| Metric | master.u.hl_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 96.0% | 100.0% |
| Cumulative Return | 52.17% | 49.0% |
| Max Drawdown | -5.86% | -28.17% |
| Sharpe | 2.87 | 1.05 |
| Sortino | 6.13 | 1.67 |
| Payoff Ratio | 1.79 | 1.21 |
| Profit Factor | 1.74 | 1.17 |
| Common Sense Ratio | 2.63 | 1.34 |
| CPC Index | 1.54 | 0.71 |
| Tail Ratio | 1.51 | 1.15 |
| Outlier Win Ratio | 10.74 | 2.9 |
| Outlier Loss Ratio | 11.11 | 2.1 |
| Volatility (ann.) | 15.39% | 51.07% |
| R^2 | 0.46 | 0.46 |
| Calmar | 9.21 | 1.8 |
| Skew | 2.62 | 0.59 |
| Kurtosis | 16.48 | 2.3 |
| Expected Daily % | 0.12% | 0.11% |
| Expected Monthly % | 3.56% | 3.38% |
| Expected Yearly % | 23.36% | 22.06% |
| Kelly Criterion | 21.12% | 9.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -4.25% |
| Expected Shortfall (cVaR) | -1.2% | -4.25% |
| Year | BTCUSD | master.u.hl_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 49.01 | 1.01 | + |
| 2025 | 0.41 | 2.12 | 5.11 | + |
| Metric | master.u.hl_fwd_ | BTCUSD |
|---|---|---|
| MTD | 4.26% | 13.58% |
| 3M | 1.82% | -8.23% |
| 6M | 29.83% | 39.19% |
| YTD | 2.12% | 0.41% |
| 1Y | 52.17% | 49.0% |
| 3Y (ann.) | 53.98% | 50.68% |
| 5Y (ann.) | 53.98% | 50.68% |
| Metric | master.u.hl_fwd_ | 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 | 8.9 | 1.74 |
| Ulcer Index | 1.0 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-04-23 | -5.86 | 51 |
| 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_ | 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 | 2.12% | 0.41% |
| Avg. Up Day | 0.69% | 2.36% |
| Avg. Down Day | -0.38% | -1.95% |
| Avg. Up Week | 2.67% | 6.57% |
| Avg. Down Week | -1.0% | -4.43% |
| Avg. Up Month | 6.56% | 12.75% |
| Avg. Down Month | -1.66% | -12.4% |
| Win Days % | 49.41% | 50.42% |
| Win Month % | 83.33% | 58.33% |
| Win Week % | 55.77% | 51.92% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |