| Metric | master.u_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 221.08% | 105.28% |
| Max Drawdown | -8.38% | -62.03% |
| Sharpe | 3.21 | 0.72 |
| Sortino | 6.4 | 1.05 |
| Payoff Ratio | 1.96 | 1.17 |
| Profit Factor | 1.86 | 1.12 |
| Common Sense Ratio | 3.14 | 1.28 |
| CPC Index | 1.97 | 0.64 |
| Tail Ratio | 1.69 | 1.15 |
| Outlier Win Ratio | 13.33 | 2.8 |
| Outlier Loss Ratio | 15.23 | 2.4 |
| Volatility (ann.) | 12.37% | 53.46% |
| R^2 | 0.05 | 0.05 |
| Calmar | 5.63 | 0.43 |
| Skew | 1.85 | -0.07 |
| Kurtosis | 12.84 | 4.06 |
| Expected Daily % | 0.11% | 0.07% |
| Expected Monthly % | 3.2% | 1.96% |
| Expected Yearly % | 33.86% | 19.7% |
| Kelly Criterion | 30.81% | 5.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -4.5% |
| Expected Shortfall (cVaR) | -0.96% | -4.5% |
| Year | BTCUSD | master.u_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.83 | 7.78 | -0.13 | + |
| 2023 | 155.54 | 51.78 | 0.33 | - |
| 2024 | 121.00 | 90.40 | 0.75 | - |
| 2025 | -9.51 | 3.08 | -0.32 | + |
| Metric | master.u_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.23% | 2.35% |
| 3M | 1.99% | -15.96% |
| 6M | 29.38% | 24.94% |
| YTD | 3.08% | -9.51% |
| 1Y | 60.17% | 37.85% |
| 3Y (ann.) | 47.46% | 28.61% |
| 5Y (ann.) | 47.21% | 26.93% |
| Metric | master.u_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -8.38% | -62.03% |
| Longest DD Days | 119.0 | 593.0 |
| Avg. Drawdown | -0.97% | -9.02% |
| Avg. Drawdown Days | 10.0 | 48.0 |
| Recovery Factor | 26.37 | 1.7 |
| Ulcer Index | 1.0 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-02 | 2022-07-28 | -8.38 | 56 |
| 2022-08-16 | 2022-11-05 | -6.88 | 81 |
| 2023-04-29 | 2023-06-21 | -3.96 | 53 |
| 2024-01-13 | 2024-02-09 | -3.85 | 27 |
| 2023-06-26 | 2023-10-23 | -3.77 | 119 |
| 2024-05-22 | 2024-07-17 | -3.35 | 56 |
| 2025-03-27 | 2025-04-18 | -3.29 | 22 |
| 2025-01-23 | 2025-03-03 | -2.81 | 39 |
| 2024-08-26 | 2024-09-14 | -2.68 | 19 |
| 2023-12-10 | 2024-01-02 | -2.54 | 23 |
| Metric | master.u_daily_ | BTCUSD |
|---|---|---|
| Best Day | 5.52% | 11.89% |
| Worst Day | -3.26% | -15.42% |
| Best Week | 9.12% | 35.75% |
| Worst Week | -3.84% | -29.64% |
| Best Month | 23.14% | 43.77% |
| Worst Month | -5.2% | -37.12% |
| Best Year | 90.4% | 155.54% |
| Worst Year | 3.08% | -59.83% |
| Avg. Up Day | 0.45% | 2.29% |
| Avg. Down Day | -0.23% | -1.96% |
| Avg. Up Week | 2.17% | 6.49% |
| Avg. Down Week | -0.8% | -4.64% |
| Avg. Up Month | 6.38% | 14.76% |
| Avg. Down Month | -2.07% | -12.67% |
| Win Days % | 54.19% | 48.9% |
| Win Month % | 75.68% | 56.76% |
| Win Week % | 60.25% | 49.69% |
| Win Quarter % | 84.62% | 53.85% |
| Win Year % | 100.0% | 50.0% |