| Metric | j_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 73.0% | 100.0% |
| Cumulative Return | 95.15% | -19.37% |
| Max Drawdown | -13.97% | -59.65% |
| Sharpe | 3.9 | -0.01 |
| Sortino | 5.34 | -0.01 |
| Payoff Ratio | 0.6 | 1.16 |
| Profit Factor | 2.26 | 1.0 |
| Common Sense Ratio | 2.55 | 1.24 |
| CPC Index | 1.11 | 0.55 |
| Tail Ratio | 1.13 | 1.24 |
| Outlier Win Ratio | 11.54 | 2.83 |
| Outlier Loss Ratio | 3.82 | 2.87 |
| Volatility (ann.) | 40.43% | 97.73% |
| R^2 | 0.14 | 0.14 |
| Calmar | 24.84 | -0.64 |
| Skew | -2.18 | 0.61 |
| Kurtosis | 14.83 | 5.39 |
| Expected Daily % | 0.41% | -0.13% |
| Expected Monthly % | 11.79% | -3.52% |
| Expected Yearly % | 95.15% | -19.37% |
| Kelly Criterion | 50.9% | 2.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.05% | -8.42% |
| Expected Shortfall (cVaR) | -3.05% | -8.42% |
| Year | SOLUSD | j_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -19.37 | 95.15 | -4.91 | + |
| Metric | j_daily_ | SOLUSD |
|---|---|---|
| MTD | -2.06% | -2.61% |
| 3M | 43.07% | 21.35% |
| 6M | 95.15% | -19.37% |
| YTD | 95.15% | -19.37% |
| 1Y | 95.15% | -19.37% |
| 3Y (ann.) | 346.91% | -38.25% |
| 5Y (ann.) | 346.91% | -38.25% |
| Metric | j_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -13.97% | -59.65% |
| Longest DD Days | 17.0 | 144.0 |
| Avg. Drawdown | -3.49% | -25.97% |
| Avg. Drawdown Days | 6.0 | 52.0 |
| Recovery Factor | 6.81 | -0.32 |
| Ulcer Index | 0.99 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-30 | 2025-04-16 | -13.97 | 17 |
| 2025-02-18 | 2025-03-07 | -7.64 | 17 |
| 2025-01-09 | 2025-01-18 | -7.15 | 9 |
| 2025-06-03 | 2025-06-13 | -6.83 | 10 |
| 2025-03-10 | 2025-03-15 | -6.27 | 5 |
| 2025-01-29 | 2025-01-31 | -3.06 | 2 |
| 2025-02-06 | 2025-02-11 | -2.68 | 5 |
| 2025-02-14 | 2025-02-15 | -0.40 | 1 |
| 2025-05-06 | 2025-05-08 | -0.31 | 2 |
| 2025-02-02 | 2025-02-05 | -0.28 | 3 |
| Metric | j_daily_ | SOLUSD |
|---|---|---|
| Best Day | 6.89% | 24.86% |
| Worst Day | -13.97% | -20.92% |
| Best Week | 12.68% | 19.93% |
| Worst Week | -7.96% | -21.88% |
| Best Month | 30.23% | 26.05% |
| Worst Month | -2.06% | -42.27% |
| Best Year | 95.15% | -19.37% |
| Worst Year | 95.15% | -19.37% |
| Avg. Up Day | 1.66% | 4.45% |
| Avg. Down Day | -2.75% | -3.84% |
| Avg. Up Week | 6.29% | 8.75% |
| Avg. Down Week | -5.38% | -16.2% |
| Avg. Up Month | 24.31% | 16.73% |
| Avg. Down Month | -1.79% | -22.44% |
| Win Days % | 81.51% | 47.85% |
| Win Month % | 66.67% | 50.0% |
| Win Week % | 79.17% | 54.17% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |