| Metric | sol.res_ | SOLUSD |
|---|---|---|
| Time in Market | 52.0% | 100.0% |
| Cumulative Return | 599.36% | 57.62% |
| Max Drawdown | -33.7% | -93.44% |
| Sharpe | 0.9 | 0.33 |
| Sortino | 1.53 | 0.48 |
| Payoff Ratio | 1.31 | 1.18 |
| Profit Factor | 1.31 | 1.05 |
| Common Sense Ratio | 1.62 | 1.07 |
| CPC Index | 0.84 | 0.62 |
| Tail Ratio | 1.23 | 1.01 |
| Outlier Win Ratio | 21.55 | 3.16 |
| Outlier Loss Ratio | 8.53 | 2.72 |
| Volatility (ann.) | 19.09% | 51.37% |
| R^2 | 0.28 | 0.28 |
| Calmar | 2.51 | 0.17 |
| Skew | 2.56 | 0.49 |
| Kurtosis | 41.16 | 11.23 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.98% | 1.14% |
| Expected Yearly % | 62.62% | 12.05% |
| Kelly Criterion | 9.39% | 8.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.6% | -4.38% |
| Expected Shortfall (cVaR) | -1.6% | -4.38% |
| Year | SOLUSD | sol.res_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.65 | 36.68 | -0.41 | + |
| 2023 | 921.46 | 105.87 | 0.11 | - |
| 2024 | 85.41 | 55.53 | 0.65 | - |
| 2025 | -19.61 | 59.80 | -3.05 | + |
| Metric | sol.res_ | SOLUSD |
|---|---|---|
| MTD | 0.41% | 2.87% |
| 3M | 15.62% | -33.47% |
| 6M | 99.11% | -15.39% |
| YTD | 59.8% | -19.61% |
| 1Y | 112.21% | 19.82% |
| 3Y (ann.) | 88.82% | 21.45% |
| 5Y (ann.) | 84.71% | 15.44% |
| Metric | sol.res_ | SOLUSD |
|---|---|---|
| Max Drawdown | -33.7% | -93.44% |
| Longest DD Days | 171.0 | 703.0 |
| Avg. Drawdown | -4.01% | -13.19% |
| Avg. Drawdown Days | 15.0 | 46.0 |
| Recovery Factor | 17.78 | 0.62 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-04-28 | -33.70 | 134 |
| 2024-08-01 | 2024-11-06 | -23.86 | 96 |
| 2025-04-04 | 2025-04-12 | -16.77 | 7 |
| 2022-04-10 | 2022-06-20 | -16.16 | 70 |
| 2022-07-08 | 2022-07-16 | -14.76 | 7 |
| 2024-04-01 | 2024-07-19 | -13.05 | 109 |
| 2023-04-30 | 2023-10-19 | -10.60 | 171 |
| 2024-01-09 | 2024-02-28 | -9.72 | 50 |
| 2022-09-27 | 2022-11-10 | -9.48 | 44 |
| 2023-11-25 | 2024-01-09 | -8.79 | 44 |
| Metric | sol.res_ | SOLUSD |
|---|---|---|
| Best Day | 13.77% | 30.09% |
| Worst Day | -11.5% | -26.94% |
| Best Week | 23.01% | 43.67% |
| Worst Week | -13.13% | -51.66% |
| Best Month | 38.22% | 140.02% |
| Worst Month | -25.35% | -56.44% |
| Best Year | 105.87% | 921.46% |
| Worst Year | 36.68% | -89.65% |
| Avg. Up Day | 0.78% | 1.91% |
| Avg. Down Day | -0.6% | -1.62% |
| Avg. Up Week | 4.8% | 13.16% |
| Avg. Down Week | -2.07% | -8.19% |
| Avg. Up Month | 13.49% | 34.4% |
| Avg. Down Month | -5.57% | -22.52% |
| Win Days % | 48.62% | 50.23% |
| Win Month % | 65.0% | 52.5% |
| Win Week % | 58.33% | 46.75% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 50.0% |