| Metric | sol_ | SOLUSD |
|---|---|---|
| Time in Market | 87.0% | 100.0% |
| Cumulative Return | 39.84% | -18.43% |
| Max Drawdown | -8.83% | -54.78% |
| Sharpe | 1.8 | 0.16 |
| Sortino | 3.59 | 0.24 |
| Payoff Ratio | 1.35 | 1.08 |
| Profit Factor | 1.42 | 1.02 |
| Common Sense Ratio | 2.58 | 1.02 |
| CPC Index | 0.93 | 0.56 |
| Tail Ratio | 1.82 | 0.99 |
| Outlier Win Ratio | 10.85 | 2.41 |
| Outlier Loss Ratio | 9.08 | 1.71 |
| Volatility (ann.) | 25.06% | 89.6% |
| R^2 | 0.51 | 0.51 |
| Calmar | 5.92 | -0.41 |
| Skew | 2.69 | 0.46 |
| Kurtosis | 18.56 | 3.97 |
| Expected Daily % | 0.11% | -0.07% |
| Expected Monthly % | 3.41% | -2.02% |
| Expected Yearly % | 18.25% | -9.69% |
| Kelly Criterion | 9.98% | 5.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.03% | -7.68% |
| Expected Shortfall (cVaR) | -2.03% | -7.68% |
| Year | SOLUSD | sol_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.75 | 16.41 | 1.19 | + |
| 2025 | -28.30 | 20.12 | -0.71 | + |
| Metric | sol_ | SOLUSD |
|---|---|---|
| MTD | 4.54% | -8.58% |
| 3M | 12.81% | -37.4% |
| 6M | 32.39% | 2.99% |
| YTD | 20.12% | -28.3% |
| 1Y | 39.84% | -18.43% |
| 3Y (ann.) | 52.28% | -22.55% |
| 5Y (ann.) | 52.28% | -22.55% |
| Metric | sol_ | SOLUSD |
|---|---|---|
| Max Drawdown | -8.83% | -54.78% |
| Longest DD Days | 73.0 | 100.0 |
| Avg. Drawdown | -2.92% | -19.95% |
| Avg. Drawdown Days | 16.0 | 34.0 |
| Recovery Factor | 4.51 | -0.34 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-12 | 2025-01-18 | -8.83 | 37 |
| 2024-06-06 | 2024-07-15 | -6.71 | 39 |
| 2025-03-06 | 2025-03-15 | -6.29 | 9 |
| 2024-08-25 | 2024-11-06 | -6.03 | 73 |
| 2024-07-22 | 2024-08-23 | -4.84 | 32 |
| 2024-11-23 | 2024-12-06 | -4.60 | 13 |
| 2025-01-19 | 2025-03-02 | -3.98 | 42 |
| 2025-03-16 | 2025-03-19 | -2.05 | 3 |
| 2024-07-17 | 2024-07-19 | -1.66 | 2 |
| 2024-11-16 | 2024-11-17 | -0.64 | 1 |
| Metric | sol_ | SOLUSD |
|---|---|---|
| Best Day | 11.12% | 24.47% |
| Worst Day | -3.43% | -20.52% |
| Best Week | 10.68% | 21.25% |
| Worst Week | -4.68% | -17.1% |
| Best Month | 14.95% | 41.15% |
| Worst Month | -4.54% | -36.08% |
| Best Year | 20.12% | 13.75% |
| Worst Year | 16.41% | -28.3% |
| Avg. Up Day | 1.0% | 3.67% |
| Avg. Down Day | -0.74% | -3.39% |
| Avg. Up Week | 3.42% | 9.95% |
| Avg. Down Week | -1.99% | -9.86% |
| Avg. Up Month | 10.37% | 23.49% |
| Avg. Down Month | -3.01% | -22.83% |
| Win Days % | 48.22% | 50.86% |
| Win Month % | 60.0% | 50.0% |
| Win Week % | 58.54% | 51.16% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |