| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 51.08% | 82.93% |
| Max Drawdown | -5.46% | -28.17% |
| Sharpe | 2.48 | 1.14 |
| Sortino | 4.66 | 1.78 |
| Payoff Ratio | 1.69 | 1.16 |
| Profit Factor | 1.63 | 1.18 |
| Common Sense Ratio | 2.6 | 1.33 |
| CPC Index | 1.42 | 0.7 |
| Tail Ratio | 1.6 | 1.13 |
| Outlier Win Ratio | 12.61 | 2.72 |
| Outlier Loss Ratio | 13.18 | 2.23 |
| Volatility (ann.) | 11.8% | 45.97% |
| R^2 | 0.06 | 0.06 |
| Calmar | 6.06 | 1.84 |
| Skew | 2.07 | 0.54 |
| Kurtosis | 19.67 | 2.89 |
| Expected Daily % | 0.08% | 0.11% |
| Expected Monthly % | 2.32% | 3.41% |
| Expected Yearly % | 22.91% | 35.25% |
| Kelly Criterion | 22.5% | 8.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -3.81% |
| Expected Shortfall (cVaR) | -0.94% | -3.81% |
| Year | BTCUSD | master.u_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 42.56 | 0.88 | - |
| 2025 | 23.28 | 5.98 | 0.26 | - |
| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -2.67% | 0.9% |
| 3M | -3.01% | -2.12% |
| 6M | 7.01% | 38.03% |
| YTD | 5.98% | 23.28% |
| 1Y | 35.68% | 84.09% |
| 3Y (ann.) | 33.08% | 51.93% |
| 5Y (ann.) | 33.08% | 51.93% |
| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -5.46% | -28.17% |
| Longest DD Days | 82.0 | 161.0 |
| Avg. Drawdown | -1.1% | -6.7% |
| Avg. Drawdown Days | 11.0 | 23.0 |
| Recovery Factor | 9.36 | 2.94 |
| Ulcer Index | 0.98 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-06 | 2025-10-12 | -5.46 | 6 |
| 2024-05-22 | 2024-07-17 | -4.31 | 56 |
| 2025-03-27 | 2025-04-23 | -4.10 | 27 |
| 2025-07-15 | 2025-10-05 | -3.45 | 82 |
| 2024-08-26 | 2024-09-18 | -3.32 | 23 |
| 2025-01-23 | 2025-03-24 | -3.12 | 60 |
| 2025-01-07 | 2025-01-22 | -2.71 | 15 |
| 2024-07-23 | 2024-08-07 | -2.38 | 15 |
| 2025-05-03 | 2025-05-20 | -1.28 | 17 |
| 2024-10-22 | 2024-11-06 | -1.11 | 15 |
| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 5.57% | 11.89% |
| Worst Day | -3.59% | -8.6% |
| Best Week | 9.47% | 18.93% |
| Worst Week | -3.89% | -12.33% |
| Best Month | 23.08% | 37.42% |
| Worst Month | -2.67% | -17.69% |
| Best Year | 42.56% | 48.38% |
| Worst Year | 5.98% | 23.28% |
| Avg. Up Day | 0.44% | 2.02% |
| Avg. Down Day | -0.26% | -1.74% |
| Avg. Up Week | 1.89% | 5.57% |
| Avg. Down Week | -0.78% | -4.13% |
| Avg. Up Month | 4.49% | 10.61% |
| Avg. Down Month | -1.86% | -10.43% |
| Win Days % | 51.28% | 51.04% |
| Win Month % | 77.78% | 66.67% |
| Win Week % | 55.26% | 55.84% |
| Win Quarter % | 71.43% | 71.43% |
| Win Year % | 100.0% | 100.0% |