| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 96.0% | 100.0% |
| Cumulative Return | 52.61% | 66.5% |
| Max Drawdown | -4.31% | -28.17% |
| Sharpe | 3.2 | 1.19 |
| Sortino | 7.05 | 1.9 |
| Payoff Ratio | 2.02 | 1.24 |
| Profit Factor | 1.89 | 1.19 |
| Common Sense Ratio | 3.21 | 1.38 |
| CPC Index | 1.98 | 0.75 |
| Tail Ratio | 1.7 | 1.15 |
| Outlier Win Ratio | 12.43 | 2.68 |
| Outlier Loss Ratio | 13.55 | 2.11 |
| Volatility (ann.) | 12.35% | 49.37% |
| R^2 | 0.06 | 0.06 |
| Calmar | 11.02 | 2.12 |
| Skew | 2.78 | 0.6 |
| Kurtosis | 18.55 | 2.52 |
| Expected Daily % | 0.11% | 0.13% |
| Expected Monthly % | 3.07% | 3.71% |
| Expected Yearly % | 23.53% | 29.03% |
| Kelly Criterion | 28.01% | 10.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -4.09% |
| Expected Shortfall (cVaR) | -0.95% | -4.09% |
| Year | BTCUSD | master.u_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 42.56 | 0.88 | - |
| 2025 | 12.21 | 7.05 | 0.58 | - |
| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.23% | 0.1% |
| 3M | 5.7% | 21.58% |
| 6M | 8.23% | 9.27% |
| YTD | 7.05% | 12.21% |
| 1Y | 50.13% | 52.28% |
| 3Y (ann.) | 47.5% | 59.8% |
| 5Y (ann.) | 47.5% | 59.8% |
| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -4.31% | -28.17% |
| Longest DD Days | 60.0 | 161.0 |
| Avg. Drawdown | -0.98% | -6.63% |
| Avg. Drawdown Days | 10.0 | 23.0 |
| Recovery Factor | 12.21 | 2.36 |
| 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 | 7.05% | 12.21% |
| Avg. Up Day | 0.48% | 2.24% |
| Avg. Down Day | -0.24% | -1.81% |
| Avg. Up Week | 2.3% | 6.1% |
| Avg. Down Week | -0.85% | -4.22% |
| Avg. Up Month | 5.08% | 11.23% |
| Avg. Down Month | -1.84% | -12.4% |
| Win Days % | 51.84% | 50.63% |
| Win Month % | 85.71% | 64.29% |
| Win Week % | 56.14% | 55.17% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |