| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 95.0% | 100.0% |
| Cumulative Return | 42.07% | 35.22% |
| Max Drawdown | -4.31% | -28.17% |
| Sharpe | 2.97 | 0.87 |
| Sortino | 6.42 | 1.36 |
| Payoff Ratio | 1.93 | 1.24 |
| Profit Factor | 1.81 | 1.13 |
| Common Sense Ratio | 2.78 | 1.29 |
| CPC Index | 1.78 | 0.7 |
| Tail Ratio | 1.53 | 1.14 |
| Outlier Win Ratio | 12.75 | 2.67 |
| Outlier Loss Ratio | 13.55 | 2.03 |
| Volatility (ann.) | 12.53% | 50.84% |
| R^2 | 0.06 | 0.06 |
| Calmar | 10.23 | 1.31 |
| Skew | 2.85 | 0.59 |
| Kurtosis | 19.52 | 2.37 |
| Expected Daily % | 0.1% | 0.09% |
| Expected Monthly % | 2.97% | 2.55% |
| Expected Yearly % | 19.19% | 16.29% |
| Kelly Criterion | 25.43% | 9.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -4.26% |
| Expected Shortfall (cVaR) | -0.98% | -4.26% |
| Year | BTCUSD | master.u_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 42.56 | 0.88 | - |
| 2025 | -8.87 | -0.34 | 0.04 | + |
| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.54% | 3.08% |
| 3M | -0.59% | -14.91% |
| 6M | 24.21% | 26.22% |
| YTD | -0.34% | -8.87% |
| 1Y | 42.07% | 35.22% |
| 3Y (ann.) | 44.07% | 36.86% |
| 5Y (ann.) | 44.07% | 36.86% |
| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -4.31% | -28.17% |
| Longest DD Days | 60.0 | 161.0 |
| Avg. Drawdown | -1.04% | -7.03% |
| Avg. Drawdown Days | 10.0 | 23.0 |
| Recovery Factor | 9.76 | 1.25 |
| Ulcer Index | 0.97 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-22 | 2024-07-17 | -4.31 | 56 |
| 2025-03-27 | 2025-04-19 | -4.10 | 23 |
| 2024-08-26 | 2024-09-18 | -3.32 | 23 |
| 2025-01-23 | 2025-03-24 | -3.12 | 60 |
| 2025-01-07 | 2025-01-22 | -2.71 | 15 |
| 2024-07-23 | 2024-08-07 | -2.38 | 15 |
| 2024-10-22 | 2024-11-06 | -1.11 | 15 |
| 2024-12-06 | 2024-12-16 | -1.04 | 10 |
| 2024-10-07 | 2024-10-12 | -0.86 | 5 |
| 2024-11-13 | 2024-11-14 | -0.81 | 1 |
| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 5.57% | 11.89% |
| Worst Day | -2.0% | -8.6% |
| Best Week | 9.47% | 18.93% |
| Worst Week | -2.04% | -12.33% |
| Best Month | 23.08% | 37.42% |
| Worst Month | -2.15% | -17.69% |
| Best Year | 42.56% | 48.38% |
| Worst Year | -0.34% | -8.87% |
| Avg. Up Day | 0.48% | 2.31% |
| Avg. Down Day | -0.25% | -1.86% |
| Avg. Up Week | 2.23% | 6.11% |
| Avg. Down Week | -0.87% | -4.29% |
| Avg. Up Month | 6.49% | 12.62% |
| Avg. Down Month | -1.84% | -12.4% |
| Win Days % | 50.9% | 49.86% |
| Win Month % | 75.0% | 58.33% |
| Win Week % | 56.86% | 51.92% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |