| Metric | master.u.eth.i3.sol.u_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 365.93% | 177.0% |
| Max Drawdown | -13.42% | -62.03% |
| Sharpe | 2.13 | 0.84 |
| Sortino | 3.63 | 1.24 |
| Payoff Ratio | 1.63 | 1.17 |
| Profit Factor | 1.52 | 1.14 |
| Common Sense Ratio | 2.47 | 1.33 |
| CPC Index | 1.26 | 0.66 |
| Tail Ratio | 1.62 | 1.17 |
| Outlier Win Ratio | 8.26 | 3.14 |
| Outlier Loss Ratio | 10.11 | 3.03 |
| Volatility (ann.) | 22.43% | 51.46% |
| R^2 | 0.0 | 0.0 |
| Calmar | 4.24 | 0.56 |
| Skew | 0.91 | -0.06 |
| Kurtosis | 9.98 | 4.35 |
| Expected Daily % | 0.12% | 0.08% |
| Expected Monthly % | 3.73% | 2.46% |
| Expected Yearly % | 46.92% | 29.01% |
| Kelly Criterion | 20.53% | 5.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.8% | -4.31% |
| Expected Shortfall (cVaR) | -1.8% | -4.31% |
| Year | BTCUSD | master.u.eth.i3.sol.u_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.83 | 3.40 | -0.06 | + |
| 2023 | 155.54 | 72.03 | 0.46 | - |
| 2024 | 121.00 | 83.96 | 0.69 | - |
| 2025 | 22.10 | 42.38 | 1.92 | + |
| Metric | master.u.eth.i3.sol.u_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.43% | 5.3% |
| 3M | 14.47% | 3.34% |
| 6M | 27.93% | 45.09% |
| YTD | 42.38% | 22.1% |
| 1Y | 98.41% | 99.78% |
| 3Y (ann.) | 62.16% | 74.64% |
| 5Y (ann.) | 56.96% | 34.78% |
| Metric | master.u.eth.i3.sol.u_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -13.42% | -62.03% |
| Longest DD Days | 117.0 | 593.0 |
| Avg. Drawdown | -1.91% | -8.2% |
| Avg. Drawdown Days | 12.0 | 42.0 |
| Recovery Factor | 27.26 | 2.85 |
| Ulcer Index | 1.02 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-15 | 2022-06-25 | -13.42 | 71 |
| 2022-11-12 | 2023-01-26 | -11.95 | 75 |
| 2022-08-14 | 2022-09-27 | -7.89 | 44 |
| 2025-01-25 | 2025-04-13 | -7.51 | 78 |
| 2024-07-23 | 2024-08-07 | -6.97 | 15 |
| 2023-05-07 | 2023-06-22 | -6.59 | 46 |
| 2023-02-03 | 2023-03-13 | -6.50 | 38 |
| 2024-12-18 | 2025-01-18 | -6.44 | 31 |
| 2024-03-19 | 2024-03-25 | -5.76 | 6 |
| 2025-06-12 | 2025-07-03 | -5.45 | 21 |
| Metric | master.u.eth.i3.sol.u_daily_ | BTCUSD |
|---|---|---|
| Best Day | 8.41% | 11.89% |
| Worst Day | -7.0% | -15.42% |
| Best Week | 17.48% | 35.75% |
| Worst Week | -6.35% | -29.64% |
| Best Month | 28.69% | 43.77% |
| Worst Month | -8.66% | -37.12% |
| Best Year | 83.96% | 155.54% |
| Worst Year | 3.4% | -59.83% |
| Avg. Up Day | 0.7% | 2.17% |
| Avg. Down Day | -0.43% | -1.86% |
| Avg. Up Week | 2.71% | 6.22% |
| Avg. Down Week | -1.23% | -4.32% |
| Avg. Up Month | 7.71% | 14.14% |
| Avg. Down Month | -2.73% | -9.91% |
| Win Days % | 50.73% | 49.39% |
| Win Month % | 71.43% | 59.52% |
| Win Week % | 60.44% | 52.2% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 100.0% | 75.0% |