| Metric | master.u_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 56.69% | 86.15% |
| Max Drawdown | -4.31% | -28.17% |
| Sharpe | 2.88 | 1.21 |
| Sortino | 6.06 | 1.92 |
| Payoff Ratio | 1.82 | 1.19 |
| Profit Factor | 1.77 | 1.2 |
| Common Sense Ratio | 2.88 | 1.36 |
| CPC Index | 1.66 | 0.72 |
| Tail Ratio | 1.63 | 1.14 |
| Outlier Win Ratio | 12.65 | 2.73 |
| Outlier Loss Ratio | 13.58 | 2.18 |
| Volatility (ann.) | 11.51% | 45.98% |
| R^2 | 0.06 | 0.06 |
| Calmar | 8.94 | 2.02 |
| Skew | 2.75 | 0.61 |
| Kurtosis | 20.25 | 2.94 |
| Expected Daily % | 0.09% | 0.12% |
| Expected Monthly % | 2.68% | 3.72% |
| Expected Yearly % | 25.17% | 36.44% |
| Kelly Criterion | 25.02% | 9.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -3.81% |
| Expected Shortfall (cVaR) | -0.9% | -3.81% |
| Year | BTCUSD | master.u_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 42.56 | 0.88 | - |
| 2025 | 25.46 | 9.91 | 0.39 | - |
| Metric | master.u_fwd_ | BTCUSD |
|---|---|---|
| MTD | 2.32% | 8.19% |
| 3M | 2.1% | 11.94% |
| 6M | 8.63% | 41.62% |
| YTD | 9.91% | 25.46% |
| 1Y | 45.88% | 94.17% |
| 3Y (ann.) | 38.52% | 56.97% |
| 5Y (ann.) | 38.52% | 56.97% |
| Metric | master.u_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -4.31% | -28.17% |
| Longest DD Days | 65.0 | 161.0 |
| Avg. Drawdown | -0.99% | -6.48% |
| Avg. Drawdown Days | 11.0 | 23.0 |
| Recovery Factor | 13.16 | 3.06 |
| Ulcer Index | 0.98 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-22 | 2024-07-17 | -4.31 | 56 |
| 2025-03-27 | 2025-04-23 | -4.10 | 27 |
| 2025-07-15 | 2025-09-18 | -3.45 | 65 |
| 2024-08-26 | 2024-09-18 | -3.32 | 23 |
| 2025-01-23 | 2025-03-24 | -3.12 | 60 |
| 2025-01-07 | 2025-01-22 | -2.71 | 15 |
| 2024-07-23 | 2024-08-07 | -2.38 | 15 |
| 2025-05-03 | 2025-05-20 | -1.28 | 17 |
| 2024-10-22 | 2024-11-06 | -1.11 | 15 |
| 2024-12-06 | 2024-12-16 | -1.04 | 10 |
| Metric | master.u_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 5.57% | 11.89% |
| Worst Day | -2.0% | -8.6% |
| Best Week | 9.47% | 18.93% |
| Worst Week | -2.04% | -12.33% |
| Best Month | 23.08% | 37.42% |
| Worst Month | -2.15% | -17.69% |
| Best Year | 42.56% | 48.38% |
| Worst Year | 9.91% | 25.46% |
| Avg. Up Day | 0.43% | 2.04% |
| Avg. Down Day | -0.24% | -1.72% |
| Avg. Up Week | 1.86% | 5.26% |
| Avg. Down Week | -0.8% | -3.93% |
| Avg. Up Month | 4.57% | 10.87% |
| Avg. Down Month | -1.86% | -10.43% |
| Win Days % | 51.65% | 50.89% |
| Win Month % | 82.35% | 64.71% |
| Win Week % | 56.94% | 57.53% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |