| Metric | master.u_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 95.0% | 100.0% |
| Cumulative Return | 176.51% | 791.63% |
| Max Drawdown | -9.52% | -76.67% |
| Sharpe | 2.16 | 1.07 |
| Sortino | 4.19 | 1.6 |
| Payoff Ratio | 1.62 | 1.1 |
| Profit Factor | 1.57 | 1.18 |
| Common Sense Ratio | 2.52 | 1.22 |
| CPC Index | 1.3 | 0.66 |
| Tail Ratio | 1.6 | 1.04 |
| Outlier Win Ratio | 19.02 | 2.51 |
| Outlier Loss Ratio | 21.62 | 2.38 |
| Volatility (ann.) | 10.27% | 61.37% |
| R^2 | 0.08 | 0.08 |
| Calmar | 2.53 | 0.77 |
| Skew | 2.4 | 0.11 |
| Kurtosis | 19.69 | 3.49 |
| Expected Daily % | 0.06% | 0.13% |
| Expected Monthly % | 1.8% | 3.91% |
| Expected Yearly % | 18.47% | 44.0% |
| Kelly Criterion | 20.91% | 6.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -5.1% |
| Expected Shortfall (cVaR) | -0.82% | -5.1% |
| Year | BTCUSD | master.u_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 213.85 | 4.87 | 0.02 | - |
| 2021 | 59.34 | -0.36 | -0.01 | - |
| 2022 | -64.22 | 6.80 | -0.11 | + |
| 2023 | 155.54 | 40.91 | 0.26 | - |
| 2024 | 121.00 | 75.63 | 0.62 | - |
| 2025 | -11.78 | 0.13 | -0.01 | + |
| Metric | master.u_daily_ | BTCUSD |
|---|---|---|
| MTD | 1.27% | -2.3% |
| 3M | -0.46% | -12.54% |
| 6M | 26.5% | 25.19% |
| YTD | 0.13% | -11.78% |
| 1Y | 48.08% | 17.82% |
| 3Y (ann.) | 34.19% | 20.15% |
| 5Y (ann.) | 24.07% | 59.05% |
| Metric | master.u_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -9.52% | -76.67% |
| Longest DD Days | 292.0 | 846.0 |
| Avg. Drawdown | -1.03% | -8.92% |
| Avg. Drawdown Days | 18.0 | 38.0 |
| Recovery Factor | 18.54 | 10.33 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-30 | 2022-08-09 | -9.52 | 132 |
| 2022-08-10 | 2023-01-13 | -7.49 | 156 |
| 2023-06-26 | 2023-10-24 | -5.02 | 120 |
| 2023-04-15 | 2023-06-21 | -4.70 | 67 |
| 2024-01-09 | 2024-02-10 | -4.22 | 32 |
| 2024-05-22 | 2024-07-20 | -4.09 | 59 |
| 2022-03-03 | 2022-03-28 | -3.13 | 25 |
| 2024-08-26 | 2024-09-18 | -3.10 | 23 |
| 2025-01-07 | 2025-03-24 | -3.05 | 76 |
| 2021-05-09 | 2022-02-25 | -2.59 | 292 |
| Metric | master.u_daily_ | BTCUSD |
|---|---|---|
| Best Day | 5.49% | 19.48% |
| Worst Day | -3.12% | -15.42% |
| Best Week | 9.02% | 38.59% |
| Worst Week | -4.04% | -29.64% |
| Best Month | 22.32% | 47.19% |
| Worst Month | -5.64% | -37.12% |
| Best Year | 75.63% | 213.85% |
| Worst Year | -0.36% | -64.22% |
| Avg. Up Day | 0.32% | 2.5% |
| Avg. Down Day | -0.2% | -2.27% |
| Avg. Up Week | 1.39% | 7.74% |
| Avg. Down Week | -0.66% | -5.75% |
| Avg. Up Month | 4.57% | 19.1% |
| Avg. Down Month | -1.69% | -14.07% |
| Win Days % | 51.14% | 50.82% |
| Win Month % | 64.91% | 57.89% |
| Win Week % | 56.05% | 52.59% |
| Win Quarter % | 78.95% | 57.89% |
| Win Year % | 83.33% | 66.67% |