| Metric | sol.u_fwd_ | SOLUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 91.67% | -33.8% |
| Max Drawdown | -19.9% | -64.93% |
| Sharpe | 1.12 | -0.04 |
| Sortino | 1.95 | -0.07 |
| Payoff Ratio | 1.41 | 1.19 |
| Profit Factor | 1.44 | 0.99 |
| Common Sense Ratio | 2.12 | 0.98 |
| CPC Index | 1.01 | 0.58 |
| Tail Ratio | 1.47 | 0.99 |
| Outlier Win Ratio | 21.01 | 2.96 |
| Outlier Loss Ratio | 6.72 | 2.75 |
| Volatility (ann.) | 18.45% | 45.02% |
| R^2 | 0.31 | 0.31 |
| Calmar | 5.76 | -0.59 |
| Skew | 2.55 | 0.57 |
| Kurtosis | 45.24 | 8.15 |
| Expected Daily % | 0.05% | -0.03% |
| Expected Monthly % | 6.09% | -3.68% |
| Expected Yearly % | 38.45% | -18.64% |
| Kelly Criterion | 13.78% | 5.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.53% | -3.88% |
| Expected Shortfall (cVaR) | -1.53% | -3.88% |
| Year | SOLUSD | sol.u_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 54.74 | 4.17 | + |
| 2025 | -41.48 | 23.87 | -0.58 | + |
| Metric | sol.u_fwd_ | SOLUSD |
|---|---|---|
| MTD | -7.13% | -11.27% |
| 3M | 23.87% | -48.21% |
| 6M | 72.9% | -24.57% |
| YTD | 23.87% | -41.48% |
| 1Y | 91.67% | -33.8% |
| 3Y (ann.) | 114.59% | -38.37% |
| 5Y (ann.) | 114.59% | -38.37% |
| Metric | sol.u_fwd_ | SOLUSD |
|---|---|---|
| Max Drawdown | -19.9% | -64.93% |
| Longest DD Days | 65.0 | 101.0 |
| Avg. Drawdown | -3.54% | -11.98% |
| Avg. Drawdown Days | 10.0 | 18.0 |
| Recovery Factor | 4.61 | -0.52 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-01 | 2024-10-04 | -19.90 | 64 |
| 2025-03-25 | 2025-04-08 | -18.37 | 13 |
| 2025-01-19 | 2025-03-25 | -9.68 | 65 |
| 2024-10-07 | 2024-10-14 | -8.00 | 6 |
| 2024-11-29 | 2025-01-16 | -7.99 | 47 |
| 2024-06-05 | 2024-07-19 | -7.35 | 43 |
| 2024-10-15 | 2024-10-19 | -3.69 | 4 |
| 2024-10-21 | 2024-11-05 | -3.51 | 15 |
| 2024-11-12 | 2024-11-13 | -2.97 | 1 |
| 2024-11-13 | 2024-11-29 | -2.35 | 15 |
| Metric | sol.u_fwd_ | SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -9.27% | -14.23% |
| Best Week | 23.31% | 21.25% |
| Worst Week | -8.31% | -17.1% |
| Best Month | 34.65% | 41.15% |
| Worst Month | -7.13% | -36.08% |
| Best Year | 54.74% | 13.13% |
| Worst Year | 23.87% | -41.48% |
| Avg. Up Day | 0.95% | 1.76% |
| Avg. Down Day | -0.67% | -1.48% |
| Avg. Up Week | 7.23% | 9.79% |
| Avg. Down Week | -2.67% | -9.02% |
| Avg. Up Month | 18.9% | 20.86% |
| Avg. Down Month | -4.59% | -20.28% |
| Win Days % | 49.59% | 48.75% |
| Win Month % | 54.55% | 45.45% |
| Win Week % | 57.14% | 47.83% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 100.0% | 50.0% |