| Metric | master.u.eth.i2_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 101.96% | 80.16% |
| Max Drawdown | -9.32% | -28.17% |
| Sharpe | 2.47 | 1.15 |
| Sortino | 4.32 | 1.82 |
| Payoff Ratio | 1.78 | 1.15 |
| Profit Factor | 1.69 | 1.19 |
| Common Sense Ratio | 2.96 | 1.35 |
| CPC Index | 1.55 | 0.69 |
| Tail Ratio | 1.75 | 1.14 |
| Outlier Win Ratio | 9.3 | 3.4 |
| Outlier Loss Ratio | 9.96 | 2.81 |
| Volatility (ann.) | 21.3% | 45.78% |
| R^2 | 0.01 | 0.01 |
| Calmar | 7.03 | 1.86 |
| Skew | 1.1 | 0.61 |
| Kurtosis | 10.77 | 2.98 |
| Expected Daily % | 0.14% | 0.12% |
| Expected Monthly % | 4.22% | 3.52% |
| Expected Yearly % | 42.11% | 34.22% |
| Kelly Criterion | 24.39% | 7.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.69% | -3.8% |
| Expected Shortfall (cVaR) | -1.69% | -3.8% |
| Year | BTCUSD | master.u.eth.i2_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 54.48 | 1.13 | + |
| 2025 | 21.42 | 30.73 | 1.43 | + |
| Metric | master.u.eth.i2_fwd_ | BTCUSD |
|---|---|---|
| MTD | 1.24% | 4.71% |
| 3M | 27.49% | 7.56% |
| 6M | 28.9% | 29.51% |
| YTD | 30.73% | 21.42% |
| 1Y | 69.21% | 78.96% |
| 3Y (ann.) | 65.54% | 52.52% |
| 5Y (ann.) | 65.54% | 52.52% |
| Metric | master.u.eth.i2_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -9.32% | -28.17% |
| Longest DD Days | 174.0 | 161.0 |
| Avg. Drawdown | -1.46% | -6.48% |
| Avg. Drawdown Days | 14.0 | 24.0 |
| Recovery Factor | 10.94 | 2.85 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-06-10 | -9.32 | 174 |
| 2025-06-12 | 2025-07-03 | -7.65 | 21 |
| 2024-05-22 | 2024-07-15 | -4.07 | 54 |
| 2025-08-15 | 2025-09-13 | -3.27 | 29 |
| 2024-08-15 | 2024-09-14 | -3.22 | 30 |
| 2024-08-10 | 2024-08-14 | -2.98 | 4 |
| 2024-09-16 | 2024-09-19 | -2.54 | 3 |
| 2024-08-07 | 2024-08-09 | -2.00 | 2 |
| 2025-09-14 | 2025-09-24 | -1.69 | 10 |
| 2025-07-04 | 2025-07-14 | -1.41 | 10 |
| Metric | master.u.eth.i2_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 7.11% | 11.89% |
| Worst Day | -5.4% | -8.6% |
| Best Week | 14.86% | 18.93% |
| Worst Week | -7.74% | -12.33% |
| Best Month | 26.08% | 37.42% |
| Worst Month | -5.33% | -17.69% |
| Best Year | 54.48% | 48.38% |
| Worst Year | 30.73% | 21.42% |
| Avg. Up Day | 0.67% | 1.98% |
| Avg. Down Day | -0.38% | -1.72% |
| Avg. Up Week | 2.9% | 5.25% |
| Avg. Down Week | -1.31% | -3.82% |
| Avg. Up Month | 5.71% | 10.55% |
| Avg. Down Month | -3.99% | -4.15% |
| Win Days % | 51.62% | 50.69% |
| Win Month % | 82.35% | 64.71% |
| Win Week % | 58.9% | 55.41% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |