| Metric | master.u_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 96.0% | 100.0% |
| Cumulative Return | 45.0% | 71.33% |
| Max Drawdown | -4.82% | -28.17% |
| Sharpe | 2.87 | 1.26 |
| Sortino | 6.18 | 2.02 |
| Payoff Ratio | 2.01 | 1.29 |
| Profit Factor | 1.75 | 1.2 |
| Common Sense Ratio | 2.93 | 1.39 |
| CPC Index | 1.74 | 0.79 |
| Tail Ratio | 1.67 | 1.15 |
| Outlier Win Ratio | 12.12 | 2.68 |
| Outlier Loss Ratio | 13.31 | 2.09 |
| Volatility (ann.) | 12.5% | 49.95% |
| R^2 | 0.06 | 0.06 |
| Calmar | 8.73 | 2.36 |
| Skew | 2.71 | 0.59 |
| Kurtosis | 17.76 | 2.41 |
| Expected Daily % | 0.1% | 0.14% |
| Expected Monthly % | 2.9% | 4.23% |
| Expected Yearly % | 20.42% | 30.89% |
| Kelly Criterion | 24.15% | 12.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -4.13% |
| Expected Shortfall (cVaR) | -0.98% | -4.13% |
| Year | BTCUSD | master.u_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 38.86 | 0.80 | - |
| 2025 | 15.47 | 4.43 | 0.29 | - |
| Metric | master.u_fwd_ | BTCUSD |
|---|---|---|
| MTD | 1.23% | 14.45% |
| 3M | 5.75% | 9.61% |
| 6M | 5.35% | 9.5% |
| YTD | 4.43% | 15.47% |
| 1Y | 41.44% | 58.65% |
| 3Y (ann.) | 42.1% | 66.39% |
| 5Y (ann.) | 42.1% | 66.39% |
| Metric | master.u_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -4.82% | -28.17% |
| Longest DD Days | 90.0 | 161.0 |
| Avg. Drawdown | -1.08% | -6.45% |
| Avg. Drawdown Days | 12.0 | 22.0 |
| Recovery Factor | 9.33 | 2.53 |
| Ulcer Index | 0.98 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-22 | 2024-07-20 | -4.82 | 59 |
| 2025-01-23 | 2025-04-23 | -4.67 | 90 |
| 2024-08-25 | 2024-09-19 | -3.55 | 25 |
| 2025-01-07 | 2025-01-22 | -2.90 | 15 |
| 2024-07-23 | 2024-08-09 | -2.41 | 17 |
| 2025-05-03 | 2025-05-21 | -1.55 | 18 |
| 2024-10-22 | 2024-11-06 | -1.20 | 15 |
| 2024-12-06 | 2024-12-16 | -1.05 | 10 |
| 2024-10-07 | 2024-10-12 | -0.91 | 5 |
| 2024-12-17 | 2025-01-03 | -0.87 | 17 |
| Metric | master.u_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 5.53% | 11.89% |
| Worst Day | -2.01% | -8.6% |
| Best Week | 9.48% | 18.93% |
| Worst Week | -2.2% | -12.33% |
| Best Month | 22.65% | 37.42% |
| Worst Month | -2.46% | -17.69% |
| Best Year | 38.86% | 48.38% |
| Worst Year | 4.43% | 15.47% |
| Avg. Up Day | 0.5% | 2.36% |
| Avg. Down Day | -0.25% | -1.83% |
| Avg. Up Week | 2.29% | 6.33% |
| Avg. Down Week | -0.91% | -4.26% |
| Avg. Up Month | 5.27% | 13.03% |
| Avg. Down Month | -2.14% | -12.4% |
| Win Days % | 49.32% | 50.78% |
| Win Month % | 84.62% | 61.54% |
| Win Week % | 53.57% | 56.14% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |