| Metric | master.u_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 95.0% | 100.0% |
| Cumulative Return | 180.97% | 791.63% |
| Max Drawdown | -10.33% | -76.67% |
| Sharpe | 2.14 | 1.07 |
| Sortino | 4.15 | 1.6 |
| Payoff Ratio | 1.6 | 1.11 |
| Profit Factor | 1.56 | 1.18 |
| Common Sense Ratio | 2.47 | 1.22 |
| CPC Index | 1.26 | 0.66 |
| Tail Ratio | 1.59 | 1.04 |
| Outlier Win Ratio | 18.34 | 2.52 |
| Outlier Loss Ratio | 21.04 | 2.4 |
| Volatility (ann.) | 10.53% | 61.37% |
| R^2 | 0.09 | 0.09 |
| Calmar | 2.37 | 0.77 |
| Skew | 2.4 | 0.11 |
| Kurtosis | 19.45 | 3.49 |
| Expected Daily % | 0.06% | 0.13% |
| Expected Monthly % | 1.83% | 3.91% |
| Expected Yearly % | 18.79% | 44.0% |
| Kelly Criterion | 19.98% | 6.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -5.1% |
| Expected Shortfall (cVaR) | -0.84% | -5.1% |
| Year | BTCUSD | master.u_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 213.85 | 5.05 | 0.02 | - |
| 2021 | 59.34 | -0.92 | -0.02 | - |
| 2022 | -64.22 | 5.94 | -0.09 | + |
| 2023 | 155.54 | 42.50 | 0.27 | - |
| 2024 | 121.00 | 77.66 | 0.64 | - |
| 2025 | -11.78 | 0.65 | -0.06 | + |
| Metric | master.u_daily_ | BTCUSD |
|---|---|---|
| MTD | 1.17% | -2.3% |
| 3M | 0.02% | -12.54% |
| 6M | 27.78% | 25.19% |
| YTD | 0.65% | -11.78% |
| 1Y | 49.17% | 17.82% |
| 3Y (ann.) | 35.15% | 20.15% |
| 5Y (ann.) | 24.5% | 59.05% |
| Metric | master.u_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -10.33% | -76.67% |
| Longest DD Days | 296.0 | 846.0 |
| Avg. Drawdown | -1.01% | -8.92% |
| Avg. Drawdown Days | 18.0 | 38.0 |
| Recovery Factor | 17.51 | 10.33 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-30 | 2023-01-13 | -10.33 | 289 |
| 2023-04-15 | 2023-06-21 | -5.10 | 67 |
| 2023-06-26 | 2023-10-24 | -5.04 | 120 |
| 2024-05-22 | 2024-07-20 | -4.45 | 59 |
| 2024-01-09 | 2024-02-10 | -4.31 | 32 |
| 2024-08-26 | 2024-09-18 | -3.24 | 23 |
| 2022-03-03 | 2022-03-28 | -3.19 | 25 |
| 2021-05-09 | 2022-03-01 | -3.06 | 296 |
| 2025-01-23 | 2025-03-24 | -3.02 | 60 |
| 2025-01-07 | 2025-01-22 | -2.63 | 15 |
| Metric | master.u_daily_ | BTCUSD |
|---|---|---|
| Best Day | 5.64% | 19.48% |
| Worst Day | -3.14% | -15.42% |
| Best Week | 9.23% | 38.59% |
| Worst Week | -4.24% | -29.64% |
| Best Month | 22.65% | 47.19% |
| Worst Month | -6.07% | -37.12% |
| Best Year | 77.66% | 213.85% |
| Worst Year | -0.92% | -64.22% |
| Avg. Up Day | 0.33% | 2.49% |
| Avg. Down Day | -0.21% | -2.25% |
| Avg. Up Week | 1.47% | 7.88% |
| Avg. Down Week | -0.69% | -5.62% |
| Avg. Up Month | 4.71% | 19.1% |
| Avg. Down Month | -1.83% | -14.07% |
| Win Days % | 50.77% | 50.82% |
| Win Month % | 64.91% | 57.89% |
| Win Week % | 54.03% | 52.59% |
| Win Quarter % | 78.95% | 57.89% |
| Win Year % | 83.33% | 66.67% |