| Metric | sol.u_fwd_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 77.86% | -38.97% |
| Max Drawdown | -18.63% | -61.75% |
| Sharpe | 1.83 | -0.19 |
| Sortino | 3.27 | -0.27 |
| Payoff Ratio | 1.95 | 1.26 |
| Profit Factor | 1.82 | 0.97 |
| Common Sense Ratio | 3.6 | 0.89 |
| CPC Index | 1.75 | 0.57 |
| Tail Ratio | 1.97 | 0.91 |
| Outlier Win Ratio | 17.65 | 2.95 |
| Outlier Loss Ratio | 6.93 | 2.45 |
| Volatility (ann.) | 41.53% | 90.46% |
| R^2 | 0.32 | 0.32 |
| Calmar | 5.21 | -0.71 |
| Skew | 1.99 | 0.27 |
| Kurtosis | 30.62 | 3.34 |
| Expected Daily % | 0.19% | -0.16% |
| Expected Monthly % | 5.37% | -4.39% |
| Expected Yearly % | 33.37% | -21.88% |
| Kelly Criterion | 23.27% | 4.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.37% | -7.84% |
| Expected Shortfall (cVaR) | -3.37% | -7.84% |
| Year | SOLUSD | sol.u_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 54.74 | 4.28 | + |
| 2025 | -45.89 | 14.94 | -0.33 | + |
| Metric | sol.u_fwd_daily_ | SOLUSD |
|---|---|---|
| MTD | -13.89% | -19.15% |
| 3M | 14.94% | -53.09% |
| 6M | 63.46% | -29.03% |
| YTD | 14.94% | -45.89% |
| 1Y | 77.86% | -38.97% |
| 3Y (ann.) | 97.0% | -44.09% |
| 5Y (ann.) | 97.0% | -44.09% |
| Metric | sol.u_fwd_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -18.63% | -61.75% |
| Longest DD Days | 65.0 | 101.0 |
| Avg. Drawdown | -5.07% | -16.47% |
| Avg. Drawdown Days | 20.0 | 27.0 |
| Recovery Factor | 4.18 | -0.63 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-01 | 2024-10-05 | -18.63 | 65 |
| 2025-03-27 | 2025-04-07 | -16.30 | 11 |
| 2024-06-06 | 2024-07-20 | -6.35 | 44 |
| 2025-02-02 | 2025-03-25 | -6.10 | 51 |
| 2024-10-08 | 2024-10-14 | -5.44 | 6 |
| 2024-12-01 | 2025-01-17 | -5.10 | 47 |
| 2024-11-13 | 2024-11-14 | -2.66 | 1 |
| 2024-10-22 | 2024-11-06 | -1.94 | 15 |
| 2024-11-15 | 2024-11-30 | -1.09 | 15 |
| 2024-10-16 | 2024-10-20 | -0.98 | 4 |
| Metric | sol.u_fwd_daily_ | SOLUSD |
|---|---|---|
| Best Day | 16.31% | 20.8% |
| Worst Day | -14.19% | -18.74% |
| Best Week | 27.07% | 25.06% |
| Worst Week | -13.55% | -26.95% |
| Best Month | 34.65% | 39.21% |
| Worst Month | -13.89% | -46.12% |
| Best Year | 54.74% | 12.78% |
| Worst Year | 14.94% | -45.89% |
| Avg. Up Day | 2.3% | 3.84% |
| Avg. Down Day | -1.18% | -3.05% |
| Avg. Up Week | 7.12% | 9.51% |
| Avg. Down Week | -3.2% | -9.3% |
| Avg. Up Month | 19.43% | 24.64% |
| Avg. Down Month | -6.32% | -25.99% |
| Win Days % | 49.26% | 46.77% |
| Win Month % | 54.55% | 45.45% |
| Win Week % | 53.33% | 47.83% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 100.0% | 50.0% |