| Metric | master.u.hl_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 96.0% | 100.0% |
| Cumulative Return | 47.38% | 71.33% |
| Max Drawdown | -6.84% | -28.17% |
| Sharpe | 2.53 | 1.26 |
| Sortino | 5.29 | 2.02 |
| Payoff Ratio | 1.76 | 1.25 |
| Profit Factor | 1.62 | 1.2 |
| Common Sense Ratio | 2.43 | 1.39 |
| CPC Index | 1.37 | 0.76 |
| Tail Ratio | 1.5 | 1.15 |
| Outlier Win Ratio | 10.71 | 2.87 |
| Outlier Loss Ratio | 11.36 | 2.17 |
| Volatility (ann.) | 14.93% | 49.95% |
| R^2 | 0.45 | 0.45 |
| Calmar | 6.48 | 2.36 |
| Skew | 2.69 | 0.59 |
| Kurtosis | 17.53 | 2.41 |
| Expected Daily % | 0.1% | 0.14% |
| Expected Monthly % | 3.03% | 4.23% |
| Expected Yearly % | 21.4% | 30.89% |
| Kelly Criterion | 18.07% | 11.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -4.13% |
| Expected Shortfall (cVaR) | -1.18% | -4.13% |
| Year | BTCUSD | master.u.hl_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 44.78 | 0.93 | - |
| 2025 | 15.47 | 1.80 | 0.12 | - |
| Metric | master.u.hl_fwd_ | BTCUSD |
|---|---|---|
| MTD | 0.94% | 14.45% |
| 3M | 4.49% | 9.61% |
| 6M | 0.74% | 9.5% |
| YTD | 1.8% | 15.47% |
| 1Y | 44.87% | 58.65% |
| 3Y (ann.) | 44.31% | 66.39% |
| 5Y (ann.) | 44.31% | 66.39% |
| Metric | master.u.hl_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -6.84% | -28.17% |
| Longest DD Days | 158.0 | 161.0 |
| Avg. Drawdown | -1.35% | -6.45% |
| Avg. Drawdown Days | 17.0 | 22.0 |
| Recovery Factor | 6.93 | 2.53 |
| Ulcer Index | 1.0 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-05-24 | -6.84 | 158 |
| 2024-05-22 | 2024-07-15 | -5.87 | 54 |
| 2024-07-22 | 2024-08-08 | -2.84 | 17 |
| 2024-08-25 | 2024-09-19 | -2.49 | 25 |
| 2024-11-23 | 2024-12-15 | -2.14 | 22 |
| 2024-08-10 | 2024-08-24 | -2.08 | 14 |
| 2024-10-22 | 2024-11-06 | -1.77 | 15 |
| 2024-11-17 | 2024-11-19 | -0.63 | 2 |
| 2024-10-07 | 2024-10-12 | -0.56 | 5 |
| 2024-07-18 | 2024-07-19 | -0.45 | 1 |
| Metric | master.u.hl_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 6.35% | 11.89% |
| Worst Day | -2.8% | -8.6% |
| Best Week | 12.65% | 18.93% |
| Worst Week | -2.5% | -12.33% |
| Best Month | 26.86% | 37.42% |
| Worst Month | -3.0% | -17.69% |
| Best Year | 44.78% | 48.38% |
| Worst Year | 1.8% | 15.47% |
| Avg. Up Day | 0.66% | 2.38% |
| Avg. Down Day | -0.37% | -1.91% |
| Avg. Up Week | 2.46% | 6.33% |
| Avg. Down Week | -1.04% | -4.7% |
| Avg. Up Month | 6.36% | 13.51% |
| Avg. Down Month | -1.07% | -7.53% |
| Win Days % | 47.71% | 50.78% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 52.63% | 56.14% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |