| Metric | sol.u_fwd_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 68.0% | 100.0% |
| Cumulative Return | 140.5% | 22.61% |
| Max Drawdown | -22.66% | -61.75% |
| Sharpe | 1.94 | 0.62 |
| Sortino | 3.4 | 0.93 |
| Payoff Ratio | 1.92 | 1.27 |
| Profit Factor | 1.8 | 1.09 |
| Common Sense Ratio | 3.76 | 1.15 |
| CPC Index | 1.64 | 0.67 |
| Tail Ratio | 2.09 | 1.05 |
| Outlier Win Ratio | 13.97 | 2.95 |
| Outlier Loss Ratio | 9.48 | 2.33 |
| Volatility (ann.) | 40.33% | 86.39% |
| R^2 | 0.35 | 0.35 |
| Calmar | 4.5 | 0.29 |
| Skew | 1.43 | 0.26 |
| Kurtosis | 27.15 | 2.84 |
| Expected Daily % | 0.19% | 0.04% |
| Expected Monthly % | 6.02% | 1.37% |
| Expected Yearly % | 55.08% | 10.73% |
| Kelly Criterion | 20.04% | 8.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.26% | -7.29% |
| Expected Shortfall (cVaR) | -3.26% | -7.29% |
| Year | SOLUSD | sol.u_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 40.31 | 3.15 | + |
| 2025 | 8.72 | 71.41 | 8.19 | + |
| Metric | sol.u_fwd_daily_ | SOLUSD |
|---|---|---|
| MTD | -5.97% | 13.21% |
| 3M | -4.71% | 23.8% |
| 6M | 33.35% | 59.92% |
| YTD | 71.41% | 8.72% |
| 1Y | 143.73% | 48.23% |
| 3Y (ann.) | 101.86% | 17.72% |
| 5Y (ann.) | 101.86% | 17.72% |
| Metric | sol.u_fwd_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -22.66% | -61.75% |
| Longest DD Days | 108.0 | 223.0 |
| Avg. Drawdown | -5.54% | -16.47% |
| Avg. Drawdown Days | 25.0 | 40.0 |
| Recovery Factor | 6.2 | 0.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-30 | 2024-10-20 | -22.66 | 82 |
| 2025-05-15 | 2025-08-31 | -13.86 | 108 |
| 2025-04-06 | 2025-04-12 | -13.43 | 6 |
| 2024-12-01 | 2025-01-17 | -6.29 | 47 |
| 2024-06-06 | 2024-07-20 | -6.20 | 44 |
| 2025-04-15 | 2025-04-19 | -5.39 | 4 |
| 2025-02-06 | 2025-03-24 | -5.03 | 46 |
| 2025-05-12 | 2025-05-14 | -3.55 | 2 |
| 2025-05-02 | 2025-05-08 | -3.24 | 6 |
| 2024-11-13 | 2024-11-28 | -3.14 | 15 |
| Metric | sol.u_fwd_daily_ | SOLUSD |
|---|---|---|
| Best Day | 15.83% | 20.8% |
| Worst Day | -15.55% | -18.74% |
| Best Week | 23.18% | 25.06% |
| Worst Week | -7.65% | -26.95% |
| Best Month | 34.71% | 39.21% |
| Worst Month | -8.22% | -46.12% |
| Best Year | 71.41% | 12.78% |
| Worst Year | 40.31% | 8.72% |
| Avg. Up Day | 1.61% | 3.9% |
| Avg. Down Day | -0.84% | -3.06% |
| Avg. Up Week | 5.21% | 10.01% |
| Avg. Down Week | -1.55% | -7.22% |
| Avg. Up Month | 15.09% | 20.53% |
| Avg. Down Month | -4.13% | -22.54% |
| Win Days % | 47.42% | 48.46% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 47.62% | 50.75% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |