| Metric | master.u.eth.i3_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 126.1% | 72.85% |
| Max Drawdown | -9.7% | -28.17% |
| Sharpe | 2.71 | 1.11 |
| Sortino | 4.81 | 1.77 |
| Payoff Ratio | 1.75 | 1.07 |
| Profit Factor | 1.84 | 1.18 |
| Common Sense Ratio | 3.36 | 1.34 |
| CPC Index | 1.77 | 0.64 |
| Tail Ratio | 1.83 | 1.14 |
| Outlier Win Ratio | 9.57 | 3.51 |
| Outlier Loss Ratio | 9.28 | 2.78 |
| Volatility (ann.) | 23.67% | 46.76% |
| R^2 | 0.0 | 0.0 |
| Calmar | 8.77 | 1.81 |
| Skew | 1.13 | 0.61 |
| Kurtosis | 10.89 | 2.78 |
| Expected Daily % | 0.17% | 0.11% |
| Expected Monthly % | 5.23% | 3.48% |
| Expected Yearly % | 50.36% | 31.47% |
| Kelly Criterion | 29.58% | 4.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.86% | -3.88% |
| Expected Shortfall (cVaR) | -1.86% | -3.88% |
| Year | BTCUSD | master.u.eth.i3_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 62.89 | 1.30 | + |
| 2025 | 16.49 | 38.80 | 2.35 | + |
| Metric | master.u.eth.i3_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 18.85% | -6.06% |
| 3M | 28.94% | 3.01% |
| 6M | 27.49% | 28.48% |
| YTD | 38.8% | 16.49% |
| 1Y | 97.5% | 83.13% |
| 3Y (ann.) | 85.0% | 51.09% |
| 5Y (ann.) | 85.0% | 51.09% |
| Metric | master.u.eth.i3_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -9.7% | -28.17% |
| Longest DD Days | 85.0 | 161.0 |
| Avg. Drawdown | -1.65% | -6.47% |
| Avg. Drawdown Days | 9.0 | 22.0 |
| Recovery Factor | 13.0 | 2.59 |
| Ulcer Index | 1.0 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-10 | 2025-06-03 | -9.70 | 85 |
| 2025-06-12 | 2025-07-03 | -7.82 | 21 |
| 2024-12-18 | 2025-01-24 | -7.69 | 37 |
| 2025-06-05 | 2025-06-10 | -4.51 | 5 |
| 2025-01-25 | 2025-02-11 | -4.33 | 17 |
| 2024-06-21 | 2024-07-15 | -3.84 | 24 |
| 2024-08-10 | 2024-08-14 | -3.30 | 4 |
| 2025-02-12 | 2025-02-13 | -2.99 | 1 |
| 2024-08-15 | 2024-09-10 | -2.95 | 26 |
| 2024-09-16 | 2024-09-19 | -2.80 | 3 |
| Metric | master.u.eth.i3_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.91% | 11.89% |
| Worst Day | -6.01% | -8.6% |
| Best Week | 16.27% | 18.93% |
| Worst Week | -8.21% | -12.33% |
| Best Month | 26.89% | 37.42% |
| Worst Month | -5.41% | -17.69% |
| Best Year | 62.89% | 48.38% |
| Worst Year | 38.8% | 16.49% |
| Avg. Up Day | 0.68% | 1.92% |
| Avg. Down Day | -0.39% | -1.79% |
| Avg. Up Week | 2.98% | 5.09% |
| Avg. Down Week | -1.36% | -3.91% |
| Avg. Up Month | 6.92% | 11.14% |
| Avg. Down Month | -3.63% | -4.15% |
| Win Days % | 55.22% | 50.62% |
| Win Month % | 81.25% | 62.5% |
| Win Week % | 64.29% | 56.34% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |