| Metric | master.u_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 96.0% | 100.0% |
| Cumulative Return | 50.26% | 65.52% |
| Max Drawdown | -4.31% | -28.17% |
| Sharpe | 3.23 | 1.22 |
| Sortino | 7.15 | 1.96 |
| Payoff Ratio | 1.97 | 1.24 |
| Profit Factor | 1.91 | 1.2 |
| Common Sense Ratio | 3.19 | 1.39 |
| CPC Index | 1.96 | 0.75 |
| Tail Ratio | 1.67 | 1.16 |
| Outlier Win Ratio | 12.63 | 2.67 |
| Outlier Loss Ratio | 13.45 | 2.07 |
| Volatility (ann.) | 12.54% | 50.41% |
| R^2 | 0.06 | 0.06 |
| Calmar | 11.36 | 2.26 |
| Skew | 2.79 | 0.6 |
| Kurtosis | 18.46 | 2.38 |
| Expected Daily % | 0.11% | 0.13% |
| Expected Monthly % | 3.18% | 3.95% |
| Expected Yearly % | 22.58% | 28.66% |
| Kelly Criterion | 28.02% | 10.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -4.17% |
| Expected Shortfall (cVaR) | -0.97% | -4.17% |
| Year | BTCUSD | master.u_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 42.56 | 0.88 | - |
| 2025 | 11.55 | 5.41 | 0.47 | - |
| Metric | master.u_fwd_ | BTCUSD |
|---|---|---|
| MTD | 0.27% | 10.57% |
| 3M | 5.96% | 7.87% |
| 6M | 22.97% | 36.01% |
| YTD | 5.41% | 11.55% |
| 1Y | 50.26% | 71.3% |
| 3Y (ann.) | 48.96% | 63.74% |
| 5Y (ann.) | 48.96% | 63.74% |
| Metric | master.u_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -4.31% | -28.17% |
| Longest DD Days | 60.0 | 161.0 |
| Avg. Drawdown | -0.99% | -7.03% |
| Avg. Drawdown Days | 9.0 | 25.0 |
| Recovery Factor | 11.66 | 2.33 |
| 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 |
| 2025-05-03 | 2025-05-11 | -0.97 | 8 |
| 2024-10-07 | 2024-10-12 | -0.86 | 5 |
| 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 | 5.41% | 11.55% |
| Avg. Up Day | 0.48% | 2.29% |
| Avg. Down Day | -0.25% | -1.85% |
| Avg. Up Week | 2.31% | 6.22% |
| Avg. Down Week | -0.87% | -4.29% |
| Avg. Up Month | 5.52% | 12.55% |
| Avg. Down Month | -1.84% | -12.4% |
| Win Days % | 52.25% | 50.67% |
| Win Month % | 84.62% | 61.54% |
| Win Week % | 57.41% | 54.55% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |