| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 95.0% | 100.0% |
| Cumulative Return | 40.15% | 25.79% |
| Max Drawdown | -3.97% | -26.18% |
| Sharpe | 2.96 | 0.74 |
| Sortino | 6.45 | 1.15 |
| Payoff Ratio | 2.07 | 1.19 |
| Profit Factor | 1.82 | 1.11 |
| Common Sense Ratio | 2.79 | 1.21 |
| CPC Index | 1.87 | 0.66 |
| Tail Ratio | 1.54 | 1.09 |
| Outlier Win Ratio | 12.44 | 2.67 |
| Outlier Loss Ratio | 13.97 | 2.04 |
| Volatility (ann.) | 12.53% | 50.35% |
| R^2 | 0.05 | 0.05 |
| Calmar | 11.05 | 1.07 |
| Skew | 2.77 | 0.56 |
| Kurtosis | 17.93 | 2.46 |
| Expected Daily % | 0.1% | 0.07% |
| Expected Monthly % | 2.85% | 1.93% |
| Expected Yearly % | 18.39% | 12.16% |
| Kelly Criterion | 25.36% | 7.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -4.23% |
| Expected Shortfall (cVaR) | -0.98% | -4.23% |
| Year | BTCUSD | master.u_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 42.31 | 0.87 | - |
| 2025 | -15.23 | -1.51 | 0.10 | + |
| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -1.24% | -4.11% |
| 3M | -2.67% | -19.42% |
| 6M | 24.4% | 27.54% |
| YTD | -1.51% | -15.23% |
| 1Y | 40.15% | 25.79% |
| 3Y (ann.) | 43.83% | 28.02% |
| 5Y (ann.) | 43.83% | 28.02% |
| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -3.97% | -26.18% |
| Longest DD Days | 76.0 | 161.0 |
| Avg. Drawdown | -0.99% | -6.89% |
| Avg. Drawdown Days | 10.0 | 22.0 |
| Recovery Factor | 10.12 | 0.99 |
| Ulcer Index | 0.97 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-22 | 2024-07-17 | -3.97 | 56 |
| 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 |
| 2024-07-23 | 2024-08-07 | -2.39 | 15 |
| 2024-10-22 | 2024-11-06 | -1.13 | 15 |
| 2024-12-06 | 2024-12-16 | -1.10 | 10 |
| 2024-10-07 | 2024-10-12 | -0.88 | 5 |
| 2024-11-13 | 2024-11-14 | -0.86 | 1 |
| 2024-11-15 | 2024-11-16 | -0.82 | 1 |
| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 5.39% | 11.89% |
| Worst Day | -1.95% | -8.6% |
| Best Week | 9.13% | 18.93% |
| Worst Week | -2.12% | -12.33% |
| Best Month | 22.58% | 37.42% |
| Worst Month | -2.03% | -17.69% |
| Best Year | 42.31% | 48.38% |
| Worst Year | -1.51% | -15.23% |
| Avg. Up Day | 0.48% | 2.27% |
| Avg. Down Day | -0.23% | -1.91% |
| Avg. Up Week | 2.11% | 6.07% |
| Avg. Down Week | -0.87% | -4.67% |
| Avg. Up Month | 7.58% | 13.2% |
| Avg. Down Month | -1.53% | -9.64% |
| Win Days % | 49.69% | 49.56% |
| Win Month % | 66.67% | 50.0% |
| Win Week % | 61.22% | 50.0% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |