| Metric | master.u.hl_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 149.92% | 69.33% |
| Max Drawdown | -20.96% | -72.75% |
| Sharpe | 1.71 | 0.55 |
| Sortino | 2.9 | 0.81 |
| Payoff Ratio | 1.41 | 1.14 |
| Profit Factor | 1.37 | 1.09 |
| Common Sense Ratio | 1.82 | 1.15 |
| CPC Index | 0.97 | 0.62 |
| Tail Ratio | 1.32 | 1.05 |
| Outlier Win Ratio | 11.16 | 3.07 |
| Outlier Loss Ratio | 12.02 | 2.67 |
| Volatility (ann.) | 16.42% | 54.56% |
| R^2 | 0.51 | 0.51 |
| Calmar | 1.46 | 0.23 |
| Skew | 1.14 | 0.0 |
| Kurtosis | 11.02 | 4.0 |
| Expected Daily % | 0.07% | 0.04% |
| Expected Monthly % | 2.15% | 1.23% |
| Expected Yearly % | 20.11% | 11.11% |
| Kelly Criterion | 14.18% | 5.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -4.61% |
| Expected Shortfall (cVaR) | -1.34% | -4.61% |
| Year | BTCUSD | master.u.hl_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -19.41 | -0.92 | 0.05 | + |
| 2022 | -64.22 | -16.32 | 0.25 | + |
| 2023 | 155.54 | 64.79 | 0.42 | - |
| 2024 | 121.00 | 78.60 | 0.65 | - |
| 2025 | 3.97 | 2.42 | 0.61 | - |
| Metric | master.u.hl_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.14% | 3.05% |
| 3M | 3.2% | -4.34% |
| 6M | 32.12% | 43.14% |
| YTD | 2.42% | 3.97% |
| 1Y | 54.29% | 53.67% |
| 3Y (ann.) | 38.21% | 39.14% |
| 5Y (ann.) | 30.5% | 16.54% |
| Metric | master.u.hl_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -20.96% | -72.75% |
| Longest DD Days | 377.0 | 820.0 |
| Avg. Drawdown | -2.02% | -12.32% |
| Avg. Drawdown Days | 22.0 | 88.0 |
| Recovery Factor | 7.15 | 0.95 |
| Ulcer Index | 1.1 | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-03-14 | -20.96 | 377 |
| 2021-12-25 | 2022-03-01 | -13.01 | 66 |
| 2024-01-09 | 2024-03-03 | -7.19 | 54 |
| 2025-03-03 | 2025-04-26 | -5.86 | 54 |
| 2024-05-22 | 2024-07-15 | -5.59 | 54 |
| 2024-03-14 | 2024-03-26 | -5.10 | 12 |
| 2023-04-15 | 2023-06-20 | -4.69 | 66 |
| 2023-06-26 | 2023-10-23 | -4.41 | 119 |
| 2025-01-25 | 2025-03-02 | -4.27 | 36 |
| 2024-12-17 | 2025-01-24 | -2.77 | 38 |
| Metric | master.u.hl_daily_ | BTCUSD |
|---|---|---|
| Best Day | 6.38% | 14.52% |
| Worst Day | -5.35% | -15.42% |
| Best Week | 12.62% | 35.75% |
| Worst Week | -6.18% | -29.64% |
| Best Month | 27.28% | 43.77% |
| Worst Month | -7.38% | -37.12% |
| Best Year | 78.6% | 155.54% |
| Worst Year | -16.32% | -64.22% |
| Avg. Up Day | 0.65% | 2.37% |
| Avg. Down Day | -0.46% | -2.07% |
| Avg. Up Week | 2.38% | 6.79% |
| Avg. Down Week | -1.27% | -5.28% |
| Avg. Up Month | 6.36% | 14.75% |
| Avg. Down Month | -3.04% | -13.33% |
| Win Days % | 49.76% | 49.48% |
| Win Month % | 62.79% | 55.81% |
| Win Week % | 52.46% | 49.73% |
| Win Quarter % | 66.67% | 46.67% |
| Win Year % | 60.0% | 60.0% |