| Metric | sol.u_fwd_ | SOLUSD |
|---|---|---|
| Time in Market | 63.0% | 100.0% |
| Cumulative Return | 136.41% | 20.96% |
| Max Drawdown | -24.15% | -64.93% |
| Sharpe | 0.93 | 0.29 |
| Sortino | 1.58 | 0.43 |
| Payoff Ratio | 1.4 | 1.16 |
| Profit Factor | 1.33 | 1.04 |
| Common Sense Ratio | 1.73 | 1.08 |
| CPC Index | 0.88 | 0.6 |
| Tail Ratio | 1.29 | 1.04 |
| Outlier Win Ratio | 16.08 | 2.89 |
| Outlier Loss Ratio | 9.62 | 2.79 |
| Volatility (ann.) | 18.66% | 42.26% |
| R^2 | 0.33 | 0.33 |
| Calmar | 3.62 | 0.23 |
| Skew | 2.71 | 0.58 |
| Kurtosis | 64.88 | 8.13 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 5.19% | 1.13% |
| Expected Yearly % | 53.76% | 9.98% |
| Kelly Criterion | 9.82% | 6.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.56% | -3.6% |
| Expected Shortfall (cVaR) | -1.56% | -3.6% |
| Year | SOLUSD | sol.u_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 40.31 | 3.07 | + |
| 2025 | 6.92 | 68.49 | 9.90 | + |
| Metric | sol.u_fwd_ | SOLUSD |
|---|---|---|
| MTD | 0.35% | -3.29% |
| 3M | -6.08% | 24.43% |
| 6M | 10.27% | 56.02% |
| YTD | 68.49% | 6.92% |
| 1Y | 125.62% | 36.69% |
| 3Y (ann.) | 87.4% | 14.9% |
| 5Y (ann.) | 87.4% | 14.9% |
| Metric | sol.u_fwd_ | SOLUSD |
|---|---|---|
| Max Drawdown | -24.15% | -64.93% |
| Longest DD Days | 153.0 | 268.0 |
| Avg. Drawdown | -3.65% | -11.98% |
| Avg. Drawdown Days | 13.0 | 29.0 |
| Recovery Factor | 5.65 | 0.32 |
| 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 | 2025-10-14 | -15.26 | 153 |
| 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% | -18.95% |
| Best Month | 34.3% | 41.15% |
| Worst Month | -8.26% | -36.08% |
| Best Year | 68.49% | 13.13% |
| Worst Year | 40.31% | 6.92% |
| Avg. Up Day | 0.64% | 1.63% |
| Avg. Down Day | -0.46% | -1.41% |
| Avg. Up Week | 4.32% | 9.61% |
| Avg. Down Week | -1.57% | -8.94% |
| Avg. Up Month | 16.59% | 18.41% |
| Avg. Down Month | -4.61% | -22.53% |
| Win Days % | 47.41% | 49.63% |
| Win Month % | 58.82% | 58.82% |
| Win Week % | 56.06% | 53.42% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 100.0% |