| Metric | sol.u_fwd_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 68.0% | 100.0% |
| Cumulative Return | 152.65% | -6.69% |
| Max Drawdown | -22.66% | -61.75% |
| Sharpe | 2.22 | 0.36 |
| Sortino | 4.0 | 0.53 |
| Payoff Ratio | 2.14 | 1.26 |
| Profit Factor | 1.98 | 1.05 |
| Common Sense Ratio | 5.35 | 1.06 |
| CPC Index | 2.01 | 0.63 |
| Tail Ratio | 2.7 | 1.01 |
| Outlier Win Ratio | 13.12 | 3.02 |
| Outlier Loss Ratio | 9.77 | 2.36 |
| Volatility (ann.) | 42.19% | 86.61% |
| R^2 | 0.37 | 0.37 |
| Calmar | 5.93 | -0.1 |
| Skew | 1.43 | 0.25 |
| Kurtosis | 25.69 | 3.19 |
| Expected Daily % | 0.23% | -0.02% |
| Expected Monthly % | 6.84% | -0.49% |
| Expected Yearly % | 58.95% | -3.4% |
| Kelly Criterion | 22.82% | 6.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.38% | -7.37% |
| Expected Shortfall (cVaR) | -3.38% | -7.37% |
| Year | SOLUSD | sol.u_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 40.31 | 3.15 | + |
| 2025 | -17.26 | 80.07 | -4.64 | + |
| Metric | sol.u_fwd_daily_ | SOLUSD |
|---|---|---|
| MTD | 0.27% | 2.89% |
| 3M | 30.52% | 23.6% |
| 6M | 80.07% | -17.26% |
| YTD | 80.07% | -17.26% |
| 1Y | 158.35% | 4.59% |
| 3Y (ann.) | 134.46% | -6.16% |
| 5Y (ann.) | 134.46% | -6.16% |
| Metric | sol.u_fwd_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -22.66% | -61.75% |
| Longest DD Days | 82.0 | 164.0 |
| Avg. Drawdown | -5.06% | -16.47% |
| Avg. Drawdown Days | 21.0 | 35.0 |
| Recovery Factor | 6.74 | -0.11 |
| 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 |
| 2025-05-15 | 2025-07-03 | -6.16 | 49 |
| 2025-04-15 | 2025-04-19 | -5.39 | 4 |
| 2025-02-06 | 2025-03-24 | -5.03 | 46 |
| 2025-05-12 | 2025-05-14 | -3.55 | 2 |
| 2025-05-02 | 2025-05-08 | -3.24 | 6 |
| 2024-11-13 | 2024-11-28 | -3.14 | 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 | 80.07% | 12.78% |
| Worst Year | 40.31% | -17.26% |
| Avg. Up Day | 1.74% | 3.85% |
| Avg. Down Day | -0.81% | -3.05% |
| Avg. Up Week | 5.48% | 9.59% |
| Avg. Down Week | -1.23% | -7.6% |
| Avg. Up Month | 14.94% | 18.47% |
| Avg. Down Month | -4.13% | -22.54% |
| Win Days % | 47.41% | 47.61% |
| Win Month % | 64.29% | 57.14% |
| Win Week % | 49.09% | 50.0% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 50.0% |