| Metric | master.u.hl_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 96.0% | 100.0% |
| Cumulative Return | 48.97% | 39.11% |
| Max Drawdown | -5.86% | -28.17% |
| Sharpe | 2.75 | 0.92 |
| Sortino | 5.84 | 1.45 |
| Payoff Ratio | 1.77 | 1.2 |
| Profit Factor | 1.7 | 1.14 |
| Common Sense Ratio | 2.54 | 1.3 |
| CPC Index | 1.48 | 0.69 |
| Tail Ratio | 1.49 | 1.14 |
| Outlier Win Ratio | 10.87 | 2.93 |
| Outlier Loss Ratio | 11.12 | 2.1 |
| Volatility (ann.) | 15.35% | 50.76% |
| R^2 | 0.47 | 0.47 |
| Calmar | 8.7 | 1.44 |
| Skew | 2.65 | 0.58 |
| Kurtosis | 16.82 | 2.37 |
| Expected Daily % | 0.11% | 0.09% |
| Expected Monthly % | 3.38% | 2.79% |
| Expected Yearly % | 22.06% | 17.94% |
| Kelly Criterion | 20.41% | 8.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -4.24% |
| Expected Shortfall (cVaR) | -1.21% | -4.24% |
| Year | BTCUSD | master.u.hl_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 49.01 | 1.01 | + |
| 2025 | -6.25 | -0.02 | 0.00 | + |
| Metric | master.u.hl_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 2.08% | 6.04% |
| 3M | -0.67% | -16.2% |
| 6M | 27.36% | 28.02% |
| YTD | -0.02% | -6.25% |
| 1Y | 48.97% | 39.11% |
| 3Y (ann.) | 51.01% | 40.68% |
| 5Y (ann.) | 51.01% | 40.68% |
| Metric | master.u.hl_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -5.86% | -28.17% |
| Longest DD Days | 54.0 | 161.0 |
| Avg. Drawdown | -1.43% | -7.03% |
| Avg. Drawdown Days | 13.0 | 23.0 |
| Recovery Factor | 8.36 | 1.39 |
| Ulcer Index | 1.0 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-04-21 | -5.86 | 49 |
| 2024-05-22 | 2024-07-15 | -5.43 | 54 |
| 2025-01-25 | 2025-03-02 | -4.27 | 36 |
| 2024-12-17 | 2025-01-24 | -2.77 | 38 |
| 2024-07-22 | 2024-08-08 | -2.59 | 17 |
| 2024-08-26 | 2024-09-18 | -2.33 | 23 |
| 2024-08-10 | 2024-08-24 | -2.03 | 14 |
| 2024-11-23 | 2024-12-13 | -2.02 | 20 |
| 2024-10-22 | 2024-11-06 | -1.44 | 15 |
| 2024-11-17 | 2024-11-19 | -0.62 | 2 |
| Metric | master.u.hl_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 6.38% | 11.89% |
| Worst Day | -2.77% | -8.6% |
| Best Week | 12.62% | 18.93% |
| Worst Week | -2.35% | -12.33% |
| Best Month | 27.28% | 37.42% |
| Worst Month | -2.66% | -17.69% |
| Best Year | 49.01% | 48.38% |
| Worst Year | -0.02% | -6.25% |
| Avg. Up Day | 0.68% | 2.34% |
| Avg. Down Day | -0.38% | -1.95% |
| Avg. Up Week | 2.57% | 6.24% |
| Avg. Down Week | -1.0% | -4.43% |
| Avg. Up Month | 6.25% | 11.68% |
| Avg. Down Month | -1.66% | -12.4% |
| Win Days % | 49.11% | 50.14% |
| Win Month % | 83.33% | 58.33% |
| Win Week % | 55.77% | 51.92% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |