| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 96.0% | 100.0% |
| Cumulative Return | 52.29% | 74.36% |
| Max Drawdown | -4.31% | -28.17% |
| Sharpe | 3.25 | 1.31 |
| Sortino | 7.16 | 2.09 |
| Payoff Ratio | 1.99 | 1.26 |
| Profit Factor | 1.89 | 1.21 |
| Common Sense Ratio | 3.33 | 1.4 |
| CPC Index | 1.97 | 0.77 |
| Tail Ratio | 1.76 | 1.16 |
| Outlier Win Ratio | 12.34 | 2.66 |
| Outlier Loss Ratio | 13.19 | 2.1 |
| Volatility (ann.) | 12.55% | 49.96% |
| R^2 | 0.06 | 0.06 |
| Calmar | 11.44 | 2.48 |
| Skew | 2.73 | 0.59 |
| Kurtosis | 17.9 | 2.43 |
| Expected Daily % | 0.11% | 0.14% |
| Expected Monthly % | 3.29% | 4.37% |
| Expected Yearly % | 23.4% | 32.05% |
| Kelly Criterion | 28.13% | 11.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -4.12% |
| Expected Shortfall (cVaR) | -0.97% | -4.12% |
| Year | BTCUSD | master.u_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 42.56 | 0.88 | - |
| 2025 | 17.51 | 6.82 | 0.39 | - |
| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 1.62% | 16.48% |
| 3M | 7.28% | 14.53% |
| 6M | 12.37% | 21.19% |
| YTD | 6.82% | 17.51% |
| 1Y | 48.21% | 53.57% |
| 3Y (ann.) | 49.31% | 69.86% |
| 5Y (ann.) | 49.31% | 69.86% |
| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -4.31% | -28.17% |
| Longest DD Days | 60.0 | 161.0 |
| Avg. Drawdown | -1.0% | -6.61% |
| Avg. Drawdown Days | 10.0 | 24.0 |
| Recovery Factor | 12.13 | 2.64 |
| 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 |
| 2025-05-03 | 2025-05-20 | -1.28 | 17 |
| 2024-10-22 | 2024-11-06 | -1.11 | 15 |
| 2024-12-06 | 2024-12-16 | -1.04 | 10 |
| 2024-10-07 | 2024-10-12 | -0.86 | 5 |
| Metric | master.u_fwd_daily_ | 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 | 6.82% | 17.51% |
| Avg. Up Day | 0.49% | 2.29% |
| Avg. Down Day | -0.25% | -1.82% |
| Avg. Up Week | 2.37% | 6.42% |
| Avg. Down Week | -0.87% | -4.29% |
| Avg. Up Month | 5.69% | 13.29% |
| Avg. Down Month | -1.84% | -12.4% |
| Win Days % | 52.19% | 50.65% |
| Win Month % | 84.62% | 61.54% |
| Win Week % | 56.36% | 55.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |