| Metric | master.u_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 172.67% | 129.1% |
| Max Drawdown | -9.48% | -62.03% |
| Sharpe | 2.67 | 0.78 |
| Sortino | 5.21 | 1.15 |
| Payoff Ratio | 1.93 | 1.24 |
| Profit Factor | 1.67 | 1.13 |
| Common Sense Ratio | 2.75 | 1.31 |
| CPC Index | 1.62 | 0.69 |
| Tail Ratio | 1.65 | 1.16 |
| Outlier Win Ratio | 12.58 | 2.79 |
| Outlier Loss Ratio | 15.2 | 2.44 |
| Volatility (ann.) | 12.64% | 53.28% |
| R^2 | 0.06 | 0.06 |
| Calmar | 4.09 | 0.5 |
| Skew | 1.86 | -0.07 |
| Kurtosis | 12.6 | 4.09 |
| Expected Daily % | 0.09% | 0.07% |
| Expected Monthly % | 2.67% | 2.21% |
| Expected Yearly % | 28.5% | 23.03% |
| Kelly Criterion | 24.79% | 7.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -4.47% |
| Expected Shortfall (cVaR) | -1.0% | -4.47% |
| Year | BTCUSD | master.u_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.83 | 1.45 | -0.02 | + |
| 2023 | 155.54 | 42.92 | 0.28 | - |
| 2024 | 121.00 | 78.26 | 0.65 | - |
| 2025 | 0.98 | 5.50 | 5.59 | + |
| Metric | master.u_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.37% | 0.1% |
| 3M | 4.84% | -7.95% |
| 6M | 31.41% | 35.71% |
| YTD | 5.5% | 0.98% |
| 1Y | 54.38% | 49.84% |
| 3Y (ann.) | 39.56% | 35.71% |
| 5Y (ann.) | 38.79% | 31.11% |
| Metric | master.u_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -9.48% | -62.03% |
| Longest DD Days | 156.0 | 593.0 |
| Avg. Drawdown | -1.25% | -9.02% |
| Avg. Drawdown Days | 14.0 | 49.0 |
| Recovery Factor | 18.21 | 2.08 |
| Ulcer Index | 1.0 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-02 | 2022-08-09 | -9.48 | 68 |
| 2022-08-10 | 2023-01-13 | -7.63 | 156 |
| 2023-06-26 | 2023-10-24 | -5.37 | 120 |
| 2023-04-15 | 2023-06-21 | -5.21 | 67 |
| 2024-05-22 | 2024-07-20 | -4.55 | 59 |
| 2024-01-09 | 2024-02-10 | -4.42 | 32 |
| 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 |
| Metric | master.u_daily_ | BTCUSD |
|---|---|---|
| Best Day | 5.57% | 11.89% |
| Worst Day | -3.29% | -15.42% |
| Best Week | 9.47% | 35.75% |
| Worst Week | -4.52% | -29.64% |
| Best Month | 23.08% | 43.77% |
| Worst Month | -6.56% | -37.12% |
| Best Year | 78.26% | 155.54% |
| Worst Year | 1.45% | -59.83% |
| Avg. Up Day | 0.47% | 2.36% |
| Avg. Down Day | -0.24% | -1.91% |
| Avg. Up Week | 2.3% | 6.98% |
| Avg. Down Week | -0.89% | -4.42% |
| Avg. Up Month | 5.83% | 14.62% |
| Avg. Down Month | -2.52% | -13.06% |
| Win Days % | 50.5% | 49.1% |
| Win Month % | 73.68% | 57.89% |
| Win Week % | 53.05% | 50.0% |
| Win Quarter % | 84.62% | 53.85% |
| Win Year % | 100.0% | 75.0% |