| Metric | sol_fwd_ | SOLUSD |
|---|---|---|
| Time in Market | 84.0% | 100.0% |
| Cumulative Return | 61.53% | 19.47% |
| Max Drawdown | -23.93% | -64.93% |
| Sharpe | 0.69 | 0.29 |
| Sortino | 1.18 | 0.44 |
| Payoff Ratio | 1.33 | 1.11 |
| Profit Factor | 1.23 | 1.05 |
| Common Sense Ratio | 1.34 | 1.07 |
| CPC Index | 0.78 | 0.57 |
| Tail Ratio | 1.09 | 1.03 |
| Outlier Win Ratio | 14.99 | 2.61 |
| Outlier Loss Ratio | 13.94 | 2.69 |
| Volatility (ann.) | 15.52% | 42.69% |
| R^2 | 0.35 | 0.35 |
| Calmar | 1.95 | 0.24 |
| Skew | 3.59 | 0.62 |
| Kurtosis | 81.61 | 8.27 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.04% | 1.12% |
| Expected Yearly % | 27.09% | 9.3% |
| Kelly Criterion | 8.09% | 3.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -3.64% |
| Expected Shortfall (cVaR) | -1.31% | -3.64% |
| Year | SOLUSD | sol_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 20.66 | 1.57 | + |
| 2025 | 5.60 | 33.87 | 6.04 | + |
| Metric | sol_fwd_ | SOLUSD |
|---|---|---|
| MTD | -0.33% | -0.61% |
| 3M | -5.43% | 26.39% |
| 6M | 25.35% | 38.87% |
| YTD | 33.87% | 5.6% |
| 1Y | 75.29% | 47.35% |
| 3Y (ann.) | 46.66% | 15.27% |
| 5Y (ann.) | 46.66% | 15.27% |
| Metric | sol_fwd_ | SOLUSD |
|---|---|---|
| Max Drawdown | -23.93% | -64.93% |
| Longest DD Days | 153.0 | 224.0 |
| Avg. Drawdown | -4.44% | -11.98% |
| Avg. Drawdown Days | 22.0 | 26.0 |
| Recovery Factor | 2.57 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-06 | -23.93 | 153 |
| 2025-01-19 | 2025-04-12 | -15.42 | 82 |
| 2025-05-14 | 2025-09-01 | -14.90 | 110 |
| 2024-11-29 | 2025-01-18 | -7.79 | 49 |
| 2025-04-14 | 2025-05-08 | -5.09 | 23 |
| 2025-05-11 | 2025-05-13 | -4.16 | 2 |
| 2025-04-13 | 2025-04-14 | -2.69 | 1 |
| 2024-11-10 | 2024-11-11 | -2.42 | 0 |
| 2024-06-01 | 2024-06-04 | -2.40 | 2 |
| 2024-11-08 | 2024-11-10 | -2.12 | 1 |
| Metric | sol_fwd_ | SOLUSD |
|---|---|---|
| Best Day | 13.37% | 19.54% |
| Worst Day | -10.11% | -14.23% |
| Best Week | 16.81% | 21.25% |
| Worst Week | -6.87% | -17.1% |
| Best Month | 24.61% | 41.15% |
| Worst Month | -6.42% | -36.08% |
| Best Year | 33.87% | 13.13% |
| Worst Year | 20.66% | 5.6% |
| Avg. Up Day | 0.4% | 1.64% |
| Avg. Down Day | -0.3% | -1.49% |
| Avg. Up Week | 2.79% | 8.81% |
| Avg. Down Week | -1.39% | -8.5% |
| Avg. Up Month | 11.37% | 18.41% |
| Avg. Down Month | -3.61% | -15.3% |
| Win Days % | 47.48% | 49.56% |
| Win Month % | 50.0% | 56.25% |
| Win Week % | 53.03% | 53.73% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |