| Metric | 1_fwd_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 158.37% | -7.94% |
| Max Drawdown | -18.63% | -61.75% |
| Sharpe | 2.35 | 0.35 |
| Sortino | 4.46 | 0.51 |
| Payoff Ratio | 1.98 | 1.27 |
| Profit Factor | 2.02 | 1.05 |
| Common Sense Ratio | 5.06 | 1.06 |
| CPC Index | 2.04 | 0.64 |
| Tail Ratio | 2.51 | 1.01 |
| Outlier Win Ratio | 15.18 | 3.04 |
| Outlier Loss Ratio | 6.27 | 2.36 |
| Volatility (ann.) | 42.29% | 87.55% |
| R^2 | 0.35 | 0.35 |
| Calmar | 7.96 | -0.12 |
| Skew | 1.92 | 0.24 |
| Kurtosis | 23.92 | 3.15 |
| Expected Daily % | 0.25% | -0.02% |
| Expected Monthly % | 7.57% | -0.63% |
| Expected Yearly % | 60.74% | -4.05% |
| Kelly Criterion | 26.41% | 7.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.37% | -7.45% |
| Expected Shortfall (cVaR) | -3.37% | -7.45% |
| Year | SOLUSD | 1_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 54.74 | 4.28 | + |
| 2025 | -18.38 | 66.97 | -3.64 | + |
| Metric | 1_fwd_daily_ | SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.43% |
| 3M | 31.51% | 13.71% |
| 6M | 66.97% | -30.19% |
| YTD | 66.97% | -18.38% |
| 1Y | 165.76% | 6.48% |
| 3Y (ann.) | 148.28% | -7.62% |
| 5Y (ann.) | 148.28% | -7.62% |
| Metric | 1_fwd_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -18.63% | -61.75% |
| Longest DD Days | 65.0 | 148.0 |
| Avg. Drawdown | -4.57% | -16.47% |
| Avg. Drawdown Days | 18.0 | 33.0 |
| Recovery Factor | 8.5 | -0.13 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-01 | 2024-10-05 | -18.63 | 65 |
| 2025-03-27 | 2025-04-13 | -16.30 | 17 |
| 2024-06-06 | 2024-07-20 | -6.35 | 44 |
| 2025-02-02 | 2025-03-25 | -6.10 | 51 |
| 2025-05-15 | 2025-06-17 | -5.91 | 33 |
| 2024-10-08 | 2024-10-14 | -5.44 | 6 |
| 2024-12-01 | 2025-01-17 | -5.10 | 47 |
| 2025-04-15 | 2025-04-17 | -4.28 | 2 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2024-11-13 | 2024-11-14 | -2.66 | 1 |
| Metric | 1_fwd_daily_ | SOLUSD |
|---|---|---|
| Best Day | 16.31% | 20.8% |
| Worst Day | -14.19% | -18.74% |
| Best Week | 27.07% | 25.06% |
| Worst Week | -6.1% | -26.95% |
| Best Month | 34.65% | 39.21% |
| Worst Month | -5.46% | -46.12% |
| Best Year | 66.97% | 12.78% |
| Worst Year | 54.74% | -18.38% |
| Avg. Up Day | 2.37% | 3.75% |
| Avg. Down Day | -1.2% | -2.95% |
| Avg. Up Week | 6.86% | 9.59% |
| Avg. Down Week | -2.18% | -8.46% |
| Avg. Up Month | 17.29% | 20.69% |
| Avg. Down Month | -4.42% | -27.7% |
| Win Days % | 51.11% | 48.03% |
| Win Month % | 66.67% | 53.85% |
| Win Week % | 57.89% | 50.0% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |