| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 52.53% | 72.31% |
| Max Drawdown | -5.46% | -28.17% |
| Sharpe | 2.5 | 1.03 |
| Sortino | 4.71 | 1.62 |
| Payoff Ratio | 1.73 | 1.15 |
| Profit Factor | 1.64 | 1.16 |
| Common Sense Ratio | 2.65 | 1.31 |
| CPC Index | 1.44 | 0.68 |
| Tail Ratio | 1.62 | 1.12 |
| Outlier Win Ratio | 12.44 | 2.73 |
| Outlier Loss Ratio | 13.3 | 2.21 |
| Volatility (ann.) | 11.78% | 45.78% |
| R^2 | 0.06 | 0.06 |
| Calmar | 6.1 | 1.59 |
| Skew | 2.06 | 0.55 |
| Kurtosis | 19.51 | 2.9 |
| Expected Daily % | 0.08% | 0.1% |
| Expected Monthly % | 2.37% | 3.07% |
| Expected Yearly % | 23.5% | 31.27% |
| Kelly Criterion | 22.34% | 8.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -3.81% |
| Expected Shortfall (cVaR) | -0.93% | -3.81% |
| Year | BTCUSD | master.u_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 42.56 | 0.88 | - |
| 2025 | 16.12 | 7.00 | 0.43 | - |
| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -1.73% | -4.96% |
| 3M | -2.01% | -7.6% |
| 6M | 7.35% | 27.27% |
| YTD | 7.0% | 16.12% |
| 1Y | 32.69% | 57.08% |
| 3Y (ann.) | 33.31% | 44.85% |
| 5Y (ann.) | 33.31% | 44.85% |
| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -5.46% | -28.17% |
| Longest DD Days | 82.0 | 161.0 |
| Avg. Drawdown | -1.1% | -6.87% |
| Avg. Drawdown Days | 11.0 | 24.0 |
| Recovery Factor | 9.63 | 2.57 |
| Ulcer Index | 0.98 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-06 | 2025-10-21 | -5.46 | 15 |
| 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 | -2.97% | -12.33% |
| Best Month | 23.08% | 37.42% |
| Worst Month | -2.15% | -17.69% |
| Best Year | 42.56% | 48.38% |
| Worst Year | 7.0% | 16.12% |
| Avg. Up Day | 0.44% | 2.0% |
| Avg. Down Day | -0.26% | -1.75% |
| Avg. Up Week | 1.84% | 5.46% |
| Avg. Down Week | -0.86% | -4.19% |
| Avg. Up Month | 4.49% | 10.61% |
| Avg. Down Month | -1.83% | -9.07% |
| Win Days % | 50.77% | 50.93% |
| Win Month % | 77.78% | 61.11% |
| Win Week % | 55.84% | 55.13% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 100.0% |