| Metric | sol.res_fwd_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 62.0% | 100.0% |
| Cumulative Return | 107.8% | -11.85% |
| Max Drawdown | -22.54% | -61.75% |
| Sharpe | 2.08 | 0.29 |
| Sortino | 3.61 | 0.43 |
| Payoff Ratio | 1.93 | 1.25 |
| Profit Factor | 1.9 | 1.04 |
| Common Sense Ratio | 4.97 | 1.01 |
| CPC Index | 1.83 | 0.62 |
| Tail Ratio | 2.61 | 0.97 |
| Outlier Win Ratio | 15.19 | 3.15 |
| Outlier Loss Ratio | 8.96 | 2.45 |
| Volatility (ann.) | 42.77% | 90.01% |
| R^2 | 0.38 | 0.38 |
| Calmar | 5.45 | -0.21 |
| Skew | 1.32 | 0.26 |
| Kurtosis | 26.42 | 3.15 |
| Expected Daily % | 0.22% | -0.04% |
| Expected Monthly % | 6.88% | -1.14% |
| Expected Yearly % | 44.15% | -6.11% |
| Kelly Criterion | 23.78% | 6.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.44% | -7.68% |
| Expected Shortfall (cVaR) | -3.44% | -7.68% |
| Year | SOLUSD | sol.res_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 30.77 | 2.41 | + |
| 2025 | -21.84 | 58.91 | -2.70 | + |
| Metric | sol.res_fwd_daily_ | SOLUSD |
|---|---|---|
| MTD | 9.7% | 16.78% |
| 3M | 14.96% | -36.57% |
| 6M | 97.98% | -15.52% |
| YTD | 58.91% | -21.84% |
| 1Y | 107.8% | -11.85% |
| 3Y (ann.) | 122.93% | -12.91% |
| 5Y (ann.) | 122.93% | -12.91% |
| Metric | sol.res_fwd_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -22.54% | -61.75% |
| Longest DD Days | 97.0 | 101.0 |
| Avg. Drawdown | -5.52% | -16.47% |
| Avg. Drawdown Days | 24.0 | 29.0 |
| Recovery Factor | 4.78 | -0.19 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-01 | 2024-11-06 | -22.54 | 97 |
| 2025-04-06 | 2025-04-12 | -14.38 | 6 |
| 2024-12-01 | 2025-01-17 | -7.10 | 47 |
| 2025-04-15 | 2025-04-30 | -5.04 | 15 |
| 2024-06-06 | 2024-07-17 | -4.92 | 41 |
| 2025-02-06 | 2025-03-24 | -3.78 | 46 |
| 2025-02-02 | 2025-02-05 | -2.87 | 3 |
| 2024-11-13 | 2024-11-28 | -2.74 | 15 |
| 2025-03-27 | 2025-04-05 | -0.98 | 9 |
| 2024-06-02 | 2024-06-05 | -0.84 | 3 |
| Metric | sol.res_fwd_daily_ | SOLUSD |
|---|---|---|
| Best Day | 16.9% | 20.8% |
| Worst Day | -14.18% | -18.74% |
| Best Week | 25.24% | 25.06% |
| Worst Week | -10.29% | -26.95% |
| Best Month | 38.23% | 39.21% |
| Worst Month | -11.61% | -46.12% |
| Best Year | 58.91% | 12.78% |
| Worst Year | 30.77% | -21.84% |
| Avg. Up Day | 1.87% | 3.95% |
| Avg. Down Day | -0.97% | -3.15% |
| Avg. Up Week | 5.31% | 9.74% |
| Avg. Down Week | -1.59% | -7.54% |
| Avg. Up Month | 20.34% | 25.19% |
| Avg. Down Month | -5.86% | -27.7% |
| Win Days % | 49.76% | 47.75% |
| Win Month % | 54.55% | 54.55% |
| Win Week % | 53.33% | 48.98% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |