| Metric | sol.u_fwd_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 68.0% | 100.0% |
| Cumulative Return | 158.54% | 5.58% |
| Max Drawdown | -22.66% | -61.75% |
| Sharpe | 2.49 | 0.51 |
| Sortino | 4.45 | 0.76 |
| Payoff Ratio | 2.2 | 1.29 |
| Profit Factor | 2.13 | 1.08 |
| Common Sense Ratio | 6.65 | 1.07 |
| CPC Index | 2.26 | 0.67 |
| Tail Ratio | 3.13 | 0.99 |
| Outlier Win Ratio | 13.21 | 3.25 |
| Outlier Loss Ratio | 10.02 | 2.46 |
| Volatility (ann.) | 44.37% | 89.28% |
| R^2 | 0.38 | 0.38 |
| Calmar | 7.68 | 0.1 |
| Skew | 1.29 | 0.25 |
| Kurtosis | 23.74 | 3.17 |
| Expected Daily % | 0.28% | 0.02% |
| Expected Monthly % | 8.24% | 0.45% |
| Expected Yearly % | 60.79% | 2.75% |
| Kelly Criterion | 24.73% | 8.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.52% | -7.56% |
| Expected Shortfall (cVaR) | -3.52% | -7.56% |
| Year | SOLUSD | sol.u_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 40.31 | 3.15 | + |
| 2025 | -6.38 | 84.27 | -13.21 | + |
| Metric | sol.u_fwd_daily_ | SOLUSD |
|---|---|---|
| MTD | 17.46% | 19.78% |
| 3M | 43.66% | -8.62% |
| 6M | 91.99% | -11.58% |
| YTD | 84.27% | -6.38% |
| 1Y | 158.54% | 5.58% |
| 3Y (ann.) | 173.98% | 5.94% |
| 5Y (ann.) | 173.98% | 5.94% |
| Metric | sol.u_fwd_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -22.66% | -61.75% |
| Longest DD Days | 82.0 | 111.0 |
| Avg. Drawdown | -5.09% | -16.47% |
| Avg. Drawdown Days | 20.0 | 30.0 |
| Recovery Factor | 7.0 | 0.09 |
| 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 | 2025-05-08 | -3.24 | 6 |
| 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 | 84.27% | 12.78% |
| Worst Year | 40.31% | -6.38% |
| Avg. Up Day | 1.89% | 3.95% |
| Avg. Down Day | -0.86% | -3.07% |
| Avg. Up Week | 5.65% | 9.63% |
| Avg. Down Week | -1.33% | -7.87% |
| Avg. Up Month | 17.46% | 22.82% |
| Avg. Down Month | -5.16% | -27.7% |
| Win Days % | 48.28% | 48.55% |
| Win Month % | 66.67% | 58.33% |
| Win Week % | 54.17% | 50.98% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |