| Metric | master.u_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 95.0% | 100.0% |
| Cumulative Return | 48.87% | 49.0% |
| Max Drawdown | -4.31% | -28.17% |
| Sharpe | 3.26 | 1.05 |
| Sortino | 7.23 | 1.67 |
| Payoff Ratio | 2.03 | 1.24 |
| Profit Factor | 1.92 | 1.17 |
| Common Sense Ratio | 3.29 | 1.34 |
| CPC Index | 2.01 | 0.73 |
| Tail Ratio | 1.71 | 1.15 |
| Outlier Win Ratio | 12.43 | 2.68 |
| Outlier Loss Ratio | 13.53 | 2.03 |
| Volatility (ann.) | 12.78% | 51.07% |
| R^2 | 0.06 | 0.06 |
| Calmar | 11.73 | 1.8 |
| Skew | 2.76 | 0.59 |
| Kurtosis | 17.86 | 2.3 |
| Expected Daily % | 0.11% | 0.11% |
| Expected Monthly % | 3.37% | 3.38% |
| Expected Yearly % | 22.01% | 22.06% |
| Kelly Criterion | 27.59% | 10.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -4.25% |
| Expected Shortfall (cVaR) | -0.99% | -4.25% |
| Year | BTCUSD | master.u_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 42.56 | 0.88 | - |
| 2025 | 0.41 | 4.43 | 10.70 | + |
| Metric | master.u_fwd_ | BTCUSD |
|---|---|---|
| MTD | 4.23% | 13.58% |
| 3M | 3.88% | -8.23% |
| 6M | 28.98% | 39.19% |
| YTD | 4.43% | 0.41% |
| 1Y | 48.87% | 49.0% |
| 3Y (ann.) | 50.55% | 50.68% |
| 5Y (ann.) | 50.55% | 50.68% |
| Metric | master.u_fwd_ | 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 | 11.34 | 1.74 |
| Ulcer Index | 0.97 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-22 | 2024-07-17 | -4.31 | 56 |
| 2025-03-27 | 2025-04-23 | -4.10 | 27 |
| 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_ | 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 | 4.43% | 0.41% |
| Avg. Up Day | 0.5% | 2.31% |
| Avg. Down Day | -0.25% | -1.86% |
| Avg. Up Week | 2.45% | 6.57% |
| Avg. Down Week | -0.87% | -4.29% |
| Avg. Up Month | 6.17% | 12.75% |
| Avg. Down Month | -1.84% | -12.4% |
| Win Days % | 51.48% | 50.42% |
| Win Month % | 83.33% | 58.33% |
| Win Week % | 56.86% | 51.92% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |