| Metric | master.u.eth.i_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 89.65% | 76.06% |
| Max Drawdown | -6.8% | -28.17% |
| Sharpe | 2.58 | 1.08 |
| Sortino | 4.53 | 1.69 |
| Payoff Ratio | 1.74 | 1.1 |
| Profit Factor | 1.66 | 1.17 |
| Common Sense Ratio | 2.45 | 1.33 |
| CPC Index | 1.49 | 0.66 |
| Tail Ratio | 1.48 | 1.13 |
| Outlier Win Ratio | 9.42 | 3.11 |
| Outlier Loss Ratio | 10.49 | 2.66 |
| Volatility (ann.) | 17.81% | 45.91% |
| R^2 | 0.01 | 0.01 |
| Calmar | 8.22 | 1.71 |
| Skew | 1.09 | 0.54 |
| Kurtosis | 9.36 | 2.93 |
| Expected Daily % | 0.12% | 0.11% |
| Expected Monthly % | 3.62% | 3.19% |
| Expected Yearly % | 37.71% | 32.69% |
| Kelly Criterion | 23.8% | 6.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -3.82% |
| Expected Shortfall (cVaR) | -1.41% | -3.82% |
| Year | BTCUSD | master.u.eth.i_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 51.09 | 1.06 | + |
| 2025 | 18.65 | 25.52 | 1.37 | + |
| Metric | master.u.eth.i_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.28% | -2.89% |
| 3M | 13.69% | -4.54% |
| 6M | 25.62% | 39.24% |
| YTD | 25.52% | 18.65% |
| 1Y | 63.26% | 83.76% |
| 3Y (ann.) | 55.91% | 48.07% |
| 5Y (ann.) | 55.91% | 48.07% |
| Metric | master.u.eth.i_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -6.8% | -28.17% |
| Longest DD Days | 167.0 | 161.0 |
| Avg. Drawdown | -1.4% | -6.7% |
| Avg. Drawdown Days | 13.0 | 23.0 |
| Recovery Factor | 13.18 | 2.7 |
| Ulcer Index | 0.99 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-06-03 | -6.80 | 167 |
| 2025-10-08 | 2025-10-11 | -6.04 | 3 |
| 2025-06-12 | 2025-07-03 | -5.79 | 21 |
| 2024-05-22 | 2024-07-15 | -4.00 | 54 |
| 2025-06-05 | 2025-06-10 | -3.00 | 5 |
| 2024-08-15 | 2024-09-14 | -2.94 | 30 |
| 2025-08-15 | 2025-09-13 | -2.78 | 29 |
| 2024-08-10 | 2024-08-14 | -2.36 | 4 |
| 2024-09-15 | 2024-09-19 | -2.08 | 4 |
| 2025-09-14 | 2025-10-02 | -1.55 | 18 |
| Metric | master.u.eth.i_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 6.03% | 11.89% |
| Worst Day | -4.03% | -8.6% |
| Best Week | 12.72% | 18.93% |
| Worst Week | -5.76% | -12.33% |
| Best Month | 25.28% | 37.42% |
| Worst Month | -3.69% | -17.69% |
| Best Year | 51.09% | 48.38% |
| Worst Year | 25.52% | 18.65% |
| Avg. Up Day | 0.63% | 1.95% |
| Avg. Down Day | -0.36% | -1.77% |
| Avg. Up Week | 2.68% | 5.43% |
| Avg. Down Week | -1.21% | -4.04% |
| Avg. Up Month | 5.4% | 10.61% |
| Avg. Down Month | -2.95% | -4.15% |
| Win Days % | 51.66% | 50.95% |
| Win Month % | 83.33% | 61.11% |
| Win Week % | 57.89% | 54.55% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 100.0% |