| Metric | master.u.eth.i3_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 130.87% | 80.16% |
| Max Drawdown | -9.7% | -28.17% |
| Sharpe | 2.7 | 1.15 |
| Sortino | 4.78 | 1.82 |
| Payoff Ratio | 1.75 | 1.09 |
| Profit Factor | 1.83 | 1.19 |
| Common Sense Ratio | 3.31 | 1.35 |
| CPC Index | 1.75 | 0.65 |
| Tail Ratio | 1.81 | 1.14 |
| Outlier Win Ratio | 9.55 | 3.57 |
| Outlier Loss Ratio | 9.38 | 2.82 |
| Volatility (ann.) | 23.22% | 45.78% |
| R^2 | 0.0 | 0.0 |
| Calmar | 8.48 | 1.86 |
| Skew | 1.16 | 0.61 |
| Kurtosis | 11.27 | 2.98 |
| Expected Daily % | 0.16% | 0.12% |
| Expected Monthly % | 5.04% | 3.52% |
| Expected Yearly % | 51.94% | 34.22% |
| Kelly Criterion | 28.77% | 5.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.83% | -3.8% |
| Expected Shortfall (cVaR) | -1.83% | -3.8% |
| Year | BTCUSD | master.u.eth.i3_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 62.89 | 1.30 | + |
| 2025 | 21.42 | 41.73 | 1.95 | + |
| Metric | master.u.eth.i3_fwd_ | BTCUSD |
|---|---|---|
| MTD | 2.11% | 4.71% |
| 3M | 33.49% | 7.56% |
| 6M | 36.82% | 29.51% |
| YTD | 41.73% | 21.42% |
| 1Y | 87.75% | 78.96% |
| 3Y (ann.) | 82.21% | 52.52% |
| 5Y (ann.) | 82.21% | 52.52% |
| Metric | master.u.eth.i3_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -9.7% | -28.17% |
| Longest DD Days | 85.0 | 161.0 |
| Avg. Drawdown | -1.66% | -6.48% |
| Avg. Drawdown Days | 10.0 | 24.0 |
| Recovery Factor | 13.5 | 2.85 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-10 | 2025-06-03 | -9.70 | 85 |
| 2025-06-12 | 2025-07-03 | -7.82 | 21 |
| 2024-12-18 | 2025-01-24 | -7.69 | 37 |
| 2025-06-05 | 2025-06-10 | -4.51 | 5 |
| 2025-01-25 | 2025-02-11 | -4.33 | 17 |
| 2024-06-21 | 2024-07-15 | -3.84 | 24 |
| 2024-08-10 | 2024-08-14 | -3.30 | 4 |
| 2025-08-15 | 2025-09-12 | -3.08 | 28 |
| 2025-02-12 | 2025-02-13 | -2.99 | 1 |
| 2024-08-15 | 2024-09-10 | -2.95 | 26 |
| Metric | master.u.eth.i3_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 7.91% | 11.89% |
| Worst Day | -6.01% | -8.6% |
| Best Week | 16.27% | 18.93% |
| Worst Week | -8.21% | -12.33% |
| Best Month | 26.89% | 37.42% |
| Worst Month | -5.41% | -17.69% |
| Best Year | 62.89% | 48.38% |
| Worst Year | 41.73% | 21.42% |
| Avg. Up Day | 0.68% | 1.89% |
| Avg. Down Day | -0.39% | -1.74% |
| Avg. Up Week | 2.89% | 5.01% |
| Avg. Down Week | -1.34% | -3.81% |
| Avg. Up Month | 6.48% | 10.55% |
| Avg. Down Month | -3.63% | -4.15% |
| Win Days % | 54.66% | 50.69% |
| Win Month % | 82.35% | 64.71% |
| Win Week % | 65.75% | 55.41% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |