| Metric | sol.u_fwd_ | SOLUSD |
|---|---|---|
| Time in Market | 61.0% | 100.0% |
| Cumulative Return | 112.09% | -13.92% |
| Max Drawdown | -24.15% | -64.93% |
| Sharpe | 1.07 | 0.13 |
| Sortino | 1.83 | 0.2 |
| Payoff Ratio | 1.54 | 1.19 |
| Profit Factor | 1.41 | 1.02 |
| Common Sense Ratio | 2.31 | 1.04 |
| CPC Index | 1.01 | 0.6 |
| Tail Ratio | 1.64 | 1.02 |
| Outlier Win Ratio | 15.39 | 2.91 |
| Outlier Loss Ratio | 9.74 | 2.91 |
| Volatility (ann.) | 20.87% | 44.83% |
| R^2 | 0.36 | 0.36 |
| Calmar | 5.16 | -0.23 |
| Skew | 2.67 | 0.71 |
| Kurtosis | 59.75 | 8.82 |
| Expected Daily % | 0.06% | -0.01% |
| Expected Monthly % | 6.47% | -1.24% |
| Expected Yearly % | 45.63% | -7.22% |
| Kelly Criterion | 11.59% | 6.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.74% | -3.84% |
| Expected Shortfall (cVaR) | -1.74% | -3.84% |
| Year | SOLUSD | sol.u_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 40.31 | 3.07 | + |
| 2025 | -23.92 | 51.16 | -2.14 | + |
| Metric | sol.u_fwd_ | SOLUSD |
|---|---|---|
| MTD | -3.71% | -2.64% |
| 3M | 8.37% | -33.64% |
| 6M | 96.69% | -9.0% |
| YTD | 51.16% | -23.92% |
| 1Y | 112.09% | -13.92% |
| 3Y (ann.) | 124.68% | -14.91% |
| 5Y (ann.) | 124.68% | -14.91% |
| Metric | sol.u_fwd_ | SOLUSD |
|---|---|---|
| Max Drawdown | -24.15% | -64.93% |
| Longest DD Days | 77.0 | 107.0 |
| Avg. Drawdown | -3.5% | -11.98% |
| Avg. Drawdown Days | 10.0 | 19.0 |
| Recovery Factor | 4.64 | -0.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2024-10-14 | -24.15 | 77 |
| 2025-04-04 | 2025-04-11 | -15.76 | 6 |
| 2024-11-29 | 2025-01-16 | -8.94 | 47 |
| 2025-02-04 | 2025-03-24 | -8.81 | 48 |
| 2024-06-05 | 2024-07-19 | -7.16 | 43 |
| 2025-04-14 | 2025-05-06 | -5.95 | 22 |
| 2024-11-12 | 2024-11-27 | -4.22 | 15 |
| 2025-01-19 | 2025-02-03 | -3.51 | 15 |
| 2024-11-04 | 2024-11-05 | -3.08 | 1 |
| 2025-03-25 | 2025-04-04 | -3.04 | 9 |
| Metric | sol.u_fwd_ | SOLUSD |
|---|---|---|
| Best Day | 14.13% | 19.54% |
| Worst Day | -12.67% | -14.23% |
| Best Week | 22.04% | 21.25% |
| Worst Week | -5.43% | -17.1% |
| Best Month | 34.3% | 41.15% |
| Worst Month | -8.26% | -36.08% |
| Best Year | 51.16% | 13.13% |
| Worst Year | 40.31% | -23.92% |
| Avg. Up Day | 0.75% | 1.75% |
| Avg. Down Day | -0.49% | -1.47% |
| Avg. Up Week | 5.36% | 9.93% |
| Avg. Down Week | -1.29% | -8.47% |
| Avg. Up Month | 16.96% | 20.46% |
| Avg. Down Month | -4.43% | -18.56% |
| Win Days % | 46.45% | 49.01% |
| Win Month % | 58.33% | 50.0% |
| Win Week % | 56.52% | 48.0% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |