| Metric | sol_bars_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 55.0% | 100.0% |
| Cumulative Return | 58.47% | -21.85% |
| Max Drawdown | -15.55% | -54.18% |
| Sharpe | 2.15 | 0.11 |
| Sortino | 5.22 | 0.16 |
| Payoff Ratio | 1.91 | 1.29 |
| Profit Factor | 1.94 | 1.02 |
| Common Sense Ratio | 3.19 | 0.94 |
| CPC Index | 1.87 | 0.62 |
| Tail Ratio | 1.65 | 0.93 |
| Outlier Win Ratio | 21.25 | 2.77 |
| Outlier Loss Ratio | 9.67 | 1.99 |
| Volatility (ann.) | 28.22% | 90.33% |
| R^2 | 0.34 | 0.34 |
| Calmar | 4.94 | -0.49 |
| Skew | 5.36 | 0.35 |
| Kurtosis | 51.5 | 3.3 |
| Expected Daily % | 0.16% | -0.08% |
| Expected Monthly % | 4.71% | -2.44% |
| Expected Yearly % | 25.89% | -11.6% |
| Kelly Criterion | 24.76% | 6.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.26% | -7.75% |
| Expected Shortfall (cVaR) | -2.26% | -7.75% |
| Year | SOLUSD | sol_bars_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 19.90 | 1.56 | + |
| 2025 | -30.71 | 32.17 | -1.05 | + |
| Metric | sol_bars_daily_ | SOLUSD |
|---|---|---|
| MTD | 1.12% | 1.93% |
| 3M | 29.59% | -32.25% |
| 6M | 68.43% | -12.11% |
| YTD | 32.17% | -30.71% |
| 1Y | 58.47% | -21.85% |
| 3Y (ann.) | 76.77% | -26.29% |
| 5Y (ann.) | 76.77% | -26.29% |
| Metric | sol_bars_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -15.55% | -54.18% |
| Longest DD Days | 96.0 | 101.0 |
| Avg. Drawdown | -3.7% | -15.78% |
| Avg. Drawdown Days | 29.0 | 25.0 |
| Recovery Factor | 3.76 | -0.4 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-11-06 | -15.55 | 96 |
| 2024-12-01 | 2025-01-16 | -4.29 | 46 |
| 2025-03-04 | 2025-03-23 | -3.49 | 19 |
| 2025-02-06 | 2025-03-03 | -3.19 | 25 |
| 2024-06-06 | 2024-07-16 | -2.24 | 40 |
| 2025-01-20 | 2025-02-04 | -2.13 | 15 |
| 2024-11-13 | 2024-11-28 | -1.35 | 15 |
| 2024-06-02 | 2024-06-05 | -0.69 | 3 |
| 2024-07-18 | 2024-07-19 | -0.35 | 1 |
| Metric | sol_bars_daily_ | SOLUSD |
|---|---|---|
| Best Day | 15.65% | 20.8% |
| Worst Day | -5.63% | -18.74% |
| Best Week | 21.76% | 25.06% |
| Worst Week | -8.73% | -26.95% |
| Best Month | 31.95% | 39.21% |
| Worst Month | -11.97% | -46.12% |
| Best Year | 32.17% | 12.78% |
| Worst Year | 19.9% | -30.71% |
| Avg. Up Day | 1.34% | 4.04% |
| Avg. Down Day | -0.7% | -3.14% |
| Avg. Up Week | 4.19% | 9.54% |
| Avg. Down Week | -1.73% | -7.05% |
| Avg. Up Month | 14.47% | 22.22% |
| Avg. Down Month | -4.47% | -27.7% |
| Win Days % | 50.62% | 47.12% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 55.56% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |