| Metric | sol.u_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 63.0% | 100.0% |
| Cumulative Return | 763.22% | 146.15% |
| Max Drawdown | -31.86% | -93.26% |
| Sharpe | 1.76 | 0.75 |
| Sortino | 3.23 | 1.16 |
| Payoff Ratio | 1.57 | 1.28 |
| Profit Factor | 1.64 | 1.12 |
| Common Sense Ratio | 2.43 | 1.34 |
| CPC Index | 1.28 | 0.7 |
| Tail Ratio | 1.48 | 1.2 |
| Outlier Win Ratio | 18.06 | 3.04 |
| Outlier Loss Ratio | 9.33 | 2.42 |
| Volatility (ann.) | 37.96% | 103.19% |
| R^2 | 0.24 | 0.24 |
| Calmar | 2.56 | 0.3 |
| Skew | 1.95 | 0.46 |
| Kurtosis | 22.21 | 6.92 |
| Expected Daily % | 0.16% | 0.07% |
| Expected Monthly % | 4.91% | 2.02% |
| Expected Yearly % | 71.41% | 25.26% |
| Kelly Criterion | 17.65% | 9.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.09% | -8.67% |
| Expected Shortfall (cVaR) | -3.09% | -8.67% |
| Year | SOLUSD | sol.u_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.22 | 31.30 | -0.35 | + |
| 2023 | 940.49 | 111.35 | 0.12 | - |
| 2024 | 85.92 | 80.49 | 0.94 | - |
| 2025 | 18.07 | 72.35 | 4.00 | + |
| Metric | sol.u_daily_ | SOLUSD |
|---|---|---|
| MTD | 0.55% | 8.6% |
| 3M | -4.11% | 40.48% |
| 6M | 33.59% | 80.28% |
| YTD | 72.35% | 18.07% |
| 1Y | 144.86% | 65.13% |
| 3Y (ann.) | 75.06% | 85.14% |
| 5Y (ann.) | 81.57% | 28.31% |
| Metric | sol.u_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -31.86% | -93.26% |
| Longest DD Days | 172.0 | 704.0 |
| Avg. Drawdown | -5.06% | -19.81% |
| Avg. Drawdown Days | 25.0 | 86.0 |
| Recovery Factor | 23.96 | 1.57 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-16 | 2023-04-13 | -31.86 | 118 |
| 2024-07-30 | 2024-10-20 | -22.66 | 82 |
| 2022-03-26 | 2022-06-21 | -15.42 | 87 |
| 2025-05-15 | 2025-09-11 | -13.86 | 119 |
| 2025-04-06 | 2025-04-12 | -13.43 | 6 |
| 2022-07-10 | 2022-07-17 | -11.65 | 7 |
| 2024-03-31 | 2024-06-05 | -10.93 | 66 |
| 2023-05-01 | 2023-10-20 | -9.67 | 172 |
| 2024-01-10 | 2024-02-29 | -8.26 | 50 |
| 2024-01-05 | 2024-01-09 | -7.53 | 4 |
| Metric | sol.u_daily_ | SOLUSD |
|---|---|---|
| Best Day | 15.83% | 41.46% |
| Worst Day | -15.55% | -36.82% |
| Best Week | 29.03% | 42.44% |
| Worst Week | -20.0% | -46.51% |
| Best Month | 34.71% | 147.89% |
| Worst Month | -27.7% | -59.31% |
| Best Year | 111.35% | 940.49% |
| Worst Year | 31.3% | -89.22% |
| Avg. Up Day | 1.6% | 4.33% |
| Avg. Down Day | -1.02% | -3.38% |
| Avg. Up Week | 4.25% | 10.99% |
| Avg. Down Week | -1.84% | -8.83% |
| Avg. Up Month | 14.84% | 36.58% |
| Avg. Down Month | -5.23% | -20.63% |
| Win Days % | 49.7% | 49.05% |
| Win Month % | 63.64% | 50.0% |
| Win Week % | 54.6% | 53.93% |
| Win Quarter % | 73.33% | 66.67% |
| Win Year % | 100.0% | 75.0% |