| Metric | all.o_fwd_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 58.71% | -38.97% |
| Max Drawdown | -18.28% | -61.75% |
| Sharpe | 2.09 | -0.19 |
| Sortino | 3.83 | -0.27 |
| Payoff Ratio | 1.47 | 1.11 |
| Profit Factor | 1.43 | 0.97 |
| Common Sense Ratio | 2.65 | 0.89 |
| CPC Index | 1.07 | 0.5 |
| Tail Ratio | 1.85 | 0.91 |
| Outlier Win Ratio | 9.94 | 2.9 |
| Outlier Loss Ratio | 9.87 | 2.31 |
| Volatility (ann.) | 27.79% | 90.46% |
| R^2 | 0.06 | 0.06 |
| Calmar | 3.95 | -0.71 |
| Skew | 1.21 | 0.27 |
| Kurtosis | 5.28 | 3.34 |
| Expected Daily % | 0.15% | -0.16% |
| Expected Monthly % | 4.29% | -4.39% |
| Expected Yearly % | 25.98% | -21.88% |
| Kelly Criterion | 17.59% | -1.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.23% | -7.84% |
| Expected Shortfall (cVaR) | -2.23% | -7.84% |
| Year | SOLUSD | all.o_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 73.22 | 5.73 | + |
| 2025 | -45.89 | -8.38 | 0.18 | + |
| Metric | all.o_fwd_daily_ | SOLUSD |
|---|---|---|
| MTD | -1.13% | -19.15% |
| 3M | -9.41% | -53.09% |
| 6M | 53.1% | -29.03% |
| YTD | -8.38% | -45.89% |
| 1Y | 58.71% | -38.97% |
| 3Y (ann.) | 72.27% | -44.09% |
| 5Y (ann.) | 72.27% | -44.09% |
| Metric | all.o_fwd_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -18.28% | -61.75% |
| Longest DD Days | 119.0 | 101.0 |
| Avg. Drawdown | -4.86% | -16.47% |
| Avg. Drawdown Days | 28.0 | 27.0 |
| Recovery Factor | 3.21 | -0.63 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-04-07 | -18.28 | 119 |
| 2024-07-22 | 2024-11-06 | -9.67 | 107 |
| 2024-06-06 | 2024-07-13 | -4.81 | 37 |
| 2024-11-12 | 2024-11-16 | -4.17 | 4 |
| 2024-11-25 | 2024-11-27 | -3.15 | 2 |
| 2024-11-17 | 2024-11-18 | -2.98 | 1 |
| 2024-11-19 | 2024-11-21 | -2.84 | 2 |
| 2024-12-05 | 2024-12-06 | -1.39 | 1 |
| 2024-07-17 | 2024-07-19 | -1.27 | 2 |
| 2024-06-02 | 2024-06-04 | -0.05 | 2 |
| Metric | all.o_fwd_daily_ | SOLUSD |
|---|---|---|
| Best Day | 6.94% | 20.8% |
| Worst Day | -5.85% | -18.74% |
| Best Week | 14.84% | 25.06% |
| Worst Week | -6.75% | -26.95% |
| Best Month | 58.38% | 39.21% |
| Worst Month | -5.63% | -46.12% |
| Best Year | 73.22% | 12.78% |
| Worst Year | -8.38% | -45.89% |
| Avg. Up Day | 1.08% | 3.89% |
| Avg. Down Day | -0.74% | -3.51% |
| Avg. Up Week | 3.57% | 9.8% |
| Avg. Down Week | -1.74% | -10.17% |
| Avg. Up Month | 16.89% | 27.89% |
| Avg. Down Month | -2.44% | -21.74% |
| Win Days % | 50.97% | 46.77% |
| Win Month % | 45.45% | 45.45% |
| Win Week % | 45.65% | 47.83% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |