| Metric | master.u_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 95.0% | 100.0% |
| Cumulative Return | 42.49% | 31.18% |
| Max Drawdown | -4.22% | -26.0% |
| Sharpe | 3.17 | 0.84 |
| Sortino | 7.12 | 1.32 |
| Payoff Ratio | 2.11 | 1.24 |
| Profit Factor | 1.9 | 1.13 |
| Common Sense Ratio | 3.07 | 1.26 |
| CPC Index | 1.95 | 0.69 |
| Tail Ratio | 1.61 | 1.12 |
| Outlier Win Ratio | 12.15 | 2.68 |
| Outlier Loss Ratio | 14.29 | 2.01 |
| Volatility (ann.) | 12.48% | 50.21% |
| R^2 | 0.07 | 0.07 |
| Calmar | 11.29 | 1.34 |
| Skew | 3.0 | 0.6 |
| Kurtosis | 20.74 | 2.51 |
| Expected Daily % | 0.11% | 0.08% |
| Expected Monthly % | 3.27% | 2.5% |
| Expected Yearly % | 19.37% | 14.54% |
| Kelly Criterion | 24.16% | 8.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -4.21% |
| Expected Shortfall (cVaR) | -0.97% | -4.21% |
| Year | BTCUSD | master.u_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 41.71 | 0.86 | - |
| 2025 | -11.59 | 0.55 | -0.05 | + |
| Metric | master.u_fwd_ | BTCUSD |
|---|---|---|
| MTD | 1.07% | -2.09% |
| 3M | 0.04% | -13.24% |
| 6M | 27.63% | 25.32% |
| YTD | 0.55% | -11.59% |
| 1Y | 42.49% | 31.18% |
| 3Y (ann.) | 47.6% | 34.77% |
| 5Y (ann.) | 47.6% | 34.77% |
| Metric | master.u_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -4.22% | -26.0% |
| Longest DD Days | 60.0 | 161.0 |
| Avg. Drawdown | -0.97% | -6.87% |
| Avg. Drawdown Days | 9.0 | 22.0 |
| Recovery Factor | 10.08 | 1.2 |
| Ulcer Index | 0.97 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-22 | 2024-07-20 | -4.22 | 59 |
| 2024-08-26 | 2024-09-18 | -3.24 | 23 |
| 2025-01-23 | 2025-03-24 | -3.02 | 60 |
| 2025-01-07 | 2025-01-22 | -2.63 | 15 |
| 2025-03-27 | 2025-03-31 | -2.51 | 4 |
| 2024-07-23 | 2024-08-07 | -2.28 | 15 |
| 2024-10-22 | 2024-11-06 | -1.08 | 15 |
| 2024-12-06 | 2024-12-15 | -1.02 | 9 |
| 2024-12-26 | 2025-01-03 | -0.85 | 8 |
| 2024-10-07 | 2024-10-12 | -0.83 | 5 |
| Metric | master.u_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 5.64% | 11.89% |
| Worst Day | -1.94% | -8.6% |
| Best Week | 9.23% | 18.93% |
| Worst Week | -1.84% | -12.33% |
| Best Month | 22.65% | 37.42% |
| Worst Month | -2.14% | -17.69% |
| Best Year | 41.71% | 48.38% |
| Worst Year | 0.55% | -11.59% |
| Avg. Up Day | 0.5% | 2.28% |
| Avg. Down Day | -0.24% | -1.84% |
| Avg. Up Week | 2.26% | 6.51% |
| Avg. Down Week | -0.82% | -4.62% |
| Avg. Up Month | 6.43% | 12.62% |
| Avg. Down Month | -1.8% | -12.4% |
| Win Days % | 48.57% | 49.4% |
| Win Month % | 81.82% | 54.55% |
| Win Week % | 58.33% | 51.02% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |