| Metric | master.u.eth.i.sol.u_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 110.21% | 82.93% |
| Max Drawdown | -10.29% | -28.17% |
| Sharpe | 2.44 | 1.14 |
| Sortino | 4.4 | 1.78 |
| Payoff Ratio | 1.57 | 1.06 |
| Profit Factor | 1.67 | 1.18 |
| Common Sense Ratio | 2.1 | 1.33 |
| CPC Index | 1.37 | 0.64 |
| Tail Ratio | 1.26 | 1.13 |
| Outlier Win Ratio | 8.67 | 3.29 |
| Outlier Loss Ratio | 8.46 | 2.51 |
| Volatility (ann.) | 22.05% | 45.97% |
| R^2 | 0.01 | 0.01 |
| Calmar | 6.54 | 1.84 |
| Skew | 1.57 | 0.54 |
| Kurtosis | 18.88 | 2.89 |
| Expected Daily % | 0.14% | 0.11% |
| Expected Monthly % | 4.21% | 3.41% |
| Expected Yearly % | 44.98% | 35.25% |
| Kelly Criterion | 21.73% | 4.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.75% | -3.81% |
| Expected Shortfall (cVaR) | -1.75% | -3.81% |
| Year | BTCUSD | master.u.eth.i.sol.u_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 46.32 | 0.96 | - |
| 2025 | 23.28 | 43.66 | 1.88 | + |
| Metric | master.u.eth.i.sol.u_fwd_ | BTCUSD |
|---|---|---|
| MTD | 0.27% | 0.9% |
| 3M | 2.79% | -2.12% |
| 6M | 23.81% | 38.03% |
| YTD | 43.66% | 23.28% |
| 1Y | 92.14% | 84.09% |
| 3Y (ann.) | 67.29% | 51.93% |
| 5Y (ann.) | 67.29% | 51.93% |
| Metric | master.u.eth.i.sol.u_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -10.29% | -28.17% |
| Longest DD Days | 64.0 | 161.0 |
| Avg. Drawdown | -2.04% | -6.7% |
| Avg. Drawdown Days | 12.0 | 23.0 |
| Recovery Factor | 10.71 | 2.94 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-23 | 2024-08-09 | -10.29 | 17 |
| 2025-03-27 | 2025-04-12 | -7.37 | 16 |
| 2025-07-19 | 2025-08-13 | -6.85 | 25 |
| 2025-01-25 | 2025-03-26 | -5.13 | 60 |
| 2024-06-06 | 2024-07-17 | -4.64 | 41 |
| 2025-09-15 | 2025-10-12 | -4.51 | 27 |
| 2024-12-01 | 2025-01-17 | -3.77 | 47 |
| 2025-05-15 | 2025-07-18 | -3.77 | 64 |
| 2025-04-15 | 2025-04-21 | -3.76 | 6 |
| 2025-08-30 | 2025-09-13 | -3.67 | 14 |
| Metric | master.u.eth.i.sol.u_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 9.44% | 11.89% |
| Worst Day | -6.96% | -8.6% |
| Best Week | 16.42% | 18.93% |
| Worst Week | -3.05% | -12.33% |
| Best Month | 29.21% | 37.42% |
| Worst Month | -3.77% | -17.69% |
| Best Year | 46.32% | 48.38% |
| Worst Year | 43.66% | 23.28% |
| Avg. Up Day | 0.69% | 1.93% |
| Avg. Down Day | -0.44% | -1.82% |
| Avg. Up Week | 2.99% | 5.4% |
| Avg. Down Week | -1.12% | -4.24% |
| Avg. Up Month | 7.85% | 10.2% |
| Avg. Down Month | -2.21% | -9.19% |
| Win Days % | 52.15% | 51.04% |
| Win Month % | 72.22% | 66.67% |
| Win Week % | 57.89% | 55.84% |
| Win Quarter % | 85.71% | 71.43% |
| Win Year % | 100.0% | 100.0% |