| Metric | sol.res_fwd_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 65.0% | 100.0% |
| Cumulative Return | 140.37% | -8.96% |
| Max Drawdown | -22.54% | -61.75% |
| Sharpe | 2.14 | 0.33 |
| Sortino | 3.85 | 0.49 |
| Payoff Ratio | 2.08 | 1.26 |
| Profit Factor | 1.92 | 1.05 |
| Common Sense Ratio | 4.79 | 1.06 |
| CPC Index | 1.92 | 0.63 |
| Tail Ratio | 2.49 | 1.01 |
| Outlier Win Ratio | 13.8 | 2.97 |
| Outlier Loss Ratio | 9.0 | 2.34 |
| Volatility (ann.) | 41.01% | 86.32% |
| R^2 | 0.38 | 0.38 |
| Calmar | 5.42 | -0.13 |
| Skew | 1.47 | 0.26 |
| Kurtosis | 26.61 | 3.21 |
| Expected Daily % | 0.22% | -0.02% |
| Expected Monthly % | 6.46% | -0.67% |
| Expected Yearly % | 55.04% | -4.58% |
| Kelly Criterion | 23.08% | 5.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.29% | -7.35% |
| Expected Shortfall (cVaR) | -3.29% | -7.35% |
| Year | SOLUSD | sol.res_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 30.77 | 2.41 | + |
| 2025 | -19.27 | 83.81 | -4.35 | + |
| Metric | sol.res_fwd_daily_ | SOLUSD |
|---|---|---|
| MTD | -0.62% | 0.38% |
| 3M | 23.71% | 25.94% |
| 6M | 83.28% | -30.03% |
| YTD | 83.81% | -19.27% |
| 1Y | 143.48% | 13.02% |
| 3Y (ann.) | 122.17% | -8.19% |
| 5Y (ann.) | 122.17% | -8.19% |
| Metric | sol.res_fwd_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -22.54% | -61.75% |
| Longest DD Days | 97.0 | 168.0 |
| Avg. Drawdown | -5.33% | -16.47% |
| Avg. Drawdown Days | 25.0 | 35.0 |
| Recovery Factor | 6.23 | -0.15 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-01 | 2024-11-06 | -22.54 | 97 |
| 2025-04-06 | 2025-04-12 | -14.38 | 6 |
| 2024-12-01 | 2025-01-17 | -7.10 | 47 |
| 2025-04-15 | 2025-05-09 | -5.04 | 24 |
| 2024-06-06 | 2024-07-17 | -4.92 | 41 |
| 2025-05-15 | 2025-07-07 | -4.75 | 53 |
| 2025-02-06 | 2025-03-24 | -3.78 | 46 |
| 2025-05-12 | 2025-05-14 | -3.54 | 2 |
| 2025-02-02 | 2025-02-05 | -2.87 | 3 |
| 2024-11-13 | 2024-11-28 | -2.74 | 15 |
| Metric | sol.res_fwd_daily_ | SOLUSD |
|---|---|---|
| Best Day | 16.9% | 20.8% |
| Worst Day | -14.18% | -18.74% |
| Best Week | 25.24% | 25.06% |
| Worst Week | -10.29% | -26.95% |
| Best Month | 38.23% | 39.21% |
| Worst Month | -11.61% | -46.12% |
| Best Year | 83.81% | 12.78% |
| Worst Year | 30.77% | -19.27% |
| Avg. Up Day | 1.82% | 3.83% |
| Avg. Down Day | -0.88% | -3.04% |
| Avg. Up Week | 5.4% | 9.51% |
| Avg. Down Week | -1.32% | -6.98% |
| Avg. Up Month | 19.73% | 21.8% |
| Avg. Down Month | -4.74% | -22.54% |
| Win Days % | 48.06% | 47.38% |
| Win Month % | 50.0% | 57.14% |
| Win Week % | 49.09% | 49.15% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 50.0% |