| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 95.0% | 100.0% |
| Cumulative Return | 41.01% | 34.26% |
| Max Drawdown | -3.98% | -28.17% |
| Sharpe | 2.94 | 0.85 |
| Sortino | 6.3 | 1.34 |
| Payoff Ratio | 2.04 | 1.18 |
| Profit Factor | 1.8 | 1.13 |
| Common Sense Ratio | 2.74 | 1.28 |
| CPC Index | 1.86 | 0.66 |
| Tail Ratio | 1.52 | 1.13 |
| Outlier Win Ratio | 12.8 | 2.65 |
| Outlier Loss Ratio | 13.77 | 2.03 |
| Volatility (ann.) | 12.42% | 50.9% |
| R^2 | 0.04 | 0.04 |
| Calmar | 10.84 | 1.28 |
| Skew | 2.73 | 0.59 |
| Kurtosis | 18.02 | 2.36 |
| Expected Daily % | 0.1% | 0.08% |
| Expected Monthly % | 2.91% | 2.49% |
| Expected Yearly % | 18.75% | 15.87% |
| Kelly Criterion | 26.2% | 7.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -4.26% |
| Expected Shortfall (cVaR) | -0.97% | -4.26% |
| Year | BTCUSD | master.u_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 42.31 | 0.87 | - |
| 2025 | -9.51 | -0.91 | 0.10 | + |
| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.63% | 2.35% |
| 3M | -1.3% | -15.96% |
| 6M | 22.81% | 24.94% |
| YTD | -0.91% | -9.51% |
| 1Y | 41.01% | 34.26% |
| 3Y (ann.) | 43.11% | 35.97% |
| 5Y (ann.) | 43.11% | 35.97% |
| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -3.98% | -28.17% |
| Longest DD Days | 76.0 | 161.0 |
| Avg. Drawdown | -1.0% | -7.03% |
| Avg. Drawdown Days | 10.0 | 23.0 |
| Recovery Factor | 10.31 | 1.22 |
| Ulcer Index | 0.97 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-27 | 2025-04-18 | -3.98 | 22 |
| 2024-05-22 | 2024-07-17 | -3.97 | 56 |
| 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 | -0.91% | -9.51% |
| Avg. Up Day | 0.47% | 2.25% |
| Avg. Down Day | -0.23% | -1.91% |
| Avg. Up Week | 2.03% | 5.86% |
| Avg. Down Week | -0.85% | -4.36% |
| Avg. Up Month | 7.58% | 13.2% |
| Avg. Down Month | -1.67% | -12.4% |
| Win Days % | 50.45% | 49.71% |
| Win Month % | 66.67% | 58.33% |
| Win Week % | 62.0% | 50.98% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |