| Metric | master.u.eth.i.sol.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 109.21% | 60.8% |
| Max Drawdown | -10.29% | -28.21% |
| Sharpe | 2.65 | 1.05 |
| Sortino | 4.84 | 1.54 |
| Payoff Ratio | 1.53 | 1.04 |
| Profit Factor | 1.75 | 1.17 |
| Common Sense Ratio | 2.34 | 1.24 |
| CPC Index | 1.43 | 0.64 |
| Tail Ratio | 1.34 | 1.06 |
| Outlier Win Ratio | 7.67 | 3.25 |
| Outlier Loss Ratio | 9.01 | 2.58 |
| Volatility (ann.) | 23.26% | 46.74% |
| R^2 | 0.38 | 0.38 |
| Calmar | 7.83 | 1.64 |
| Skew | 1.51 | -0.15 |
| Kurtosis | 17.32 | 3.48 |
| Expected Daily % | 0.16% | 0.1% |
| Expected Monthly % | 5.04% | 3.22% |
| Expected Yearly % | 44.64% | 26.81% |
| Kelly Criterion | 22.67% | 7.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.83% | -3.89% |
| Expected Shortfall (cVaR) | -1.83% | -3.89% |
| Year | BTCUSD | master.u.eth.i.sol.u_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 45.59 | 1.24 | + |
| 2025 | 17.63 | 43.70 | 2.48 | + |
| Metric | master.u.eth.i.sol.u_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 1.87% | -8.1% |
| 3M | 4.88% | 2.49% |
| 6M | 25.41% | 36.19% |
| YTD | 43.7% | 17.63% |
| 1Y | 100.11% | 85.01% |
| 3Y (ann.) | 80.56% | 46.26% |
| 5Y (ann.) | 80.56% | 46.26% |
| Metric | master.u.eth.i.sol.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -10.29% | -28.21% |
| Longest DD Days | 64.0 | 154.0 |
| Avg. Drawdown | -2.02% | -8.09% |
| Avg. Drawdown Days | 12.0 | 36.0 |
| Recovery Factor | 10.61 | 2.16 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-23 | 2024-08-09 | -10.29 | 17 |
| 2025-03-27 | 2025-04-12 | -7.37 | 16 |
| 2025-07-19 | 2025-08-13 | -6.85 | 25 |
| 2025-01-25 | 2025-03-26 | -5.13 | 60 |
| 2024-06-06 | 2024-07-17 | -4.64 | 41 |
| 2024-12-01 | 2025-01-17 | -3.77 | 47 |
| 2025-05-15 | 2025-07-18 | -3.77 | 64 |
| 2025-04-15 | 2025-04-21 | -3.76 | 6 |
| 2024-10-08 | 2024-10-14 | -2.88 | 6 |
| 2025-08-30 | 2025-08-31 | -2.33 | 1 |
| Metric | master.u.eth.i.sol.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 9.44% | 9.49% |
| Worst Day | -6.96% | -13.23% |
| Best Week | 16.42% | 15.41% |
| Worst Week | -3.05% | -18.81% |
| Best Month | 29.21% | 34.43% |
| Worst Month | -3.77% | -23.44% |
| Best Year | 45.59% | 36.7% |
| Worst Year | 43.7% | 17.63% |
| Avg. Up Day | 0.83% | 1.92% |
| Avg. Down Day | -0.54% | -1.85% |
| Avg. Up Week | 3.08% | 5.62% |
| Avg. Down Week | -1.16% | -4.68% |
| Avg. Up Month | 8.71% | 11.86% |
| Avg. Down Month | -2.21% | -12.25% |
| Win Days % | 53.19% | 53.07% |
| Win Month % | 73.33% | 66.67% |
| Win Week % | 59.7% | 53.73% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |