| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 96.0% | 100.0% |
| Cumulative Return | 61.05% | 73.32% |
| Max Drawdown | -3.4% | -28.17% |
| Sharpe | 3.74 | 1.28 |
| Sortino | 8.56 | 2.05 |
| Payoff Ratio | 2.11 | 1.16 |
| Profit Factor | 2.1 | 1.21 |
| Common Sense Ratio | 3.71 | 1.39 |
| CPC Index | 2.42 | 0.71 |
| Tail Ratio | 1.77 | 1.15 |
| Outlier Win Ratio | 12.65 | 2.65 |
| Outlier Loss Ratio | 13.47 | 2.06 |
| Volatility (ann.) | 12.21% | 49.89% |
| R^2 | 0.05 | 0.05 |
| Calmar | 16.68 | 2.41 |
| Skew | 2.78 | 0.58 |
| Kurtosis | 18.13 | 2.42 |
| Expected Daily % | 0.12% | 0.14% |
| Expected Monthly % | 3.73% | 4.32% |
| Expected Yearly % | 26.91% | 31.65% |
| Kelly Criterion | 33.45% | 8.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -4.12% |
| Expected Shortfall (cVaR) | -0.93% | -4.12% |
| Year | BTCUSD | master.u_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 46.39 | 0.96 | - |
| 2025 | 16.80 | 10.02 | 0.60 | - |
| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 2.01% | 15.78% |
| 3M | 9.46% | 13.4% |
| 6M | 11.35% | 10.12% |
| YTD | 10.02% | 16.8% |
| 1Y | 58.67% | 59.07% |
| 3Y (ann.) | 56.75% | 67.98% |
| 5Y (ann.) | 56.75% | 67.98% |
| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -3.4% | -28.17% |
| Longest DD Days | 56.0 | 161.0 |
| Avg. Drawdown | -0.88% | -6.45% |
| Avg. Drawdown Days | 9.0 | 22.0 |
| Recovery Factor | 17.95 | 2.6 |
| 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 | 2025-05-20 | -1.00 | 17 |
| 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 | 10.02% | 16.8% |
| Avg. Up Day | 0.47% | 2.16% |
| Avg. Down Day | -0.22% | -1.87% |
| Avg. Up Week | 2.15% | 5.68% |
| Avg. Down Week | -0.78% | -4.24% |
| Avg. Up Month | 6.05% | 13.2% |
| Avg. Down Month | -1.31% | -12.4% |
| Win Days % | 54.86% | 50.9% |
| Win Month % | 84.62% | 61.54% |
| Win Week % | 64.29% | 56.14% |
| Win Quarter % | 100.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |