| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 96.0% | 100.0% |
| Cumulative Return | 54.41% | 73.6% |
| Max Drawdown | -4.31% | -28.17% |
| Sharpe | 3.13 | 1.21 |
| Sortino | 6.89 | 1.93 |
| Payoff Ratio | 2.01 | 1.22 |
| Profit Factor | 1.86 | 1.19 |
| Common Sense Ratio | 3.1 | 1.4 |
| CPC Index | 1.9 | 0.75 |
| Tail Ratio | 1.67 | 1.17 |
| Outlier Win Ratio | 12.37 | 2.71 |
| Outlier Loss Ratio | 13.91 | 2.11 |
| Volatility (ann.) | 12.01% | 48.32% |
| R^2 | 0.06 | 0.06 |
| Calmar | 10.38 | 2.13 |
| Skew | 2.83 | 0.61 |
| Kurtosis | 19.42 | 2.62 |
| Expected Daily % | 0.1% | 0.13% |
| Expected Monthly % | 2.94% | 3.75% |
| Expected Yearly % | 24.26% | 31.76% |
| Kelly Criterion | 26.53% | 11.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -4.0% |
| Expected Shortfall (cVaR) | -0.93% | -4.0% |
| Year | BTCUSD | master.u_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 42.56 | 0.88 | - |
| 2025 | 16.99 | 8.31 | 0.49 | - |
| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.2% | 1.91% |
| 3M | 8.36% | 30.25% |
| 6M | 7.19% | 11.29% |
| YTD | 8.31% | 16.99% |
| 1Y | 55.64% | 92.83% |
| 3Y (ann.) | 44.72% | 59.88% |
| 5Y (ann.) | 44.72% | 59.88% |
| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -4.31% | -28.17% |
| Longest DD Days | 60.0 | 161.0 |
| Avg. Drawdown | -0.95% | -6.8% |
| Avg. Drawdown Days | 9.0 | 25.0 |
| Recovery Factor | 12.63 | 2.61 |
| 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 |
| 2025-06-11 | 2025-06-25 | -1.04 | 14 |
| 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 | 8.31% | 16.99% |
| Avg. Up Day | 0.46% | 2.18% |
| Avg. Down Day | -0.23% | -1.78% |
| Avg. Up Week | 2.2% | 5.85% |
| Avg. Down Week | -0.82% | -4.14% |
| Avg. Up Month | 5.23% | 11.48% |
| Avg. Down Month | -1.84% | -12.4% |
| Win Days % | 50.97% | 51.05% |
| Win Month % | 80.0% | 66.67% |
| Win Week % | 54.84% | 57.14% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |