| Metric | sol_bars_ | SOLUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 67.7% | -14.07% |
| Max Drawdown | -16.67% | -58.89% |
| Sharpe | 1.38 | 0.12 |
| Sortino | 2.58 | 0.17 |
| Payoff Ratio | 1.48 | 1.18 |
| Profit Factor | 1.48 | 1.02 |
| Common Sense Ratio | 2.0 | 1.04 |
| CPC Index | 1.06 | 0.59 |
| Tail Ratio | 1.35 | 1.02 |
| Outlier Win Ratio | 23.01 | 2.64 |
| Outlier Loss Ratio | 9.98 | 2.4 |
| Volatility (ann.) | 12.02% | 44.76% |
| R^2 | 0.35 | 0.35 |
| Calmar | 5.35 | -0.29 |
| Skew | 3.2 | 0.62 |
| Kurtosis | 41.81 | 8.48 |
| Expected Daily % | 0.04% | -0.01% |
| Expected Monthly % | 5.31% | -1.5% |
| Expected Yearly % | 29.5% | -7.3% |
| Kelly Criterion | 13.42% | 6.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -3.84% |
| Expected Shortfall (cVaR) | -0.99% | -3.84% |
| Year | SOLUSD | sol_bars_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 19.98 | 1.52 | + |
| 2025 | -24.04 | 39.78 | -1.65 | + |
| Metric | sol_bars_ | SOLUSD |
|---|---|---|
| MTD | 7.01% | -3.15% |
| 3M | 37.14% | -20.48% |
| 6M | 78.24% | -4.03% |
| YTD | 39.78% | -24.04% |
| 1Y | 67.7% | -14.07% |
| 3Y (ann.) | 89.18% | -17.05% |
| 5Y (ann.) | 89.18% | -17.05% |
| Metric | sol_bars_ | SOLUSD |
|---|---|---|
| Max Drawdown | -16.67% | -58.89% |
| Longest DD Days | 107.0 | 101.0 |
| Avg. Drawdown | -2.35% | -11.63% |
| Avg. Drawdown Days | 14.0 | 17.0 |
| Recovery Factor | 4.06 | -0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2024-11-06 | -16.67 | 107 |
| 2025-01-19 | 2025-03-24 | -6.22 | 63 |
| 2024-11-29 | 2025-01-15 | -4.76 | 47 |
| 2024-06-05 | 2024-07-15 | -2.45 | 39 |
| 2024-07-16 | 2024-07-19 | -1.84 | 2 |
| 2024-11-08 | 2024-11-10 | -1.83 | 1 |
| 2024-11-12 | 2024-11-27 | -1.79 | 15 |
| 2024-11-10 | 2024-11-11 | -1.77 | 0 |
| 2024-11-28 | 2024-11-29 | -1.58 | 1 |
| 2024-06-01 | 2024-06-04 | -1.51 | 3 |
| Metric | sol_bars_ | SOLUSD |
|---|---|---|
| Best Day | 8.14% | 19.54% |
| Worst Day | -5.05% | -14.23% |
| Best Week | 18.31% | 21.25% |
| Worst Week | -6.28% | -17.1% |
| Best Month | 31.86% | 41.15% |
| Worst Month | -12.78% | -36.08% |
| Best Year | 39.78% | 13.13% |
| Worst Year | 19.98% | -24.04% |
| Avg. Up Day | 0.6% | 1.81% |
| Avg. Down Day | -0.41% | -1.53% |
| Avg. Up Week | 5.0% | 10.93% |
| Avg. Down Week | -1.5% | -8.92% |
| Avg. Up Month | 13.95% | 20.86% |
| Avg. Down Month | -4.21% | -22.53% |
| Win Days % | 48.35% | 49.41% |
| Win Month % | 60.0% | 50.0% |
| Win Week % | 55.56% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |