| Metric | master.u.bl_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 49.12% | 59.88% |
| Max Drawdown | -6.25% | -28.17% |
| Sharpe | 2.71 | 1.12 |
| Sortino | 5.37 | 1.76 |
| Payoff Ratio | 1.61 | 1.19 |
| Profit Factor | 1.65 | 1.18 |
| Common Sense Ratio | 2.75 | 1.36 |
| CPC Index | 1.34 | 0.72 |
| Tail Ratio | 1.67 | 1.15 |
| Outlier Win Ratio | 11.12 | 3.0 |
| Outlier Loss Ratio | 11.5 | 2.18 |
| Volatility (ann.) | 13.76% | 48.21% |
| R^2 | 0.52 | 0.52 |
| Calmar | 7.02 | 1.89 |
| Skew | 1.89 | 0.54 |
| Kurtosis | 10.63 | 2.65 |
| Expected Daily % | 0.1% | 0.12% |
| Expected Monthly % | 2.9% | 3.41% |
| Expected Yearly % | 22.11% | 26.44% |
| Kelly Criterion | 19.59% | 10.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.08% | -4.0% |
| Expected Shortfall (cVaR) | -1.08% | -4.0% |
| Year | BTCUSD | master.u.bl_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 38.62 | 1.02 | + |
| 2025 | 15.98 | 7.58 | 0.47 | - |
| Metric | master.u.bl_fwd_ | BTCUSD |
|---|---|---|
| MTD | -0.0% | 1.02% |
| 3M | 8.85% | 29.67% |
| 6M | 6.7% | 10.24% |
| YTD | 7.58% | 15.98% |
| 1Y | 51.93% | 85.89% |
| 3Y (ann.) | 43.86% | 53.28% |
| 5Y (ann.) | 43.86% | 53.28% |
| Metric | master.u.bl_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -6.25% | -28.17% |
| Longest DD Days | 59.0 | 145.0 |
| Avg. Drawdown | -1.21% | -7.75% |
| Avg. Drawdown Days | 12.0 | 28.0 |
| Recovery Factor | 7.86 | 2.13 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2024-09-19 | -6.25 | 59 |
| 2025-03-03 | 2025-04-23 | -5.74 | 51 |
| 2025-01-25 | 2025-03-02 | -3.90 | 36 |
| 2024-06-06 | 2024-07-14 | -3.10 | 38 |
| 2024-11-23 | 2024-12-07 | -2.29 | 14 |
| 2024-12-17 | 2025-01-21 | -2.23 | 35 |
| 2025-06-11 | 2025-06-25 | -1.94 | 14 |
| 2024-12-09 | 2024-12-13 | -1.37 | 4 |
| 2024-10-22 | 2024-11-06 | -0.97 | 15 |
| 2025-05-03 | 2025-05-20 | -0.86 | 17 |
| Metric | master.u.bl_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 4.9% | 11.89% |
| Worst Day | -2.71% | -8.6% |
| Best Week | 9.44% | 18.93% |
| Worst Week | -2.2% | -12.33% |
| Best Month | 22.03% | 37.42% |
| Worst Month | -2.31% | -17.69% |
| Best Year | 38.62% | 37.85% |
| Worst Year | 7.58% | 15.98% |
| Avg. Up Day | 0.6% | 2.22% |
| Avg. Down Day | -0.37% | -1.87% |
| Avg. Up Week | 2.14% | 5.47% |
| Avg. Down Week | -0.92% | -4.57% |
| Avg. Up Month | 5.57% | 12.01% |
| Avg. Down Month | -1.44% | -11.29% |
| Win Days % | 50.38% | 51.12% |
| Win Month % | 71.43% | 64.29% |
| Win Week % | 54.24% | 57.63% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |