| Metric | master.u.eth.i3.sol.u_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | 111.89% | 71.06% |
| Max Drawdown | -9.77% | -29.51% |
| Sharpe | 1.26 | 0.56 |
| Sortino | 2.01 | 0.81 |
| Payoff Ratio | 1.19 | 1.04 |
| Profit Factor | 1.29 | 1.09 |
| Common Sense Ratio | 1.62 | 1.02 |
| CPC Index | 0.78 | 0.59 |
| Tail Ratio | 1.26 | 0.93 |
| Outlier Win Ratio | 7.74 | 3.44 |
| Outlier Loss Ratio | 8.86 | 3.22 |
| Volatility (ann.) | 12.09% | 23.48% |
| R^2 | 0.4 | 0.4 |
| Calmar | 8.04 | 1.74 |
| Skew | 1.36 | 0.23 |
| Kurtosis | 23.91 | 7.75 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 4.8% | 3.41% |
| Expected Yearly % | 45.56% | 30.79% |
| Kelly Criterion | 8.78% | 5.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -1.99% |
| Expected Shortfall (cVaR) | -1.0% | -1.99% |
| Year | BTCUSD | master.u.eth.i3.sol.u_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 50.89 | 1.34 | + |
| 2025 | 23.94 | 40.43 | 1.69 | + |
| Metric | master.u.eth.i3.sol.u_fwd_ | BTCUSD |
|---|---|---|
| MTD | -1.29% | 6.89% |
| 3M | 8.57% | 10.59% |
| 6M | 30.42% | 39.91% |
| YTD | 40.43% | 23.94% |
| 1Y | 93.62% | 98.77% |
| 3Y (ann.) | 78.5% | 51.33% |
| 5Y (ann.) | 78.5% | 51.33% |
| Metric | master.u.eth.i3.sol.u_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -9.77% | -29.51% |
| Longest DD Days | 67.0 | 144.0 |
| Avg. Drawdown | -1.89% | -5.13% |
| Avg. Drawdown Days | 7.0 | 16.0 |
| Recovery Factor | 11.46 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-01-18 | -9.77 | 42 |
| 2025-02-04 | 2025-04-12 | -9.42 | 67 |
| 2024-07-22 | 2024-08-07 | -7.58 | 16 |
| 2025-06-11 | 2025-07-18 | -6.69 | 37 |
| 2025-04-14 | 2025-05-08 | -5.68 | 23 |
| 2024-06-05 | 2024-07-15 | -5.45 | 40 |
| 2025-07-18 | 2025-08-07 | -5.25 | 20 |
| 2025-09-14 | 2025-09-17 | -5.17 | 3 |
| 2025-05-14 | 2025-06-09 | -4.45 | 26 |
| 2025-01-24 | 2025-02-03 | -4.02 | 10 |
| Metric | master.u.eth.i3.sol.u_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 7.61% | 9.33% |
| Worst Day | -5.0% | -9.32% |
| Best Week | 18.25% | 18.93% |
| Worst Week | -5.43% | -12.33% |
| Best Month | 27.88% | 37.42% |
| Worst Month | -3.87% | -17.69% |
| Best Year | 50.89% | 38.02% |
| Worst Year | 40.43% | 23.94% |
| Avg. Up Day | 0.39% | 0.91% |
| Avg. Down Day | -0.33% | -0.88% |
| Avg. Up Week | 3.06% | 5.05% |
| Avg. Down Week | -1.78% | -4.1% |
| Avg. Up Month | 8.67% | 11.57% |
| Avg. Down Month | -2.18% | -7.59% |
| Win Days % | 50.35% | 51.95% |
| Win Month % | 68.75% | 62.5% |
| Win Week % | 66.67% | 56.52% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |