| Metric | master.u.eth.i.sol.u_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | 95.1% | 60.82% |
| Max Drawdown | -11.12% | -29.51% |
| Sharpe | 1.19 | 0.52 |
| Sortino | 1.97 | 0.75 |
| Payoff Ratio | 1.23 | 1.05 |
| Profit Factor | 1.3 | 1.09 |
| Common Sense Ratio | 1.61 | 1.03 |
| CPC Index | 0.8 | 0.59 |
| Tail Ratio | 1.24 | 0.94 |
| Outlier Win Ratio | 8.56 | 3.39 |
| Outlier Loss Ratio | 9.78 | 3.15 |
| Volatility (ann.) | 11.75% | 23.8% |
| R^2 | 0.38 | 0.38 |
| Calmar | 6.34 | 1.56 |
| Skew | 1.98 | 0.23 |
| Kurtosis | 39.08 | 7.55 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 4.27% | 3.01% |
| Expected Yearly % | 39.68% | 26.81% |
| Kelly Criterion | 9.31% | 5.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.02% |
| Expected Shortfall (cVaR) | -0.97% | -2.02% |
| Year | BTCUSD | master.u.eth.i.sol.u_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 45.58 | 1.20 | + |
| 2025 | 16.52 | 34.02 | 2.06 | + |
| Metric | master.u.eth.i.sol.u_fwd_ | BTCUSD |
|---|---|---|
| MTD | -0.26% | 0.48% |
| 3M | -2.21% | 2.91% |
| 6M | 16.65% | 26.45% |
| YTD | 34.02% | 16.52% |
| 1Y | 86.61% | 84.46% |
| 3Y (ann.) | 70.54% | 46.15% |
| 5Y (ann.) | 70.54% | 46.15% |
| Metric | master.u.eth.i.sol.u_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -11.12% | -29.51% |
| Longest DD Days | 67.0 | 144.0 |
| Avg. Drawdown | -1.73% | -5.13% |
| Avg. Drawdown Days | 7.0 | 15.0 |
| Recovery Factor | 8.55 | 2.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2024-08-08 | -11.12 | 17 |
| 2025-08-29 | 2025-09-01 | -9.17 | 3 |
| 2025-02-04 | 2025-04-12 | -9.10 | 67 |
| 2025-07-18 | 2025-08-12 | -7.45 | 25 |
| 2024-11-29 | 2025-01-15 | -5.61 | 47 |
| 2024-06-05 | 2024-07-19 | -5.38 | 43 |
| 2025-04-14 | 2025-04-22 | -5.00 | 8 |
| 2025-05-14 | 2025-07-18 | -4.73 | 65 |
| 2024-10-07 | 2024-10-14 | -4.48 | 6 |
| 2025-01-24 | 2025-02-03 | -2.79 | 10 |
| Metric | master.u.eth.i.sol.u_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 7.95% | 9.33% |
| Worst Day | -5.83% | -9.32% |
| Best Week | 17.0% | 18.93% |
| Worst Week | -6.84% | -12.33% |
| Best Month | 27.94% | 37.42% |
| Worst Month | -2.8% | -17.69% |
| Best Year | 45.58% | 38.02% |
| Worst Year | 34.02% | 16.52% |
| Avg. Up Day | 0.36% | 0.93% |
| Avg. Down Day | -0.29% | -0.88% |
| Avg. Up Week | 2.97% | 5.13% |
| Avg. Down Week | -1.3% | -4.13% |
| Avg. Up Month | 10.33% | 12.01% |
| Avg. Down Month | -2.07% | -8.7% |
| Win Days % | 49.94% | 51.5% |
| Win Month % | 56.25% | 62.5% |
| Win Week % | 64.18% | 56.72% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |