| Metric | master.u_ | BTCUSD |
|---|---|---|
| Time in Market | 90.0% | 100.0% |
| Cumulative Return | 99.49% | 83.28% |
| Max Drawdown | -28.77% | -67.18% |
| Sharpe | 0.62 | 0.31 |
| Sortino | 0.74 | 0.45 |
| Payoff Ratio | 1.19 | 1.1 |
| Profit Factor | 1.21 | 1.05 |
| Common Sense Ratio | 1.5 | 1.02 |
| CPC Index | 0.7 | 0.59 |
| Tail Ratio | 1.24 | 0.97 |
| Outlier Win Ratio | 15.84 | 3.09 |
| Outlier Loss Ratio | 14.87 | 2.86 |
| Volatility (ann.) | 9.55% | 26.6% |
| R^2 | 0.24 | 0.24 |
| Calmar | 0.84 | 0.31 |
| Skew | -27.77 | 0.15 |
| Kurtosis | 1448.46 | 6.19 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.79% | 1.57% |
| Expected Yearly % | 18.85% | 16.35% |
| Kelly Criterion | 5.85% | 6.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.27% |
| Expected Shortfall (cVaR) | -0.81% | -2.27% |
| Year | BTCUSD | master.u_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 7.59 | -0.13 | + |
| 2023 | 155.54 | 42.26 | 0.27 | - |
| 2024 | 121.00 | 77.59 | 0.64 | - |
| 2025 | -18.32 | -26.61 | 1.45 | - |
| Metric | master.u_ | BTCUSD |
|---|---|---|
| MTD | -26.51% | -7.61% |
| 3M | -27.7% | -25.45% |
| 6M | -6.7% | 22.59% |
| YTD | -26.61% | -18.32% |
| 1Y | 8.56% | 9.95% |
| 3Y (ann.) | 22.86% | 20.59% |
| 5Y (ann.) | 24.3% | 21.02% |
| Metric | master.u_ | BTCUSD |
|---|---|---|
| Max Drawdown | -28.77% | -67.18% |
| Longest DD Days | 157.0 | 683.0 |
| Avg. Drawdown | -1.22% | -6.91% |
| Avg. Drawdown Days | 8.0 | 35.0 |
| Recovery Factor | 3.46 | 1.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-24 | 2025-04-08 | -28.77 | 15 |
| 2022-05-31 | 2022-08-08 | -9.77 | 68 |
| 2022-08-08 | 2023-01-12 | -8.21 | 157 |
| 2023-06-23 | 2023-10-23 | -6.32 | 122 |
| 2023-04-14 | 2023-06-20 | -5.44 | 67 |
| 2024-01-11 | 2024-02-09 | -5.20 | 28 |
| 2024-05-21 | 2024-07-19 | -4.93 | 59 |
| 2025-01-07 | 2025-01-20 | -3.92 | 13 |
| 2025-01-20 | 2025-03-24 | -3.89 | 63 |
| 2022-03-02 | 2022-03-27 | -3.67 | 25 |
| Metric | master.u_ | BTCUSD |
|---|---|---|
| Best Day | 5.29% | 9.33% |
| Worst Day | -25.41% | -9.32% |
| Best Week | 10.91% | 35.75% |
| Worst Week | -26.3% | -29.64% |
| Best Month | 23.13% | 43.77% |
| Worst Month | -26.51% | -37.12% |
| Best Year | 77.59% | 155.54% |
| Worst Year | -26.61% | -60.27% |
| Avg. Up Day | 0.22% | 0.96% |
| Avg. Down Day | -0.18% | -0.87% |
| Avg. Up Week | 2.05% | 6.61% |
| Avg. Down Week | -1.2% | -4.84% |
| Avg. Up Month | 6.13% | 14.93% |
| Avg. Down Month | -4.84% | -12.63% |
| Win Days % | 48.75% | 51.03% |
| Win Month % | 69.23% | 56.41% |
| Win Week % | 53.85% | 48.52% |
| Win Quarter % | 71.43% | 50.0% |
| Win Year % | 75.0% | 50.0% |