| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 95.0% | 100.0% |
| Cumulative Return | 41.73% | 30.91% |
| Max Drawdown | -3.86% | -26.0% |
| Sharpe | 3.16 | 0.84 |
| Sortino | 7.05 | 1.31 |
| Payoff Ratio | 2.06 | 1.21 |
| Profit Factor | 1.9 | 1.13 |
| Common Sense Ratio | 2.93 | 1.26 |
| CPC Index | 1.99 | 0.67 |
| Tail Ratio | 1.54 | 1.12 |
| Outlier Win Ratio | 12.86 | 2.67 |
| Outlier Loss Ratio | 13.69 | 2.0 |
| Volatility (ann.) | 12.37% | 50.29% |
| R^2 | 0.05 | 0.05 |
| Calmar | 12.13 | 1.33 |
| Skew | 2.9 | 0.6 |
| Kurtosis | 19.37 | 2.5 |
| Expected Daily % | 0.11% | 0.08% |
| Expected Monthly % | 3.22% | 2.48% |
| Expected Yearly % | 19.05% | 14.41% |
| Kelly Criterion | 27.11% | 7.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -4.21% |
| Expected Shortfall (cVaR) | -0.96% | -4.21% |
| Year | BTCUSD | master.u_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 41.55 | 0.86 | - |
| 2025 | -11.78 | 0.13 | -0.01 | + |
| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 1.27% | -2.3% |
| 3M | -0.46% | -12.54% |
| 6M | 26.5% | 25.19% |
| YTD | 0.13% | -11.78% |
| 1Y | 41.73% | 30.91% |
| 3Y (ann.) | 46.9% | 34.58% |
| 5Y (ann.) | 46.9% | 34.58% |
| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -3.86% | -26.0% |
| Longest DD Days | 76.0 | 161.0 |
| Avg. Drawdown | -0.91% | -6.87% |
| Avg. Drawdown Days | 10.0 | 22.0 |
| Recovery Factor | 10.8 | 1.19 |
| Ulcer Index | 0.97 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-22 | 2024-07-17 | -3.86 | 56 |
| 2024-08-26 | 2024-09-18 | -3.10 | 23 |
| 2025-01-07 | 2025-03-24 | -3.05 | 76 |
| 2025-03-27 | 2025-03-30 | -2.39 | 3 |
| 2024-07-23 | 2024-08-07 | -2.30 | 15 |
| 2024-10-22 | 2024-11-06 | -1.08 | 15 |
| 2024-12-06 | 2024-12-16 | -1.07 | 10 |
| 2024-10-07 | 2024-10-12 | -0.85 | 5 |
| 2024-11-13 | 2024-11-14 | -0.81 | 1 |
| 2024-11-15 | 2024-11-16 | -0.81 | 1 |
| Metric | master.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 5.49% | 11.89% |
| Worst Day | -1.88% | -8.6% |
| Best Week | 9.02% | 18.93% |
| Worst Week | -1.65% | -12.33% |
| Best Month | 22.32% | 37.42% |
| Worst Month | -1.97% | -17.69% |
| Best Year | 41.55% | 48.38% |
| Worst Year | 0.13% | -11.78% |
| Avg. Up Day | 0.47% | 2.27% |
| Avg. Down Day | -0.23% | -1.87% |
| Avg. Up Week | 2.08% | 6.07% |
| Avg. Down Week | -0.81% | -4.73% |
| Avg. Up Month | 6.23% | 12.62% |
| Avg. Down Month | -1.62% | -12.4% |
| Win Days % | 50.96% | 49.24% |
| Win Month % | 81.82% | 54.55% |
| Win Week % | 62.5% | 51.02% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |