| Metric | master_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | 44.13% | 45.58% |
| Max Drawdown | -11.06% | -28.21% |
| Sharpe | 1.63 | 0.78 |
| Sortino | 2.86 | 1.14 |
| Payoff Ratio | 1.38 | 1.09 |
| Profit Factor | 1.43 | 1.12 |
| Common Sense Ratio | 1.89 | 1.23 |
| CPC Index | 0.99 | 0.64 |
| Tail Ratio | 1.32 | 1.09 |
| Outlier Win Ratio | 10.41 | 2.83 |
| Outlier Loss Ratio | 13.12 | 2.63 |
| Volatility (ann.) | 15.63% | 45.15% |
| R^2 | 0.38 | 0.38 |
| Calmar | 2.49 | 1.01 |
| Skew | 1.84 | -0.15 |
| Kurtosis | 19.74 | 3.58 |
| Expected Daily % | 0.07% | 0.07% |
| Expected Monthly % | 1.94% | 2.0% |
| Expected Yearly % | 20.05% | 20.66% |
| Kelly Criterion | 13.62% | 7.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -3.79% |
| Expected Shortfall (cVaR) | -1.28% | -3.79% |
| Year | BTCUSD | master_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 46.54 | 1.15 | + |
| 2025 | 3.62 | -1.64 | -0.45 | - |
| Metric | master_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -3.77% | -12.81% |
| 3M | -8.94% | -19.54% |
| 6M | -5.68% | -7.82% |
| YTD | -1.64% | 3.62% |
| 1Y | 7.02% | 9.16% |
| 3Y (ann.) | 27.51% | 28.36% |
| 5Y (ann.) | 27.51% | 28.36% |
| Metric | master_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -11.06% | -28.21% |
| Longest DD Days | 124.0 | 154.0 |
| Avg. Drawdown | -1.36% | -9.03% |
| Avg. Drawdown Days | 13.0 | 37.0 |
| Recovery Factor | 3.99 | 1.62 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-15 | 2025-11-16 | -11.06 | 124 |
| 2025-03-27 | 2025-04-23 | -5.77 | 27 |
| 2024-05-22 | 2024-07-17 | -4.90 | 56 |
| 2024-08-25 | 2024-09-19 | -4.39 | 25 |
| 2025-01-07 | 2025-03-26 | -4.03 | 78 |
| 2024-07-23 | 2024-07-27 | -3.47 | 4 |
| 2025-05-03 | 2025-05-21 | -2.14 | 18 |
| 2024-10-22 | 2024-11-06 | -1.89 | 15 |
| 2024-11-15 | 2024-11-16 | -1.50 | 1 |
| 2024-11-13 | 2024-11-14 | -1.35 | 1 |
| Metric | master_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 6.58% | 9.49% |
| Worst Day | -5.13% | -13.23% |
| Best Week | 12.02% | 15.41% |
| Worst Week | -4.26% | -18.81% |
| Best Month | 30.73% | 34.43% |
| Worst Month | -4.73% | -23.44% |
| Best Year | 46.54% | 40.49% |
| Worst Year | -1.64% | 3.62% |
| Avg. Up Day | 0.53% | 1.85% |
| Avg. Down Day | -0.38% | -1.69% |
| Avg. Up Week | 1.89% | 5.08% |
| Avg. Down Week | -1.05% | -4.24% |
| Avg. Up Month | 6.45% | 11.96% |
| Avg. Down Month | -2.39% | -11.62% |
| Win Days % | 49.91% | 51.91% |
| Win Month % | 52.63% | 63.16% |
| Win Week % | 54.32% | 54.32% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 100.0% |