| Metric | master.u.hl_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 96.0% | 100.0% |
| Cumulative Return | 49.36% | 24.57% |
| Max Drawdown | -12.84% | -26.18% |
| Sharpe | 1.78 | 0.72 |
| Sortino | 3.33 | 1.11 |
| Payoff Ratio | 1.62 | 1.19 |
| Profit Factor | 1.5 | 1.11 |
| Common Sense Ratio | 2.08 | 1.21 |
| CPC Index | 1.16 | 0.65 |
| Tail Ratio | 1.38 | 1.09 |
| Outlier Win Ratio | 9.7 | 3.66 |
| Outlier Loss Ratio | 8.9 | 2.54 |
| Volatility (ann.) | 26.08% | 50.42% |
| R^2 | 0.55 | 0.55 |
| Calmar | 4.22 | 1.02 |
| Skew | 2.1 | 0.56 |
| Kurtosis | 15.57 | 2.45 |
| Expected Daily % | 0.12% | 0.06% |
| Expected Monthly % | 3.4% | 1.85% |
| Expected Yearly % | 22.21% | 11.61% |
| Kelly Criterion | 15.42% | 6.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.12% | -4.24% |
| Expected Shortfall (cVaR) | -2.12% | -4.24% |
| Year | BTCUSD | master.u.hl_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 57.42 | 1.19 | + |
| 2025 | -16.05 | -5.12 | 0.32 | + |
| Metric | master.u.hl_fwd_ | BTCUSD |
|---|---|---|
| MTD | -0.12% | -5.04% |
| 3M | -5.33% | -20.14% |
| 6M | 29.25% | 26.22% |
| YTD | -5.12% | -16.05% |
| 1Y | 49.36% | 24.57% |
| 3Y (ann.) | 54.23% | 26.77% |
| 5Y (ann.) | 54.23% | 26.77% |
| Metric | master.u.hl_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -12.84% | -26.18% |
| Longest DD Days | 99.0 | 161.0 |
| Avg. Drawdown | -2.96% | -6.89% |
| Avg. Drawdown Days | 18.0 | 22.0 |
| Recovery Factor | 3.85 | 0.94 |
| Ulcer Index | 1.04 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-04-06 | -12.84 | 34 |
| 2024-07-02 | 2024-07-15 | -8.55 | 13 |
| 2024-11-23 | 2025-03-02 | -7.35 | 99 |
| 2024-08-09 | 2024-10-14 | -4.94 | 66 |
| 2024-07-22 | 2024-08-08 | -3.27 | 17 |
| 2024-10-30 | 2024-11-06 | -2.93 | 7 |
| 2024-11-14 | 2024-11-15 | -2.37 | 1 |
| 2024-05-22 | 2024-06-30 | -1.97 | 39 |
| 2024-07-17 | 2024-07-19 | -1.19 | 2 |
| 2024-11-16 | 2024-11-19 | -0.76 | 3 |
| Metric | master.u.hl_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 9.09% | 11.89% |
| Worst Day | -6.37% | -8.6% |
| Best Week | 16.69% | 18.93% |
| Worst Week | -4.93% | -12.33% |
| Best Month | 31.77% | 37.42% |
| Worst Month | -3.73% | -17.69% |
| Best Year | 57.42% | 48.38% |
| Worst Year | -5.12% | -16.05% |
| Avg. Up Day | 1.0% | 2.28% |
| Avg. Down Day | -0.62% | -1.92% |
| Avg. Up Week | 2.91% | 6.35% |
| Avg. Down Week | -1.27% | -4.99% |
| Avg. Up Month | 8.66% | 13.2% |
| Avg. Down Month | -1.18% | -7.01% |
| Win Days % | 47.68% | 49.41% |
| Win Month % | 58.33% | 50.0% |
| Win Week % | 54.0% | 50.0% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |