| Metric | sol_fwd_ | SOLUSD |
|---|---|---|
| Time in Market | 84.0% | 100.0% |
| Cumulative Return | 70.02% | -15.7% |
| Max Drawdown | -23.93% | -64.93% |
| Sharpe | 0.83 | 0.13 |
| Sortino | 1.43 | 0.18 |
| Payoff Ratio | 1.41 | 1.1 |
| Profit Factor | 1.28 | 1.02 |
| Common Sense Ratio | 1.47 | 1.02 |
| CPC Index | 0.85 | 0.55 |
| Tail Ratio | 1.15 | 1.0 |
| Outlier Win Ratio | 14.1 | 2.66 |
| Outlier Loss Ratio | 13.66 | 2.71 |
| Volatility (ann.) | 16.5% | 43.74% |
| R^2 | 0.37 | 0.37 |
| Calmar | 2.68 | -0.23 |
| Skew | 3.49 | 0.65 |
| Kurtosis | 74.07 | 8.58 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 4.17% | -1.3% |
| Expected Yearly % | 30.39% | -8.18% |
| Kelly Criterion | 9.74% | 2.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.38% | -3.75% |
| Expected Shortfall (cVaR) | -1.38% | -3.75% |
| Year | SOLUSD | sol_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 20.66 | 1.57 | + |
| 2025 | -25.48 | 40.91 | -1.61 | + |
| Metric | sol_fwd_ | SOLUSD |
|---|---|---|
| MTD | -0.43% | -10.12% |
| 3M | 29.97% | 2.42% |
| 6M | 40.48% | -28.69% |
| YTD | 40.91% | -25.48% |
| 1Y | 79.27% | 2.91% |
| 3Y (ann.) | 64.13% | -14.74% |
| 5Y (ann.) | 64.13% | -14.74% |
| Metric | sol_fwd_ | SOLUSD |
|---|---|---|
| Max Drawdown | -23.93% | -64.93% |
| Longest DD Days | 153.0 | 158.0 |
| Avg. Drawdown | -4.06% | -11.98% |
| Avg. Drawdown Days | 19.0 | 22.0 |
| Recovery Factor | 2.93 | -0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-06 | -23.93 | 153 |
| 2025-01-19 | 2025-04-12 | -15.42 | 82 |
| 2024-11-29 | 2025-01-18 | -7.79 | 49 |
| 2025-05-14 | 2025-06-27 | -7.37 | 44 |
| 2025-04-14 | 2025-05-08 | -5.09 | 23 |
| 2025-05-11 | 2025-05-13 | -4.16 | 2 |
| 2025-04-13 | 2025-04-14 | -2.69 | 1 |
| 2024-11-10 | 2024-11-11 | -2.42 | 0 |
| 2024-06-01 | 2024-06-04 | -2.40 | 2 |
| 2024-11-08 | 2024-11-10 | -2.12 | 1 |
| Metric | sol_fwd_ | SOLUSD |
|---|---|---|
| Best Day | 13.37% | 19.54% |
| Worst Day | -10.11% | -14.23% |
| Best Week | 16.81% | 21.25% |
| Worst Week | -5.42% | -17.1% |
| Best Month | 24.61% | 41.15% |
| Worst Month | -6.42% | -36.08% |
| Best Year | 40.91% | 13.13% |
| Worst Year | 20.66% | -25.48% |
| Avg. Up Day | 0.44% | 1.66% |
| Avg. Down Day | -0.31% | -1.52% |
| Avg. Up Week | 3.51% | 9.41% |
| Avg. Down Week | -1.15% | -8.55% |
| Avg. Up Month | 11.37% | 18.41% |
| Avg. Down Month | -4.29% | -20.05% |
| Win Days % | 47.11% | 49.07% |
| Win Month % | 61.54% | 53.85% |
| Win Week % | 50.0% | 49.12% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |