| Metric | master.u.hl_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 96.0% | 100.0% |
| Cumulative Return | 52.62% | 54.27% |
| Max Drawdown | -5.86% | -28.17% |
| Sharpe | 2.83 | 1.1 |
| Sortino | 6.03 | 1.74 |
| Payoff Ratio | 1.76 | 1.19 |
| Profit Factor | 1.73 | 1.17 |
| Common Sense Ratio | 2.65 | 1.35 |
| CPC Index | 1.52 | 0.71 |
| Tail Ratio | 1.53 | 1.15 |
| Outlier Win Ratio | 10.92 | 2.92 |
| Outlier Loss Ratio | 11.24 | 2.13 |
| Volatility (ann.) | 15.12% | 50.27% |
| R^2 | 0.46 | 0.46 |
| Calmar | 8.86 | 1.9 |
| Skew | 2.66 | 0.59 |
| Kurtosis | 17.14 | 2.43 |
| Expected Daily % | 0.11% | 0.12% |
| Expected Monthly % | 3.31% | 3.39% |
| Expected Yearly % | 23.54% | 24.21% |
| Kelly Criterion | 21.18% | 9.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -4.18% |
| Expected Shortfall (cVaR) | -1.18% | -4.18% |
| Year | BTCUSD | master.u.hl_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 49.01 | 1.01 | + |
| 2025 | 3.97 | 2.42 | 0.61 | - |
| Metric | master.u.hl_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.14% | 3.05% |
| 3M | 3.2% | -4.34% |
| 6M | 32.12% | 43.14% |
| YTD | 2.42% | 3.97% |
| 1Y | 52.58% | 53.67% |
| 3Y (ann.) | 51.92% | 53.55% |
| 5Y (ann.) | 51.92% | 53.55% |
| Metric | master.u.hl_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -5.86% | -28.17% |
| Longest DD Days | 54.0 | 161.0 |
| Avg. Drawdown | -1.35% | -7.03% |
| Avg. Drawdown Days | 13.0 | 24.0 |
| Recovery Factor | 8.98 | 1.93 |
| 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 |
| 2025-05-03 | 2025-05-07 | -0.65 | 4 |
| 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 | 2.42% | 3.97% |
| Avg. Up Day | 0.67% | 2.31% |
| Avg. Down Day | -0.38% | -1.94% |
| Avg. Up Week | 2.59% | 6.44% |
| Avg. Down Week | -1.0% | -4.43% |
| Avg. Up Month | 6.62% | 12.83% |
| Avg. Down Month | -1.66% | -12.4% |
| Win Days % | 49.72% | 50.68% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 55.56% | 53.7% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |