| Metric | master.u.eth.i2_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 102.56% | 81.3% |
| Max Drawdown | -9.32% | -28.17% |
| Sharpe | 2.46 | 1.15 |
| Sortino | 4.31 | 1.82 |
| Payoff Ratio | 1.78 | 1.14 |
| Profit Factor | 1.69 | 1.19 |
| Common Sense Ratio | 2.94 | 1.35 |
| CPC Index | 1.55 | 0.69 |
| Tail Ratio | 1.74 | 1.14 |
| Outlier Win Ratio | 9.38 | 3.41 |
| Outlier Loss Ratio | 10.07 | 2.81 |
| Volatility (ann.) | 21.18% | 45.7% |
| R^2 | 0.01 | 0.01 |
| Calmar | 6.97 | 1.86 |
| Skew | 1.11 | 0.6 |
| Kurtosis | 10.92 | 2.97 |
| Expected Daily % | 0.14% | 0.12% |
| Expected Monthly % | 4.24% | 3.56% |
| Expected Yearly % | 42.32% | 34.65% |
| Kelly Criterion | 24.34% | 7.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.68% | -3.79% |
| Expected Shortfall (cVaR) | -1.68% | -3.79% |
| Year | BTCUSD | master.u.eth.i2_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 54.48 | 1.13 | + |
| 2025 | 22.19 | 31.12 | 1.40 | + |
| Metric | master.u.eth.i2_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 1.54% | 5.38% |
| 3M | 21.76% | 5.24% |
| 6M | 30.34% | 38.5% |
| YTD | 31.12% | 22.19% |
| 1Y | 69.39% | 73.88% |
| 3Y (ann.) | 64.92% | 52.46% |
| 5Y (ann.) | 64.92% | 52.46% |
| Metric | master.u.eth.i2_fwd_daily_ | 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 | 11.01 | 2.89 |
| 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 | 2025-09-30 | -1.80 | 16 |
| 2025-07-04 | 2025-07-14 | -1.41 | 10 |
| Metric | master.u.eth.i2_fwd_daily_ | 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 | 31.12% | 22.19% |
| Avg. Up Day | 0.67% | 1.98% |
| Avg. Down Day | -0.38% | -1.73% |
| Avg. Up Week | 2.83% | 5.21% |
| Avg. Down Week | -1.31% | -3.97% |
| Avg. Up Month | 5.73% | 10.61% |
| Avg. Down Month | -3.99% | -4.15% |
| Win Days % | 51.6% | 50.68% |
| Win Month % | 82.35% | 64.71% |
| Win Week % | 59.46% | 56.0% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |