| Metric | sol_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 55.0% | 100.0% |
| Cumulative Return | 74.93% | -21.85% |
| Max Drawdown | -13.86% | -54.18% |
| Sharpe | 2.36 | 0.11 |
| Sortino | 5.87 | 0.16 |
| Payoff Ratio | 2.0 | 1.32 |
| Profit Factor | 2.03 | 1.02 |
| Common Sense Ratio | 3.41 | 0.94 |
| CPC Index | 2.05 | 0.63 |
| Tail Ratio | 1.68 | 0.93 |
| Outlier Win Ratio | 19.36 | 2.93 |
| Outlier Loss Ratio | 8.78 | 2.0 |
| Volatility (ann.) | 31.2% | 90.33% |
| R^2 | 0.35 | 0.35 |
| Calmar | 7.2 | -0.49 |
| Skew | 5.35 | 0.35 |
| Kurtosis | 51.23 | 3.3 |
| Expected Daily % | 0.19% | -0.08% |
| Expected Monthly % | 5.75% | -2.44% |
| Expected Yearly % | 32.26% | -11.6% |
| Kelly Criterion | 25.87% | 7.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.48% | -7.75% |
| Expected Shortfall (cVaR) | -2.48% | -7.75% |
| Year | SOLUSD | sol_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 30.51 | 2.39 | + |
| 2025 | -30.71 | 34.04 | -1.11 | + |
| Metric | sol_daily_ | SOLUSD |
|---|---|---|
| MTD | 1.01% | 1.93% |
| 3M | 31.3% | -32.25% |
| 6M | 80.16% | -12.11% |
| YTD | 34.04% | -30.71% |
| 1Y | 74.93% | -21.85% |
| 3Y (ann.) | 99.76% | -26.29% |
| 5Y (ann.) | 99.76% | -26.29% |
| Metric | sol_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -13.86% | -54.18% |
| Longest DD Days | 96.0 | 101.0 |
| Avg. Drawdown | -3.8% | -15.78% |
| Avg. Drawdown Days | 29.0 | 25.0 |
| Recovery Factor | 5.41 | -0.4 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-11-06 | -13.86 | 96 |
| 2024-12-01 | 2025-01-16 | -4.51 | 46 |
| 2025-03-04 | 2025-03-23 | -3.92 | 19 |
| 2025-02-06 | 2025-03-03 | -3.49 | 25 |
| 2025-01-20 | 2025-02-05 | -2.98 | 16 |
| 2024-06-06 | 2024-07-16 | -2.89 | 40 |
| 2024-11-13 | 2024-11-28 | -1.53 | 15 |
| 2024-06-02 | 2024-06-05 | -0.75 | 3 |
| 2024-07-18 | 2024-07-19 | -0.31 | 1 |
| Metric | sol_daily_ | SOLUSD |
|---|---|---|
| Best Day | 17.52% | 20.8% |
| Worst Day | -6.22% | -18.74% |
| Best Week | 23.85% | 25.06% |
| Worst Week | -7.94% | -26.95% |
| Best Month | 35.08% | 39.21% |
| Worst Month | -10.27% | -46.12% |
| Best Year | 34.04% | 12.78% |
| Worst Year | 30.51% | -30.71% |
| Avg. Up Day | 1.54% | 3.99% |
| Avg. Down Day | -0.77% | -3.02% |
| Avg. Up Week | 4.85% | 9.54% |
| Avg. Down Week | -1.71% | -7.05% |
| Avg. Up Month | 13.98% | 20.85% |
| Avg. Down Month | -4.4% | -27.7% |
| Win Days % | 50.62% | 47.12% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 55.56% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |