| Metric | master.u.hl_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 96.0% | 100.0% |
| Cumulative Return | 53.21% | 49.84% |
| Max Drawdown | -5.86% | -28.17% |
| Sharpe | 2.87 | 1.05 |
| Sortino | 6.12 | 1.66 |
| Payoff Ratio | 1.77 | 1.2 |
| Profit Factor | 1.74 | 1.17 |
| Common Sense Ratio | 2.66 | 1.34 |
| CPC Index | 1.54 | 0.7 |
| Tail Ratio | 1.53 | 1.15 |
| Outlier Win Ratio | 10.9 | 2.91 |
| Outlier Loss Ratio | 11.2 | 2.13 |
| Volatility (ann.) | 15.17% | 50.43% |
| R^2 | 0.46 | 0.46 |
| Calmar | 9.05 | 1.76 |
| Skew | 2.65 | 0.6 |
| Kurtosis | 17.0 | 2.41 |
| Expected Daily % | 0.12% | 0.11% |
| Expected Monthly % | 3.34% | 3.16% |
| Expected Yearly % | 23.78% | 22.41% |
| Kelly Criterion | 21.6% | 8.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -4.2% |
| Expected Shortfall (cVaR) | -1.19% | -4.2% |
| Year | BTCUSD | master.u.hl_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 49.01 | 1.01 | + |
| 2025 | 0.98 | 2.82 | 2.87 | + |
| Metric | master.u.hl_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.25% | 0.1% |
| 3M | 2.34% | -7.95% |
| 6M | 31.93% | 35.71% |
| YTD | 2.82% | 0.98% |
| 1Y | 53.21% | 49.84% |
| 3Y (ann.) | 53.03% | 49.68% |
| 5Y (ann.) | 53.03% | 49.68% |
| Metric | master.u.hl_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -5.86% | -28.17% |
| Longest DD Days | 54.0 | 161.0 |
| Avg. Drawdown | -1.33% | -7.03% |
| Avg. Drawdown Days | 12.0 | 24.0 |
| Recovery Factor | 9.08 | 1.77 |
| Ulcer Index | 1.0 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-04-26 | -5.86 | 54 |
| 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 | 2.82% | 0.98% |
| Avg. Up Day | 0.67% | 2.33% |
| Avg. Down Day | -0.38% | -1.94% |
| Avg. Up Week | 2.59% | 6.44% |
| Avg. Down Week | -0.96% | -4.34% |
| Avg. Up Month | 5.83% | 11.24% |
| Avg. Down Month | -1.66% | -12.4% |
| Win Days % | 49.86% | 50.27% |
| Win Month % | 84.62% | 61.54% |
| Win Week % | 55.56% | 51.85% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |