| Metric | sol.u_fwd_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 67.0% | 100.0% |
| Cumulative Return | 114.72% | -12.8% |
| Max Drawdown | -22.66% | -61.75% |
| Sharpe | 2.1 | 0.28 |
| Sortino | 3.66 | 0.41 |
| Payoff Ratio | 2.06 | 1.27 |
| Profit Factor | 1.92 | 1.04 |
| Common Sense Ratio | 5.26 | 1.02 |
| CPC Index | 1.88 | 0.64 |
| Tail Ratio | 2.74 | 0.98 |
| Outlier Win Ratio | 14.43 | 3.29 |
| Outlier Loss Ratio | 10.07 | 2.48 |
| Volatility (ann.) | 43.43% | 89.13% |
| R^2 | 0.37 | 0.37 |
| Calmar | 5.61 | -0.22 |
| Skew | 1.3 | 0.27 |
| Kurtosis | 26.12 | 3.26 |
| Expected Daily % | 0.22% | -0.04% |
| Expected Monthly % | 6.58% | -1.14% |
| Expected Yearly % | 46.53% | -6.62% |
| Kelly Criterion | 21.83% | 7.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.49% | -7.61% |
| Expected Shortfall (cVaR) | -3.49% | -7.61% |
| Year | SOLUSD | sol.u_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 40.31 | 3.15 | + |
| 2025 | -22.69 | 53.04 | -2.34 | + |
| Metric | sol.u_fwd_daily_ | SOLUSD |
|---|---|---|
| MTD | -2.45% | -1.08% |
| 3M | 16.25% | -26.13% |
| 6M | 95.14% | -9.82% |
| YTD | 53.04% | -22.69% |
| 1Y | 114.72% | -12.8% |
| 3Y (ann.) | 127.13% | -13.68% |
| 5Y (ann.) | 127.13% | -13.68% |
| Metric | sol.u_fwd_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -22.66% | -61.75% |
| Longest DD Days | 82.0 | 107.0 |
| Avg. Drawdown | -5.09% | -16.47% |
| Avg. Drawdown Days | 20.0 | 30.0 |
| Recovery Factor | 5.06 | -0.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-30 | 2024-10-20 | -22.66 | 82 |
| 2025-04-06 | 2025-04-12 | -13.43 | 6 |
| 2024-12-01 | 2025-01-17 | -6.29 | 47 |
| 2024-06-06 | 2024-07-20 | -6.20 | 44 |
| 2025-04-15 | 2025-04-19 | -5.39 | 4 |
| 2025-02-06 | 2025-03-24 | -5.03 | 46 |
| 2025-05-02 | 2025-05-07 | -3.24 | 5 |
| 2024-11-13 | 2024-11-28 | -3.14 | 15 |
| 2025-02-02 | 2025-02-05 | -1.98 | 3 |
| 2024-10-22 | 2024-11-06 | -1.39 | 15 |
| Metric | sol.u_fwd_daily_ | SOLUSD |
|---|---|---|
| Best Day | 15.83% | 20.8% |
| Worst Day | -15.55% | -18.74% |
| Best Week | 23.18% | 25.06% |
| Worst Week | -7.65% | -26.95% |
| Best Month | 34.71% | 39.21% |
| Worst Month | -8.22% | -46.12% |
| Best Year | 53.04% | 12.78% |
| Worst Year | 40.31% | -22.69% |
| Avg. Up Day | 1.77% | 3.91% |
| Avg. Down Day | -0.86% | -3.07% |
| Avg. Up Week | 5.36% | 9.74% |
| Avg. Down Week | -1.37% | -7.6% |
| Avg. Up Month | 17.46% | 23.33% |
| Avg. Down Month | -4.62% | -22.38% |
| Win Days % | 47.37% | 47.94% |
| Win Month % | 58.33% | 50.0% |
| Win Week % | 51.06% | 48.0% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |