| Metric | sol.u_fwd_ | SOLUSD |
|---|---|---|
| Time in Market | 62.0% | 100.0% |
| Cumulative Return | 135.2% | 19.47% |
| Max Drawdown | -24.15% | -64.93% |
| Sharpe | 0.98 | 0.29 |
| Sortino | 1.67 | 0.44 |
| Payoff Ratio | 1.46 | 1.17 |
| Profit Factor | 1.36 | 1.05 |
| Common Sense Ratio | 1.79 | 1.07 |
| CPC Index | 0.93 | 0.6 |
| Tail Ratio | 1.32 | 1.03 |
| Outlier Win Ratio | 15.77 | 2.87 |
| Outlier Loss Ratio | 9.83 | 2.87 |
| Volatility (ann.) | 19.22% | 42.69% |
| R^2 | 0.34 | 0.34 |
| Calmar | 4.06 | 0.24 |
| Skew | 2.71 | 0.62 |
| Kurtosis | 62.95 | 8.27 |
| Expected Daily % | 0.05% | 0.01% |
| Expected Monthly % | 5.49% | 1.12% |
| Expected Yearly % | 53.36% | 9.3% |
| Kelly Criterion | 10.48% | 6.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.6% | -3.64% |
| Expected Shortfall (cVaR) | -1.6% | -3.64% |
| Year | SOLUSD | sol.u_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 40.31 | 3.07 | + |
| 2025 | 5.60 | 67.62 | 12.07 | + |
| Metric | sol.u_fwd_ | SOLUSD |
|---|---|---|
| MTD | -0.51% | -0.61% |
| 3M | -6.66% | 26.39% |
| 6M | 30.39% | 38.87% |
| YTD | 67.62% | 5.6% |
| 1Y | 138.48% | 47.35% |
| 3Y (ann.) | 98.0% | 15.27% |
| 5Y (ann.) | 98.0% | 15.27% |
| Metric | sol.u_fwd_ | SOLUSD |
|---|---|---|
| Max Drawdown | -24.15% | -64.93% |
| Longest DD Days | 110.0 | 224.0 |
| Avg. Drawdown | -3.65% | -11.98% |
| Avg. Drawdown Days | 12.0 | 26.0 |
| Recovery Factor | 5.6 | 0.3 |
| 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 |
| 2025-05-14 | 2025-09-01 | -15.26 | 110 |
| 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 |
| 2025-04-14 | 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 | -8.43% | -17.1% |
| Best Month | 34.3% | 41.15% |
| Worst Month | -8.26% | -36.08% |
| Best Year | 67.62% | 13.13% |
| Worst Year | 40.31% | 5.6% |
| Avg. Up Day | 0.68% | 1.67% |
| Avg. Down Day | -0.46% | -1.44% |
| Avg. Up Week | 4.52% | 9.09% |
| Avg. Down Week | -1.67% | -8.64% |
| Avg. Up Month | 16.59% | 18.41% |
| Avg. Down Month | -3.79% | -18.15% |
| Win Days % | 46.9% | 49.56% |
| Win Month % | 56.25% | 56.25% |
| Win Week % | 57.38% | 53.73% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |