| Metric | master.u.eth.i.sol.u.trimmed_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 95.0% | 100.0% |
| Cumulative Return | 105.02% | 66.84% |
| Max Drawdown | -10.68% | -29.51% |
| Sharpe | 1.35 | 0.52 |
| Sortino | 2.04 | 0.75 |
| Payoff Ratio | 1.18 | 1.03 |
| Profit Factor | 1.32 | 1.09 |
| Common Sense Ratio | 1.68 | 1.01 |
| CPC Index | 0.8 | 0.58 |
| Tail Ratio | 1.28 | 0.93 |
| Outlier Win Ratio | 8.94 | 3.18 |
| Outlier Loss Ratio | 9.7 | 3.07 |
| Volatility (ann.) | 10.07% | 23.23% |
| R^2 | 0.41 | 0.41 |
| Calmar | 6.45 | 1.54 |
| Skew | -0.72 | 0.2 |
| Kurtosis | 47.94 | 7.75 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 4.31% | 3.06% |
| Expected Yearly % | 43.18% | 29.17% |
| Kelly Criterion | 10.09% | 5.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -1.97% |
| Expected Shortfall (cVaR) | -0.83% | -1.97% |
| Year | BTCUSD | master.u.eth.i.sol.u.trimmed_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 46.16 | 1.21 | + |
| 2025 | 20.88 | 40.26 | 1.93 | + |
| Metric | master.u.eth.i.sol.u.trimmed_fwd_ | BTCUSD |
|---|---|---|
| MTD | -5.73% | -1.07% |
| 3M | 6.0% | -5.86% |
| 6M | 18.85% | 33.4% |
| YTD | 40.26% | 20.88% |
| 1Y | 77.43% | 79.56% |
| 3Y (ann.) | 68.89% | 45.3% |
| 5Y (ann.) | 68.89% | 45.3% |
| Metric | master.u.eth.i.sol.u.trimmed_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -10.68% | -29.51% |
| Longest DD Days | 40.0 | 144.0 |
| Avg. Drawdown | -1.3% | -5.23% |
| Avg. Drawdown Days | 5.0 | 16.0 |
| Recovery Factor | 9.83 | 2.26 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-06 | 2025-10-14 | -10.68 | 7 |
| 2025-03-03 | 2025-04-11 | -6.86 | 39 |
| 2024-12-18 | 2025-01-17 | -6.54 | 29 |
| 2024-06-05 | 2024-07-15 | -6.42 | 40 |
| 2025-06-11 | 2025-07-02 | -5.64 | 21 |
| 2024-07-22 | 2024-08-06 | -4.79 | 15 |
| 2025-04-14 | 2025-05-08 | -4.03 | 23 |
| 2024-10-07 | 2024-10-12 | -3.53 | 4 |
| 2025-02-04 | 2025-03-02 | -3.38 | 26 |
| 2024-08-09 | 2024-09-09 | -3.38 | 31 |
| Metric | master.u.eth.i.sol.u.trimmed_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 6.21% | 9.33% |
| Worst Day | -8.35% | -9.32% |
| Best Week | 14.11% | 18.93% |
| Worst Week | -7.99% | -12.33% |
| Best Month | 22.68% | 37.42% |
| Worst Month | -5.73% | -17.69% |
| Best Year | 46.16% | 38.02% |
| Worst Year | 40.26% | 20.88% |
| Avg. Up Day | 0.34% | 0.89% |
| Avg. Down Day | -0.28% | -0.87% |
| Avg. Up Week | 2.76% | 5.28% |
| Avg. Down Week | -1.4% | -4.3% |
| Avg. Up Month | 7.29% | 10.95% |
| Avg. Down Month | -3.77% | -3.88% |
| Win Days % | 51.32% | 52.05% |
| Win Month % | 82.35% | 58.82% |
| Win Week % | 63.01% | 54.79% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 100.0% |