| Metric | master.u.eth.i.sol.u.trimmed_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | 124.49% | 69.58% |
| Max Drawdown | -5.47% | -28.21% |
| Sharpe | 3.41 | 1.07 |
| Sortino | 6.66 | 1.57 |
| Payoff Ratio | 1.65 | 1.06 |
| Profit Factor | 1.89 | 1.17 |
| Common Sense Ratio | 3.57 | 1.23 |
| CPC Index | 1.64 | 0.66 |
| Tail Ratio | 1.9 | 1.05 |
| Outlier Win Ratio | 7.56 | 2.93 |
| Outlier Loss Ratio | 11.54 | 2.84 |
| Volatility (ann.) | 17.78% | 45.73% |
| R^2 | 0.43 | 0.43 |
| Calmar | 14.74 | 1.67 |
| Skew | 1.5 | -0.2 |
| Kurtosis | 8.97 | 3.68 |
| Expected Daily % | 0.16% | 0.11% |
| Expected Monthly % | 4.87% | 3.16% |
| Expected Yearly % | 49.83% | 30.22% |
| Kelly Criterion | 24.16% | 9.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -3.8% |
| Expected Shortfall (cVaR) | -1.36% | -3.8% |
| Year | BTCUSD | master.u.eth.i.sol.u.trimmed_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 46.06 | 1.25 | + |
| 2025 | 24.05 | 53.70 | 2.23 | + |
| Metric | master.u.eth.i.sol.u.trimmed_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 2.98% | 0.65% |
| 3M | 16.27% | -2.59% |
| 6M | 33.51% | 37.68% |
| YTD | 53.7% | 24.05% |
| 1Y | 95.35% | 82.77% |
| 3Y (ann.) | 80.67% | 47.15% |
| 5Y (ann.) | 80.67% | 47.15% |
| Metric | master.u.eth.i.sol.u.trimmed_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -5.47% | -28.21% |
| Longest DD Days | 40.0 | 154.0 |
| Avg. Drawdown | -1.3% | -8.32% |
| Avg. Drawdown Days | 9.0 | 36.0 |
| Recovery Factor | 22.74 | 2.47 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-07-16 | -5.47 | 40 |
| 2025-03-04 | 2025-04-12 | -4.95 | 39 |
| 2024-12-18 | 2025-01-18 | -4.60 | 31 |
| 2024-07-22 | 2024-08-06 | -4.31 | 15 |
| 2025-06-12 | 2025-07-03 | -4.15 | 21 |
| 2025-10-08 | 2025-10-13 | -2.90 | 5 |
| 2024-08-10 | 2024-09-10 | -2.87 | 31 |
| 2025-07-19 | 2025-08-08 | -2.65 | 20 |
| 2025-04-15 | 2025-04-21 | -2.57 | 6 |
| 2025-01-25 | 2025-03-01 | -2.54 | 35 |
| Metric | master.u.eth.i.sol.u.trimmed_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 6.72% | 9.49% |
| Worst Day | -3.05% | -13.23% |
| Best Week | 13.59% | 15.41% |
| Worst Week | -4.14% | -18.81% |
| Best Month | 23.3% | 34.43% |
| Worst Month | -4.12% | -23.44% |
| Best Year | 53.7% | 36.7% |
| Worst Year | 46.06% | 24.05% |
| Avg. Up Day | 0.77% | 1.92% |
| Avg. Down Day | -0.47% | -1.8% |
| Avg. Up Week | 2.63% | 5.37% |
| Avg. Down Week | -0.99% | -5.02% |
| Avg. Up Month | 6.6% | 10.33% |
| Avg. Down Month | -3.48% | -7.54% |
| Win Days % | 52.75% | 53.11% |
| Win Month % | 88.24% | 70.59% |
| Win Week % | 61.64% | 56.16% |
| Win Quarter % | 85.71% | 71.43% |
| Win Year % | 100.0% | 100.0% |