| Metric | master.u.eth.i.sol.u_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | 98.38% | 66.84% |
| Max Drawdown | -11.12% | -29.51% |
| Sharpe | 1.14 | 0.52 |
| Sortino | 1.87 | 0.75 |
| Payoff Ratio | 1.21 | 1.03 |
| Profit Factor | 1.28 | 1.09 |
| Common Sense Ratio | 1.49 | 1.01 |
| CPC Index | 0.77 | 0.58 |
| Tail Ratio | 1.17 | 0.93 |
| Outlier Win Ratio | 8.08 | 3.28 |
| Outlier Loss Ratio | 9.69 | 3.17 |
| Volatility (ann.) | 11.48% | 23.23% |
| R^2 | 0.39 | 0.39 |
| Calmar | 5.83 | 1.54 |
| Skew | 1.97 | 0.2 |
| Kurtosis | 38.89 | 7.75 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 4.11% | 3.06% |
| Expected Yearly % | 40.85% | 29.17% |
| Kelly Criterion | 8.47% | 5.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -1.97% |
| Expected Shortfall (cVaR) | -0.95% | -1.97% |
| Year | BTCUSD | master.u.eth.i.sol.u_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 45.58 | 1.20 | + |
| 2025 | 20.88 | 36.27 | 1.74 | + |
| Metric | master.u.eth.i.sol.u_fwd_ | BTCUSD |
|---|---|---|
| MTD | -4.71% | -1.07% |
| 3M | -2.7% | -5.86% |
| 6M | 10.39% | 33.4% |
| YTD | 36.27% | 20.88% |
| 1Y | 77.53% | 79.56% |
| 3Y (ann.) | 64.88% | 45.3% |
| 5Y (ann.) | 64.88% | 45.3% |
| Metric | master.u.eth.i.sol.u_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -11.12% | -29.51% |
| Longest DD Days | 67.0 | 144.0 |
| Avg. Drawdown | -1.77% | -5.23% |
| Avg. Drawdown Days | 7.0 | 16.0 |
| Recovery Factor | 8.85 | 2.26 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2024-08-08 | -11.12 | 17 |
| 2025-02-04 | 2025-04-12 | -9.10 | 67 |
| 2025-09-14 | 2025-10-14 | -8.57 | 30 |
| 2025-07-18 | 2025-08-12 | -7.45 | 25 |
| 2024-11-29 | 2025-01-15 | -5.61 | 47 |
| 2024-06-05 | 2024-07-19 | -5.38 | 43 |
| 2025-04-14 | 2025-04-22 | -5.00 | 8 |
| 2025-05-14 | 2025-07-18 | -4.73 | 65 |
| 2024-10-07 | 2024-10-14 | -4.48 | 6 |
| 2025-08-29 | 2025-09-03 | -4.01 | 5 |
| Metric | master.u.eth.i.sol.u_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 7.95% | 9.33% |
| Worst Day | -5.68% | -9.32% |
| Best Week | 17.0% | 18.93% |
| Worst Week | -5.29% | -12.33% |
| Best Month | 27.94% | 37.42% |
| Worst Month | -4.71% | -17.69% |
| Best Year | 45.58% | 38.02% |
| Worst Year | 36.27% | 20.88% |
| Avg. Up Day | 0.35% | 0.9% |
| Avg. Down Day | -0.29% | -0.87% |
| Avg. Up Week | 2.97% | 5.32% |
| Avg. Down Week | -1.54% | -3.98% |
| Avg. Up Month | 9.22% | 11.28% |
| Avg. Down Month | -2.49% | -7.61% |
| Win Days % | 49.97% | 52.05% |
| Win Month % | 64.71% | 58.82% |
| Win Week % | 61.64% | 54.79% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 100.0% |