| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 96.0% | 100.0% |
| Cumulative Return | 58.34% | 66.61% |
| Max Drawdown | -3.4% | -28.17% |
| Sharpe | 3.73 | 1.24 |
| Sortino | 8.59 | 1.98 |
| Payoff Ratio | 2.08 | 1.15 |
| Profit Factor | 2.12 | 1.2 |
| Common Sense Ratio | 3.67 | 1.39 |
| CPC Index | 2.43 | 0.7 |
| Tail Ratio | 1.73 | 1.16 |
| Outlier Win Ratio | 12.94 | 2.65 |
| Outlier Loss Ratio | 13.74 | 2.05 |
| Volatility (ann.) | 12.25% | 50.47% |
| R^2 | 0.05 | 0.05 |
| Calmar | 16.75 | 2.31 |
| Skew | 2.83 | 0.59 |
| Kurtosis | 18.55 | 2.36 |
| Expected Daily % | 0.12% | 0.14% |
| Expected Monthly % | 3.6% | 4.0% |
| Expected Yearly % | 25.83% | 29.08% |
| Kelly Criterion | 33.31% | 8.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -4.17% |
| Expected Shortfall (cVaR) | -0.93% | -4.17% |
| Year | BTCUSD | master.u_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 46.39 | 0.96 | - |
| 2025 | 12.28 | 8.16 | 0.66 | - |
| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.3% | 11.3% |
| 3M | 7.88% | 8.55% |
| 6M | 27.31% | 38.07% |
| YTD | 8.16% | 12.28% |
| 1Y | 58.34% | 66.19% |
| 3Y (ann.) | 56.98% | 65.01% |
| 5Y (ann.) | 56.98% | 65.01% |
| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -3.4% | -28.17% |
| Longest DD Days | 56.0 | 161.0 |
| Avg. Drawdown | -0.89% | -7.03% |
| Avg. Drawdown Days | 9.0 | 25.0 |
| Recovery Factor | 17.15 | 2.36 |
| Ulcer Index | 0.97 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-27 | 2025-04-23 | -3.40 | 27 |
| 2024-05-22 | 2024-07-17 | -3.39 | 56 |
| 2025-01-23 | 2025-03-12 | -2.88 | 48 |
| 2024-08-26 | 2024-09-14 | -2.79 | 19 |
| 2024-07-23 | 2024-08-07 | -2.33 | 15 |
| 2025-01-07 | 2025-01-22 | -1.82 | 15 |
| 2024-12-06 | 2024-12-16 | -1.09 | 10 |
| 2024-10-22 | 2024-11-06 | -1.08 | 15 |
| 2025-05-03 | 2025-05-10 | -0.90 | 7 |
| 2024-11-13 | 2024-11-14 | -0.82 | 1 |
| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 5.5% | 11.89% |
| Worst Day | -1.85% | -8.6% |
| Best Week | 9.13% | 18.93% |
| Worst Week | -1.89% | -12.33% |
| Best Month | 22.96% | 37.42% |
| Worst Month | -1.7% | -17.69% |
| Best Year | 46.39% | 48.38% |
| Worst Year | 8.16% | 12.28% |
| Avg. Up Day | 0.46% | 2.17% |
| Avg. Down Day | -0.22% | -1.88% |
| Avg. Up Week | 2.16% | 5.81% |
| Avg. Down Week | -0.78% | -4.24% |
| Avg. Up Month | 5.83% | 12.64% |
| Avg. Down Month | -1.31% | -12.4% |
| Win Days % | 54.93% | 50.81% |
| Win Month % | 84.62% | 61.54% |
| Win Week % | 64.81% | 54.55% |
| Win Quarter % | 100.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |