| Metric | master.u_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 149.58% | 92.32% |
| Max Drawdown | -9.04% | -62.03% |
| Sharpe | 2.54 | 0.68 |
| Sortino | 4.9 | 0.99 |
| Payoff Ratio | 1.93 | 1.21 |
| Profit Factor | 1.63 | 1.11 |
| Common Sense Ratio | 2.62 | 1.26 |
| CPC Index | 1.58 | 0.66 |
| Tail Ratio | 1.6 | 1.14 |
| Outlier Win Ratio | 13.04 | 2.82 |
| Outlier Loss Ratio | 15.56 | 2.43 |
| Volatility (ann.) | 12.42% | 53.32% |
| R^2 | 0.05 | 0.05 |
| Calmar | 3.96 | 0.39 |
| Skew | 1.82 | -0.09 |
| Kurtosis | 12.58 | 4.12 |
| Expected Daily % | 0.08% | 0.06% |
| Expected Monthly % | 2.5% | 1.78% |
| Expected Yearly % | 25.69% | 17.76% |
| Kelly Criterion | 24.22% | 6.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -4.49% |
| Expected Shortfall (cVaR) | -0.98% | -4.49% |
| Year | BTCUSD | master.u_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.83 | 1.55 | -0.03 | + |
| 2023 | 155.54 | 41.53 | 0.27 | - |
| 2024 | 121.00 | 76.32 | 0.63 | - |
| 2025 | -15.23 | -1.51 | 0.10 | + |
| Metric | master.u_ | BTCUSD |
|---|---|---|
| MTD | -1.24% | -4.11% |
| 3M | -2.67% | -19.42% |
| 6M | 24.4% | 27.54% |
| YTD | -1.51% | -15.23% |
| 1Y | 46.09% | 14.83% |
| 3Y (ann.) | 35.83% | 24.48% |
| 5Y (ann.) | 35.83% | 24.48% |
| Metric | master.u_ | BTCUSD |
|---|---|---|
| Max Drawdown | -9.04% | -62.03% |
| Longest DD Days | 156.0 | 593.0 |
| Avg. Drawdown | -1.24% | -8.93% |
| Avg. Drawdown Days | 15.0 | 47.0 |
| Recovery Factor | 16.54 | 1.49 |
| Ulcer Index | 1.0 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-02 | 2022-08-08 | -9.04 | 67 |
| 2022-08-10 | 2023-01-13 | -7.60 | 156 |
| 2023-06-26 | 2023-10-24 | -5.32 | 120 |
| 2023-04-15 | 2023-06-21 | -4.88 | 67 |
| 2024-01-09 | 2024-02-10 | -4.35 | 32 |
| 2024-05-22 | 2024-07-20 | -4.21 | 59 |
| 2025-03-27 | 2025-04-07 | -3.80 | 11 |
| 2025-01-07 | 2025-03-24 | -3.27 | 76 |
| 2024-08-26 | 2024-09-18 | -3.20 | 23 |
| 2023-12-10 | 2024-01-08 | -2.67 | 29 |
| Metric | master.u_ | BTCUSD |
|---|---|---|
| Best Day | 5.39% | 11.89% |
| Worst Day | -3.3% | -15.42% |
| Best Week | 9.13% | 35.75% |
| Worst Week | -4.33% | -29.64% |
| Best Month | 22.58% | 43.77% |
| Worst Month | -6.08% | -37.12% |
| Best Year | 76.32% | 155.54% |
| Worst Year | -1.51% | -59.83% |
| Avg. Up Day | 0.45% | 2.36% |
| Avg. Down Day | -0.23% | -1.95% |
| Avg. Up Week | 2.12% | 6.82% |
| Avg. Down Week | -0.87% | -4.55% |
| Avg. Up Month | 6.7% | 16.42% |
| Avg. Down Month | -2.3% | -12.17% |
| Win Days % | 50.09% | 48.85% |
| Win Month % | 64.86% | 54.05% |
| Win Week % | 55.0% | 49.38% |
| Win Quarter % | 69.23% | 46.15% |
| Win Year % | 75.0% | 50.0% |