| Metric | master_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 91.0% | 100.0% |
| Cumulative Return | 27.27% | 52.89% |
| Max Drawdown | -24.25% | -29.51% |
| Sharpe | 0.45 | 0.42 |
| Sortino | 0.58 | 0.6 |
| Payoff Ratio | 1.1 | 1.06 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.31 | 0.99 |
| CPC Index | 0.61 | 0.59 |
| Tail Ratio | 1.15 | 0.93 |
| Outlier Win Ratio | 12.81 | 3.09 |
| Outlier Loss Ratio | 11.67 | 2.85 |
| Volatility (ann.) | 10.11% | 23.2% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.71 | 1.1 |
| Skew | -8.4 | 0.18 |
| Kurtosis | 284.41 | 7.26 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.28% | 2.26% |
| Expected Yearly % | 12.81% | 23.65% |
| Kelly Criterion | 2.78% | 6.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -1.97% |
| Expected Shortfall (cVaR) | -0.86% | -1.97% |
| Year | BTCUSD | master_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 51.80 | 1.05 | + |
| 2025 | 2.28 | -16.16 | -7.10 | - |
| Metric | master_fwd_ | BTCUSD |
|---|---|---|
| MTD | -17.74% | -12.85% |
| 3M | -22.15% | -18.73% |
| 6M | -19.13% | -7.45% |
| YTD | -16.16% | 2.28% |
| 1Y | -10.65% | 5.34% |
| 3Y (ann.) | 17.32% | 32.47% |
| 5Y (ann.) | 17.32% | 32.47% |
| Metric | master_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -24.25% | -29.51% |
| Longest DD Days | 126.0 | 144.0 |
| Avg. Drawdown | -1.39% | -5.99% |
| Avg. Drawdown Days | 8.0 | 18.0 |
| Recovery Factor | 1.12 | 1.79 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-14 | 2025-11-17 | -24.25 | 126 |
| 2025-01-20 | 2025-04-22 | -7.04 | 92 |
| 2025-01-07 | 2025-01-20 | -5.55 | 13 |
| 2024-05-21 | 2024-07-19 | -5.07 | 59 |
| 2024-08-24 | 2024-09-19 | -4.54 | 26 |
| 2024-07-22 | 2024-08-08 | -4.20 | 17 |
| 2024-11-13 | 2024-11-19 | -4.01 | 5 |
| 2024-10-21 | 2024-11-06 | -3.16 | 16 |
| 2025-05-02 | 2025-05-22 | -2.61 | 19 |
| 2025-06-29 | 2025-07-02 | -1.68 | 3 |
| Metric | master_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 6.27% | 9.33% |
| Worst Day | -14.67% | -9.32% |
| Best Week | 14.36% | 18.93% |
| Worst Week | -14.66% | -12.33% |
| Best Month | 30.89% | 37.42% |
| Worst Month | -17.74% | -17.69% |
| Best Year | 51.8% | 49.48% |
| Worst Year | -16.16% | 2.28% |
| Avg. Up Day | 0.24% | 0.85% |
| Avg. Down Day | -0.22% | -0.81% |
| Avg. Up Week | 2.11% | 5.34% |
| Avg. Down Week | -1.06% | -4.25% |
| Avg. Up Month | 6.09% | 10.78% |
| Avg. Down Month | -4.15% | -8.42% |
| Win Days % | 49.05% | 52.18% |
| Win Month % | 57.89% | 57.89% |
| Win Week % | 51.85% | 54.32% |
| Win Quarter % | 71.43% | 71.43% |
| Win Year % | 50.0% | 100.0% |