| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 95.0% | 100.0% |
| Cumulative Return | 52.82% | 34.26% |
| Max Drawdown | -3.29% | -28.17% |
| Sharpe | 3.66 | 0.85 |
| Sortino | 8.31 | 1.34 |
| Payoff Ratio | 1.93 | 1.1 |
| Profit Factor | 2.1 | 1.13 |
| Common Sense Ratio | 3.58 | 1.28 |
| CPC Index | 2.29 | 0.62 |
| Tail Ratio | 1.71 | 1.13 |
| Outlier Win Ratio | 13.54 | 2.64 |
| Outlier Loss Ratio | 13.22 | 2.01 |
| Volatility (ann.) | 12.27% | 50.9% |
| R^2 | 0.05 | 0.05 |
| Calmar | 16.91 | 1.28 |
| Skew | 2.9 | 0.59 |
| Kurtosis | 19.63 | 2.36 |
| Expected Daily % | 0.12% | 0.08% |
| Expected Monthly % | 3.6% | 2.49% |
| Expected Yearly % | 23.62% | 15.87% |
| Kelly Criterion | 34.33% | 4.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -4.26% |
| Expected Shortfall (cVaR) | -0.93% | -4.26% |
| Year | BTCUSD | master.u_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 48.25 | 1.00 | - |
| 2025 | -9.51 | 3.08 | -0.32 | + |
| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.23% | 2.35% |
| 3M | 1.99% | -15.96% |
| 6M | 29.38% | 24.94% |
| YTD | 3.08% | -9.51% |
| 1Y | 52.82% | 34.26% |
| 3Y (ann.) | 55.62% | 35.97% |
| 5Y (ann.) | 55.62% | 35.97% |
| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -3.29% | -28.17% |
| Longest DD Days | 55.0 | 161.0 |
| Avg. Drawdown | -0.83% | -7.03% |
| Avg. Drawdown Days | 8.0 | 23.0 |
| Recovery Factor | 16.06 | 1.22 |
| Ulcer Index | 0.97 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-27 | 2025-04-18 | -3.29 | 22 |
| 2024-05-22 | 2024-07-16 | -3.14 | 55 |
| 2025-01-23 | 2025-03-03 | -2.81 | 39 |
| 2024-08-26 | 2024-09-14 | -2.68 | 19 |
| 2024-07-23 | 2024-07-28 | -2.31 | 5 |
| 2025-01-07 | 2025-01-17 | -1.73 | 10 |
| 2024-10-22 | 2024-11-06 | -1.08 | 15 |
| 2024-12-06 | 2024-12-16 | -1.08 | 10 |
| 2024-11-13 | 2024-11-14 | -0.82 | 1 |
| 2024-10-10 | 2024-10-12 | -0.80 | 2 |
| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 5.52% | 11.89% |
| Worst Day | -1.85% | -8.6% |
| Best Week | 9.12% | 18.93% |
| Worst Week | -1.81% | -12.33% |
| Best Month | 23.14% | 37.42% |
| Worst Month | -1.54% | -17.69% |
| Best Year | 48.25% | 48.38% |
| Worst Year | 3.08% | -9.51% |
| Avg. Up Day | 0.46% | 2.16% |
| Avg. Down Day | -0.24% | -1.97% |
| Avg. Up Week | 2.21% | 5.86% |
| Avg. Down Week | -0.74% | -4.24% |
| Avg. Up Month | 6.03% | 11.15% |
| Avg. Down Month | -1.16% | -12.4% |
| Win Days % | 56.76% | 49.71% |
| Win Month % | 83.33% | 58.33% |
| Win Week % | 64.0% | 50.98% |
| Win Quarter % | 100.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |