | 12.62% |
| Avg. Down Month | -1.26% | -9.95% |
| Win Days % | 50.16% | 49.41% |
| Win Month % | 75.0% | 50.0% |
| Win Week % | 61.22% | 50.0% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |