| Metric | sol_fwd_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 87.0% | 100.0% |
| Cumulative Return | 70.02% | -8.96% |
| Max Drawdown | -22.26% | -61.75% |
| Sharpe | 1.62 | 0.33 |
| Sortino | 2.84 | 0.49 |
| Payoff Ratio | 1.82 | 1.19 |
| Profit Factor | 1.6 | 1.05 |
| Common Sense Ratio | 3.31 | 1.06 |
| CPC Index | 1.35 | 0.59 |
| Tail Ratio | 2.07 | 1.01 |
| Outlier Win Ratio | 13.9 | 2.89 |
| Outlier Loss Ratio | 12.75 | 2.24 |
| Volatility (ann.) | 33.02% | 86.32% |
| R^2 | 0.37 | 0.37 |
| Calmar | 2.79 | -0.13 |
| Skew | 1.37 | 0.26 |
| Kurtosis | 25.25 | 3.21 |
| Expected Daily % | 0.13% | -0.02% |
| Expected Monthly % | 3.86% | -0.67% |
| Expected Yearly % | 30.39% | -4.58% |
| Kelly Criterion | 17.13% | 3.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.7% | -7.35% |
| Expected Shortfall (cVaR) | -2.7% | -7.35% |
| Year | SOLUSD | sol_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 20.62 | 1.61 | + |
| 2025 | -19.27 | 40.95 | -2.12 | + |
| Metric | sol_fwd_daily_ | SOLUSD |
|---|---|---|
| MTD | -0.05% | 0.38% |
| 3M | 28.88% | 25.94% |
| 6M | 40.43% | -30.03% |
| YTD | 40.95% | -19.27% |
| 1Y | 78.32% | 13.02% |
| 3Y (ann.) | 62.11% | -8.19% |
| 5Y (ann.) | 62.11% | -8.19% |
| Metric | sol_fwd_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -22.26% | -61.75% |
| Longest DD Days | 153.0 | 168.0 |
| Avg. Drawdown | -6.51% | -16.47% |
| Avg. Drawdown Days | 41.0 | 35.0 |
| Recovery Factor | 3.15 | -0.15 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-11-06 | -22.26 | 153 |
| 2025-01-31 | 2025-04-12 | -13.41 | 71 |
| 2025-05-15 | 2025-07-07 | -6.97 | 53 |
| 2024-12-01 | 2025-01-19 | -5.94 | 49 |
| 2025-04-15 | 2025-05-08 | -4.59 | 23 |
| 2025-05-12 | 2025-05-14 | -3.28 | 2 |
| 2024-06-02 | 2024-06-05 | -1.12 | 3 |
| 2024-11-13 | 2024-11-28 | -0.89 | 15 |
| 2024-11-11 | 2024-11-12 | -0.17 | 1 |
| Metric | sol_fwd_daily_ | SOLUSD |
|---|---|---|
| Best Day | 13.21% | 20.8% |
| Worst Day | -12.76% | -18.74% |
| Best Week | 16.47% | 25.06% |
| Worst Week | -7.42% | -26.95% |
| Best Month | 27.15% | 39.21% |
| Worst Month | -6.49% | -46.12% |
| Best Year | 40.95% | 12.78% |
| Worst Year | 20.62% | -19.27% |
| Avg. Up Day | 1.02% | 3.6% |
| Avg. Down Day | -0.56% | -3.03% |
| Avg. Up Week | 3.6% | 9.14% |
| Avg. Down Week | -1.31% | -8.72% |
| Avg. Up Month | 11.78% | 20.69% |
| Avg. Down Month | -4.72% | -22.54% |
| Win Days % | 46.55% | 47.38% |
| Win Month % | 57.14% | 57.14% |
| Win Week % | 51.72% | 49.15% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 50.0% |