| Metric | master.u.hl_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 98.0% | 100.0% |
| Cumulative Return | 622.5% | 952.25% |
| Max Drawdown | -37.51% | -76.67% |
| Sharpe | 1.44 | 1.05 |
| Sortino | 2.31 | 1.53 |
| Payoff Ratio | 1.31 | 1.12 |
| Profit Factor | 1.35 | 1.18 |
| Common Sense Ratio | 1.75 | 1.29 |
| CPC Index | 0.89 | 0.68 |
| Tail Ratio | 1.3 | 1.09 |
| Outlier Win Ratio | 9.14 | 3.42 |
| Outlier Loss Ratio | 9.67 | 3.19 |
| Volatility (ann.) | 30.29% | 64.87% |
| R^2 | 0.57 | 0.57 |
| Calmar | 1.27 | 0.77 |
| Skew | 0.64 | -0.6 |
| Kurtosis | 10.32 | 12.31 |
| Expected Daily % | 0.11% | 0.13% |
| Expected Monthly % | 3.24% | 3.87% |
| Expected Yearly % | 39.04% | 48.03% |
| Kelly Criterion | 12.4% | 7.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.49% | -5.4% |
| Expected Shortfall (cVaR) | -2.49% | -5.4% |
| Year | BTCUSD | master.u.hl_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 265.33 | 129.58 | 0.49 | - |
| 2021 | 59.34 | 24.14 | 0.41 | - |
| 2022 | -64.22 | -22.51 | 0.35 | + |
| 2023 | 155.54 | 95.06 | 0.61 | - |
| 2024 | 121.00 | 76.68 | 0.63 | - |
| 2025 | -10.56 | -5.07 | 0.48 | + |
| Metric | master.u.hl_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.07% | 1.17% |
| 3M | -5.22% | -13.83% |
| 6M | 29.34% | 37.46% |
| YTD | -5.07% | -10.56% |
| 1Y | 54.88% | 21.85% |
| 3Y (ann.) | 32.35% | 21.44% |
| 5Y (ann.) | 46.19% | 64.73% |
| Metric | master.u.hl_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -37.51% | -76.67% |
| Longest DD Days | 476.0 | 846.0 |
| Avg. Drawdown | -3.63% | -9.58% |
| Avg. Drawdown Days | 27.0 | 37.0 |
| Recovery Factor | 16.6 | 12.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-21 | -37.51 | 476 |
| 2021-01-09 | 2022-02-04 | -31.10 | 391 |
| 2025-03-03 | 2025-04-05 | -12.84 | 33 |
| 2024-03-12 | 2024-04-22 | -10.53 | 41 |
| 2024-01-09 | 2024-03-09 | -10.33 | 60 |
| 2024-07-02 | 2024-07-15 | -8.55 | 13 |
| 2020-05-08 | 2020-06-01 | -8.45 | 24 |
| 2024-11-23 | 2025-03-02 | -7.35 | 99 |
| 2020-08-18 | 2020-10-20 | -7.08 | 63 |
| 2020-03-25 | 2020-04-02 | -6.44 | 8 |
| Metric | master.u.hl_daily_ | BTCUSD |
|---|---|---|
| Best Day | 10.81% | 19.48% |
| Worst Day | -11.9% | -39.01% |
| Best Week | 25.82% | 38.59% |
| Worst Week | -18.25% | -29.64% |
| Best Month | 31.77% | 47.19% |
| Worst Month | -20.73% | -37.12% |
| Best Year | 129.58% | 265.33% |
| Worst Year | -22.51% | -64.22% |
| Avg. Up Day | 1.05% | 2.57% |
| Avg. Down Day | -0.8% | -2.29% |
| Avg. Up Week | 3.1% | 7.43% |
| Avg. Down Week | -1.6% | -5.67% |
| Avg. Up Month | 9.13% | 19.37% |
| Avg. Down Month | -4.09% | -13.02% |
| Win Days % | 50.33% | 51.14% |
| Win Month % | 64.52% | 58.06% |
| Win Week % | 52.99% | 52.96% |
| Win Quarter % | 68.18% | 59.09% |
| Win Year % | 66.67% | 66.67% |