| Metric | master.u.eth.i3.sol.u_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 371.25% | 180.78% |
| Max Drawdown | -13.42% | -62.03% |
| Sharpe | 2.15 | 0.85 |
| Sortino | 3.66 | 1.25 |
| Payoff Ratio | 1.63 | 1.16 |
| Profit Factor | 1.53 | 1.14 |
| Common Sense Ratio | 2.48 | 1.33 |
| CPC Index | 1.27 | 0.66 |
| Tail Ratio | 1.62 | 1.16 |
| Outlier Win Ratio | 8.26 | 3.14 |
| Outlier Loss Ratio | 10.11 | 3.03 |
| Volatility (ann.) | 22.42% | 51.45% |
| R^2 | 0.0 | 0.0 |
| Calmar | 4.28 | 0.57 |
| Skew | 0.91 | -0.06 |
| Kurtosis | 9.97 | 4.36 |
| Expected Daily % | 0.12% | 0.08% |
| Expected Monthly % | 3.76% | 2.49% |
| Expected Yearly % | 47.34% | 29.45% |
| Kelly Criterion | 20.65% | 6.01% |
| 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 | 23.77 | 44.01 | 1.85 | + |
| Metric | master.u.eth.i3.sol.u_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.71% | 6.74% |
| 3M | 12.21% | 4.75% |
| 6M | 34.88% | 39.35% |
| YTD | 44.01% | 23.77% |
| 1Y | 97.24% | 100.44% |
| 3Y (ann.) | 62.72% | 74.65% |
| 5Y (ann.) | 57.42% | 35.28% |
| 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 | 27.65 | 2.91 |
| Ulcer Index | 1.01 | 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% | 2.16% |
| Avg. Down Day | -0.43% | -1.86% |
| Avg. Up Week | 2.69% | 6.19% |
| Avg. Down Week | -1.23% | -4.32% |
| Avg. Up Month | 7.42% | 13.83% |
| Avg. Down Month | -2.73% | -9.91% |
| Win Days % | 50.77% | 49.44% |
| Win Month % | 73.81% | 59.52% |
| Win Week % | 60.99% | 52.2% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 100.0% | 75.0% |