| Metric | master.u.eth.i.sol.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 110.48% | 69.58% |
| Max Drawdown | -10.29% | -28.21% |
| Sharpe | 2.51 | 1.07 |
| Sortino | 4.53 | 1.57 |
| Payoff Ratio | 1.51 | 1.05 |
| Profit Factor | 1.68 | 1.17 |
| Common Sense Ratio | 2.1 | 1.23 |
| CPC Index | 1.33 | 0.65 |
| Tail Ratio | 1.25 | 1.05 |
| Outlier Win Ratio | 7.73 | 3.33 |
| Outlier Loss Ratio | 9.34 | 2.77 |
| Volatility (ann.) | 22.65% | 45.73% |
| R^2 | 0.39 | 0.39 |
| Calmar | 7.03 | 1.67 |
| Skew | 1.51 | -0.2 |
| Kurtosis | 17.75 | 3.68 |
| Expected Daily % | 0.15% | 0.11% |
| Expected Monthly % | 4.48% | 3.16% |
| Expected Yearly % | 45.08% | 30.22% |
| Kelly Criterion | 21.19% | 8.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.79% | -3.8% |
| Expected Shortfall (cVaR) | -1.79% | -3.8% |
| Year | BTCUSD | master.u.eth.i.sol.u_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 45.59 | 1.24 | + |
| 2025 | 24.05 | 44.57 | 1.85 | + |
| Metric | master.u.eth.i.sol.u_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.9% | 0.65% |
| 3M | 3.46% | -2.59% |
| 6M | 21.19% | 37.68% |
| YTD | 44.57% | 24.05% |
| 1Y | 89.45% | 82.77% |
| 3Y (ann.) | 72.35% | 47.15% |
| 5Y (ann.) | 72.35% | 47.15% |
| Metric | master.u.eth.i.sol.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -10.29% | -28.21% |
| Longest DD Days | 64.0 | 154.0 |
| Avg. Drawdown | -2.14% | -8.32% |
| Avg. Drawdown Days | 13.0 | 36.0 |
| Recovery Factor | 10.73 | 2.47 |
| Ulcer Index | inf | 1.05 |
| 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 | 2025-10-13 | -4.51 | 28 |
| 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_daily_ | BTCUSD |
|---|---|---|
| Best Day | 9.44% | 9.49% |
| Worst Day | -6.96% | -13.23% |
| Best Week | 16.42% | 15.41% |
| Worst Week | -3.05% | -18.81% |
| Best Month | 29.21% | 34.43% |
| Worst Month | -3.77% | -23.44% |
| Best Year | 45.59% | 36.7% |
| Worst Year | 44.57% | 24.05% |
| Avg. Up Day | 0.81% | 1.87% |
| Avg. Down Day | -0.54% | -1.78% |
| Avg. Up Week | 3.04% | 5.68% |
| Avg. Down Week | -1.18% | -4.9% |
| Avg. Up Month | 8.0% | 10.84% |
| Avg. Down Month | -2.21% | -12.25% |
| Win Days % | 52.61% | 53.11% |
| Win Month % | 70.59% | 70.59% |
| Win Week % | 57.53% | 56.16% |
| Win Quarter % | 85.71% | 71.43% |
| Win Year % | 100.0% | 100.0% |