| Metric | sol.u_ | SOLUSD |
|---|---|---|
| Time in Market | 57.0% | 100.0% |
| Cumulative Return | 776.48% | 156.34% |
| Max Drawdown | -34.2% | -93.44% |
| Sharpe | 0.89 | 0.38 |
| Sortino | 1.53 | 0.56 |
| Payoff Ratio | 1.33 | 1.17 |
| Profit Factor | 1.31 | 1.06 |
| Common Sense Ratio | 1.59 | 1.07 |
| CPC Index | 0.84 | 0.62 |
| Tail Ratio | 1.21 | 1.01 |
| Outlier Win Ratio | 20.04 | 3.05 |
| Outlier Loss Ratio | 9.38 | 2.72 |
| Volatility (ann.) | 18.75% | 50.0% |
| R^2 | 0.26 | 0.26 |
| Calmar | 2.4 | 0.32 |
| Skew | 2.71 | 0.47 |
| Kurtosis | 46.91 | 11.1 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.94% | 2.11% |
| Expected Yearly % | 72.06% | 26.53% |
| Kelly Criterion | 9.33% | 7.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.57% | -4.25% |
| Expected Shortfall (cVaR) | -1.57% | -4.25% |
| Year | SOLUSD | sol.u_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.32 | 33.85 | -0.38 | + |
| 2023 | 921.46 | 106.88 | 0.12 | - |
| 2024 | 85.41 | 80.49 | 0.94 | - |
| 2025 | 26.69 | 75.36 | 2.82 | + |
| Metric | sol.u_ | SOLUSD |
|---|---|---|
| MTD | 4.08% | 19.23% |
| 3M | -2.43% | 56.98% |
| 6M | 35.93% | 88.96% |
| YTD | 75.36% | 26.69% |
| 1Y | 149.62% | 80.65% |
| 3Y (ann.) | 76.07% | 89.66% |
| 5Y (ann.) | 82.26% | 29.73% |
| Metric | sol.u_ | SOLUSD |
|---|---|---|
| Max Drawdown | -34.2% | -93.44% |
| Longest DD Days | 172.0 | 703.0 |
| Avg. Drawdown | -3.67% | -13.89% |
| Avg. Drawdown Days | 13.0 | 52.0 |
| Recovery Factor | 22.7 | 1.67 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-04-25 | -34.20 | 132 |
| 2024-07-29 | 2024-10-14 | -24.15 | 77 |
| 2022-04-10 | 2022-06-21 | -17.10 | 71 |
| 2025-04-04 | 2025-04-11 | -15.76 | 6 |
| 2025-05-14 | 2025-09-12 | -15.26 | 121 |
| 2022-07-08 | 2022-07-16 | -13.59 | 7 |
| 2024-04-01 | 2024-07-19 | -12.39 | 109 |
| 2023-04-30 | 2023-10-20 | -10.81 | 172 |
| 2024-02-18 | 2024-02-28 | -9.63 | 9 |
| 2024-11-29 | 2025-01-16 | -8.94 | 47 |
| Metric | sol.u_ | SOLUSD |
|---|---|---|
| Best Day | 14.13% | 30.09% |
| Worst Day | -12.67% | -26.94% |
| Best Week | 26.27% | 43.67% |
| Worst Week | -14.41% | -51.66% |
| Best Month | 34.3% | 140.02% |
| Worst Month | -26.14% | -56.44% |
| Best Year | 106.88% | 921.46% |
| Worst Year | 33.85% | -89.32% |
| Avg. Up Day | 0.71% | 1.87% |
| Avg. Down Day | -0.53% | -1.61% |
| Avg. Up Week | 4.4% | 12.51% |
| Avg. Down Week | -1.99% | -8.16% |
| Avg. Up Month | 13.28% | 31.46% |
| Avg. Down Month | -5.1% | -21.44% |
| Win Days % | 48.31% | 50.29% |
| Win Month % | 64.44% | 55.56% |
| Win Week % | 58.93% | 48.44% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |