| Metric | master.u.eth.i2_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 111.26% | 79.58% |
| Max Drawdown | -9.32% | -28.17% |
| Sharpe | 2.52 | 1.11 |
| Sortino | 4.42 | 1.74 |
| Payoff Ratio | 1.84 | 1.1 |
| Profit Factor | 1.7 | 1.18 |
| Common Sense Ratio | 3.02 | 1.33 |
| CPC Index | 1.62 | 0.66 |
| Tail Ratio | 1.77 | 1.13 |
| Outlier Win Ratio | 9.09 | 3.41 |
| Outlier Loss Ratio | 10.02 | 2.83 |
| Volatility (ann.) | 21.5% | 45.92% |
| R^2 | 0.01 | 0.01 |
| Calmar | 7.32 | 1.78 |
| Skew | 1.06 | 0.54 |
| Kurtosis | 10.2 | 2.93 |
| Expected Daily % | 0.14% | 0.11% |
| Expected Monthly % | 4.24% | 3.31% |
| Expected Yearly % | 45.35% | 34.01% |
| Kelly Criterion | 25.5% | 6.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.7% | -3.81% |
| Expected Shortfall (cVaR) | -1.7% | -3.81% |
| Year | BTCUSD | master.u.eth.i2_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 54.48 | 1.13 | + |
| 2025 | 21.02 | 36.76 | 1.75 | + |
| Metric | master.u.eth.i2_fwd_ | BTCUSD |
|---|---|---|
| MTD | 4.3% | -0.95% |
| 3M | 23.75% | 1.53% |
| 6M | 36.62% | 36.79% |
| YTD | 36.76% | 21.02% |
| 1Y | 76.56% | 86.5% |
| 3Y (ann.) | 68.2% | 50.23% |
| 5Y (ann.) | 68.2% | 50.23% |
| Metric | master.u.eth.i2_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -9.32% | -28.17% |
| Longest DD Days | 174.0 | 161.0 |
| Avg. Drawdown | -1.5% | -6.62% |
| Avg. Drawdown Days | 13.0 | 23.0 |
| Recovery Factor | 11.94 | 2.82 |
| Ulcer Index | 0.99 | 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 |
| 2025-10-08 | 2025-10-10 | -3.44 | 2 |
| 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 | 2025-10-02 | -1.89 | 18 |
| 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 | 36.76% | 21.02% |
| Avg. Up Day | 0.7% | 1.96% |
| Avg. Down Day | -0.38% | -1.77% |
| Avg. Up Week | 2.97% | 5.43% |
| Avg. Down Week | -1.28% | -4.13% |
| Avg. Up Month | 5.73% | 10.61% |
| Avg. Down Month | -3.99% | -4.15% |
| Win Days % | 51.76% | 51.05% |
| Win Month % | 83.33% | 61.11% |
| Win Week % | 58.67% | 55.26% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 100.0% |