| Metric | master.u.hl_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 56.71% | 73.6% |
| Max Drawdown | -5.86% | -28.17% |
| Sharpe | 2.73 | 1.21 |
| Sortino | 5.76 | 1.93 |
| Payoff Ratio | 1.69 | 1.18 |
| Profit Factor | 1.69 | 1.19 |
| Common Sense Ratio | 2.63 | 1.4 |
| CPC Index | 1.43 | 0.72 |
| Tail Ratio | 1.56 | 1.17 |
| Outlier Win Ratio | 11.08 | 2.92 |
| Outlier Loss Ratio | 11.25 | 2.18 |
| Volatility (ann.) | 14.36% | 48.32% |
| R^2 | 0.45 | 0.45 |
| Calmar | 7.94 | 2.13 |
| Skew | 2.73 | 0.61 |
| Kurtosis | 18.48 | 2.62 |
| Expected Daily % | 0.1% | 0.13% |
| Expected Monthly % | 3.04% | 3.75% |
| Expected Yearly % | 25.18% | 31.76% |
| Kelly Criterion | 20.75% | 9.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.13% | -4.0% |
| Expected Shortfall (cVaR) | -1.13% | -4.0% |
| Year | BTCUSD | master.u.hl_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 49.01 | 1.01 | + |
| 2025 | 16.99 | 5.17 | 0.30 | - |
| Metric | master.u.hl_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.43% | 1.91% |
| 3M | 7.55% | 30.25% |
| 6M | 4.45% | 11.29% |
| YTD | 5.17% | 16.99% |
| 1Y | 61.22% | 92.83% |
| 3Y (ann.) | 46.55% | 59.88% |
| 5Y (ann.) | 46.55% | 59.88% |
| Metric | master.u.hl_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -5.86% | -28.17% |
| Longest DD Days | 54.0 | 161.0 |
| Avg. Drawdown | -1.37% | -6.8% |
| Avg. Drawdown Days | 13.0 | 25.0 |
| Recovery Factor | 9.67 | 2.61 |
| Ulcer Index | 1.0 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-04-26 | -5.86 | 54 |
| 2024-05-22 | 2024-07-15 | -5.43 | 54 |
| 2025-01-25 | 2025-03-02 | -4.27 | 36 |
| 2025-06-11 | 2025-07-03 | -3.22 | 22 |
| 2024-12-17 | 2025-01-24 | -2.77 | 38 |
| 2024-07-22 | 2024-08-08 | -2.59 | 17 |
| 2024-08-26 | 2024-09-18 | -2.33 | 23 |
| 2024-08-10 | 2024-08-24 | -2.03 | 14 |
| 2024-11-23 | 2024-12-13 | -2.02 | 20 |
| 2024-10-22 | 2024-11-06 | -1.44 | 15 |
| Metric | master.u.hl_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 6.38% | 11.89% |
| Worst Day | -2.77% | -8.6% |
| Best Week | 12.62% | 18.93% |
| Worst Week | -2.35% | -12.33% |
| Best Month | 27.28% | 37.42% |
| Worst Month | -2.66% | -17.69% |
| Best Year | 49.01% | 48.38% |
| Worst Year | 5.17% | 16.99% |
| Avg. Up Day | 0.61% | 2.18% |
| Avg. Down Day | -0.36% | -1.86% |
| Avg. Up Week | 2.28% | 5.65% |
| Avg. Down Week | -0.97% | -4.27% |
| Avg. Up Month | 5.48% | 11.48% |
| Avg. Down Month | -1.66% | -12.4% |
| Win Days % | 50.24% | 51.05% |
| Win Month % | 80.0% | 66.67% |
| Win Week % | 55.56% | 57.14% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |