| Metric | sol.u_fwd_ | SOLUSD |
|---|---|---|
| Time in Market | 62.0% | 100.0% |
| Cumulative Return | 151.73% | -9.97% |
| Max Drawdown | -24.15% | -64.93% |
| Sharpe | 1.15 | 0.16 |
| Sortino | 2.01 | 0.24 |
| Payoff Ratio | 1.58 | 1.18 |
| Profit Factor | 1.44 | 1.02 |
| Common Sense Ratio | 2.29 | 1.04 |
| CPC Index | 1.05 | 0.6 |
| Tail Ratio | 1.59 | 1.01 |
| Outlier Win Ratio | 14.9 | 2.85 |
| Outlier Loss Ratio | 10.17 | 2.92 |
| Volatility (ann.) | 20.07% | 43.54% |
| R^2 | 0.35 | 0.35 |
| Calmar | 5.52 | -0.14 |
| Skew | 2.74 | 0.65 |
| Kurtosis | 60.36 | 8.59 |
| Expected Daily % | 0.06% | -0.01% |
| Expected Monthly % | 6.82% | -0.75% |
| Expected Yearly % | 58.66% | -5.12% |
| Kelly Criterion | 12.43% | 6.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.66% | -3.73% |
| Expected Shortfall (cVaR) | -1.66% | -3.73% |
| Year | SOLUSD | sol.u_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 40.31 | 3.07 | + |
| 2025 | -20.42 | 79.41 | -3.89 | + |
| Metric | sol.u_fwd_ | SOLUSD |
|---|---|---|
| MTD | -0.24% | -2.98% |
| 3M | 29.83% | 28.3% |
| 6M | 79.31% | -22.48% |
| YTD | 79.41% | -20.42% |
| 1Y | 157.41% | 6.8% |
| 3Y (ann.) | 133.18% | -9.18% |
| 5Y (ann.) | 133.18% | -9.18% |
| Metric | sol.u_fwd_ | SOLUSD |
|---|---|---|
| Max Drawdown | -24.15% | -64.93% |
| Longest DD Days | 77.0 | 165.0 |
| Avg. Drawdown | -3.42% | -11.98% |
| Avg. Drawdown Days | 10.0 | 23.0 |
| Recovery Factor | 6.28 | -0.15 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2024-10-14 | -24.15 | 77 |
| 2025-04-04 | 2025-04-11 | -15.76 | 6 |
| 2024-11-29 | 2025-01-16 | -8.94 | 47 |
| 2025-02-04 | 2025-03-24 | -8.81 | 48 |
| 2024-06-05 | 2024-07-19 | -7.16 | 43 |
| 2025-05-14 | 2025-07-04 | -6.87 | 51 |
| 2025-04-14 | 2025-05-08 | -5.95 | 23 |
| 2025-05-11 | 2025-05-13 | -4.45 | 2 |
| 2024-11-12 | 2024-11-27 | -4.22 | 15 |
| 2025-01-19 | 2025-02-03 | -3.51 | 15 |
| Metric | sol.u_fwd_ | SOLUSD |
|---|---|---|
| Best Day | 14.13% | 19.54% |
| Worst Day | -12.67% | -14.23% |
| Best Week | 22.04% | 21.25% |
| Worst Week | -5.43% | -17.1% |
| Best Month | 34.3% | 41.15% |
| Worst Month | -8.26% | -36.08% |
| Best Year | 79.41% | 13.13% |
| Worst Year | 40.31% | -20.42% |
| Avg. Up Day | 0.73% | 1.72% |
| Avg. Down Day | -0.46% | -1.45% |
| Avg. Up Week | 5.39% | 9.6% |
| Avg. Down Week | -1.23% | -8.73% |
| Avg. Up Month | 16.59% | 18.41% |
| Avg. Down Month | -3.74% | -18.62% |
| Win Days % | 46.43% | 49.06% |
| Win Month % | 64.29% | 50.0% |
| Win Week % | 56.6% | 50.0% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 100.0% | 50.0% |