| Metric | master.u.eth.i.sol.u.trimmed_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | 124.49% | 70.22% |
| Max Drawdown | -5.47% | -28.17% |
| Sharpe | 3.41 | 1.08 |
| Sortino | 6.66 | 1.66 |
| Payoff Ratio | 1.87 | 1.1 |
| Profit Factor | 1.89 | 1.17 |
| Common Sense Ratio | 3.57 | 1.3 |
| CPC Index | 1.86 | 0.66 |
| Tail Ratio | 1.9 | 1.11 |
| Outlier Win Ratio | 7.37 | 2.74 |
| Outlier Loss Ratio | 10.35 | 2.61 |
| Volatility (ann.) | 17.78% | 45.73% |
| R^2 | 0.01 | 0.01 |
| Calmar | 14.74 | 1.69 |
| Skew | 1.5 | 0.47 |
| Kurtosis | 8.97 | 2.93 |
| Expected Daily % | 0.16% | 0.11% |
| Expected Monthly % | 4.87% | 3.18% |
| Expected Yearly % | 49.83% | 30.47% |
| Kelly Criterion | 27.5% | 7.21% |
| 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_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 46.06 | 1.22 | + |
| 2025 | 23.48 | 53.70 | 2.29 | + |
| Metric | master.u.eth.i.sol.u.trimmed_fwd_ | BTCUSD |
|---|---|---|
| MTD | 2.98% | 1.06% |
| 3M | 16.27% | -1.87% |
| 6M | 33.51% | 35.19% |
| YTD | 53.7% | 23.48% |
| 1Y | 95.35% | 82.43% |
| 3Y (ann.) | 80.67% | 47.56% |
| 5Y (ann.) | 80.67% | 47.56% |
| Metric | master.u.eth.i.sol.u.trimmed_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -5.47% | -28.17% |
| Longest DD Days | 40.0 | 145.0 |
| Avg. Drawdown | -1.3% | -7.37% |
| Avg. Drawdown Days | 9.0 | 26.0 |
| Recovery Factor | 22.74 | 2.49 |
| Ulcer Index | inf | 1.04 |
| 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_ | BTCUSD |
|---|---|---|
| Best Day | 6.72% | 11.89% |
| Worst Day | -3.05% | -8.6% |
| Best Week | 13.59% | 18.93% |
| Worst Week | -4.14% | -12.33% |
| Best Month | 23.3% | 37.42% |
| Worst Month | -4.12% | -17.69% |
| Best Year | 53.7% | 37.85% |
| Worst Year | 46.06% | 23.48% |
| Avg. Up Day | 0.68% | 1.97% |
| Avg. Down Day | -0.37% | -1.78% |
| Avg. Up Week | 2.7% | 5.14% |
| Avg. Down Week | -0.94% | -4.36% |
| Avg. Up Month | 7.05% | 10.05% |
| Avg. Down Month | -3.48% | -5.34% |
| Win Days % | 52.75% | 51.3% |
| Win Month % | 88.24% | 64.71% |
| Win Week % | 61.64% | 56.16% |
| Win Quarter % | 85.71% | 71.43% |
| Win Year % | 100.0% | 100.0% |