| Metric | master.u.eth.i3_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 109.19% | 78.05% |
| Max Drawdown | -10.59% | -28.17% |
| Sharpe | 2.37 | 1.13 |
| Sortino | 4.11 | 1.79 |
| Payoff Ratio | 1.72 | 1.15 |
| Profit Factor | 1.69 | 1.18 |
| Common Sense Ratio | 3.0 | 1.35 |
| CPC Index | 1.53 | 0.69 |
| Tail Ratio | 1.78 | 1.14 |
| Outlier Win Ratio | 9.31 | 3.55 |
| Outlier Loss Ratio | 9.47 | 2.92 |
| Volatility (ann.) | 23.47% | 45.82% |
| R^2 | 0.0 | 0.0 |
| Calmar | 6.61 | 1.82 |
| Skew | 1.06 | 0.62 |
| Kurtosis | 11.13 | 2.97 |
| Expected Daily % | 0.15% | 0.11% |
| Expected Monthly % | 4.44% | 3.45% |
| Expected Yearly % | 44.63% | 33.43% |
| Kelly Criterion | 25.21% | 7.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.87% | -3.8% |
| Expected Shortfall (cVaR) | -1.87% | -3.8% |
| Year | BTCUSD | master.u.eth.i3_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 56.30 | 1.16 | + |
| 2025 | 19.99 | 33.84 | 1.69 | + |
| Metric | master.u.eth.i3_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 1.28% | 3.48% |
| 3M | 30.04% | 10.91% |
| 6M | 32.66% | 30.11% |
| YTD | 33.84% | 19.99% |
| 1Y | 73.81% | 76.19% |
| 3Y (ann.) | 69.95% | 51.36% |
| 5Y (ann.) | 69.95% | 51.36% |
| Metric | master.u.eth.i3_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -10.59% | -28.17% |
| Longest DD Days | 175.0 | 161.0 |
| Avg. Drawdown | -1.56% | -6.48% |
| Avg. Drawdown Days | 14.0 | 23.0 |
| Recovery Factor | 10.31 | 2.77 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-06-11 | -10.59 | 175 |
| 2025-06-12 | 2025-07-03 | -8.60 | 21 |
| 2024-05-22 | 2024-07-15 | -4.10 | 54 |
| 2025-08-15 | 2025-09-13 | -3.51 | 29 |
| 2024-08-15 | 2024-09-14 | -3.36 | 30 |
| 2024-08-10 | 2024-08-14 | -3.30 | 4 |
| 2024-09-16 | 2024-09-19 | -2.79 | 3 |
| 2024-08-07 | 2024-08-09 | -2.37 | 2 |
| 2025-09-14 | 2025-09-23 | -1.79 | 9 |
| 2025-07-04 | 2025-07-14 | -1.50 | 10 |
| Metric | master.u.eth.i3_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.89% | 11.89% |
| Worst Day | -6.09% | -8.6% |
| Best Week | 15.95% | 18.93% |
| Worst Week | -8.74% | -12.33% |
| Best Month | 26.48% | 37.42% |
| Worst Month | -6.16% | -17.69% |
| Best Year | 56.3% | 48.38% |
| Worst Year | 33.84% | 19.99% |
| Avg. Up Day | 0.7% | 1.97% |
| Avg. Down Day | -0.41% | -1.71% |
| Avg. Up Week | 3.14% | 5.34% |
| Avg. Down Week | -1.45% | -3.71% |
| Avg. Up Month | 6.48% | 10.37% |
| Avg. Down Month | -4.52% | -4.15% |
| Win Days % | 52.74% | 50.59% |
| Win Month % | 76.47% | 64.71% |
| Win Week % | 58.9% | 55.41% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |