| Metric | sol_bars_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 52.0% | 100.0% |
| Cumulative Return | 37.99% | -21.85% |
| Max Drawdown | -16.62% | -54.18% |
| Sharpe | 1.79 | 0.11 |
| Sortino | 3.96 | 0.16 |
| Payoff Ratio | 1.81 | 1.28 |
| Profit Factor | 1.75 | 1.02 |
| Common Sense Ratio | 3.69 | 0.94 |
| CPC Index | 1.57 | 0.61 |
| Tail Ratio | 2.11 | 0.93 |
| Outlier Win Ratio | 26.81 | 2.72 |
| Outlier Loss Ratio | 10.81 | 2.01 |
| Volatility (ann.) | 23.72% | 90.33% |
| R^2 | 0.34 | 0.34 |
| Calmar | 2.94 | -0.49 |
| Skew | 4.42 | 0.35 |
| Kurtosis | 39.06 | 3.3 |
| Expected Daily % | 0.11% | -0.08% |
| Expected Monthly % | 3.27% | -2.44% |
| Expected Yearly % | 17.47% | -11.6% |
| Kelly Criterion | 21.4% | 5.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.93% | -7.75% |
| Expected Shortfall (cVaR) | -1.93% | -7.75% |
| Year | SOLUSD | sol_bars_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 8.02 | 0.63 | - |
| 2025 | -30.71 | 27.75 | -0.90 | + |
| Metric | sol_bars_daily_ | SOLUSD |
|---|---|---|
| MTD | 1.83% | 1.93% |
| 3M | 25.29% | -32.25% |
| 6M | 50.06% | -12.11% |
| YTD | 27.75% | -30.71% |
| 1Y | 37.99% | -21.85% |
| 3Y (ann.) | 48.95% | -26.29% |
| 5Y (ann.) | 48.95% | -26.29% |
| Metric | sol_bars_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -16.62% | -54.18% |
| Longest DD Days | 98.0 | 101.0 |
| Avg. Drawdown | -3.63% | -15.78% |
| Avg. Drawdown Days | 29.0 | 25.0 |
| Recovery Factor | 2.29 | -0.4 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-11-08 | -16.62 | 98 |
| 2024-12-01 | 2025-01-16 | -3.91 | 46 |
| 2025-02-06 | 2025-03-03 | -3.18 | 25 |
| 2025-03-04 | 2025-03-23 | -2.99 | 19 |
| 2025-01-20 | 2025-02-04 | -2.32 | 15 |
| 2024-06-06 | 2024-07-15 | -1.74 | 39 |
| 2024-06-02 | 2024-06-05 | -0.74 | 3 |
| 2024-11-13 | 2024-11-28 | -0.73 | 15 |
| 2024-07-18 | 2024-07-19 | -0.47 | 1 |
| Metric | sol_bars_daily_ | SOLUSD |
|---|---|---|
| Best Day | 11.34% | 20.8% |
| Worst Day | -5.12% | -18.74% |
| Best Week | 16.42% | 25.06% |
| Worst Week | -9.28% | -26.95% |
| Best Month | 26.59% | 39.21% |
| Worst Month | -13.14% | -46.12% |
| Best Year | 27.75% | 12.78% |
| Worst Year | 8.02% | -30.71% |
| Avg. Up Day | 1.17% | 4.21% |
| Avg. Down Day | -0.65% | -3.28% |
| Avg. Up Week | 3.7% | 9.8% |
| Avg. Down Week | -1.68% | -7.05% |
| Avg. Up Month | 11.31% | 22.22% |
| Avg. Down Month | -4.52% | -27.7% |
| Win Days % | 49.34% | 47.12% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 51.43% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |