| Metric | master.trimmed_fwd_ | SOLUSD |
|---|---|---|
| Time in Market | 89.0% | 100.0% |
| Cumulative Return | 123.54% | 18.78% |
| Max Drawdown | -9.9% | -64.93% |
| Sharpe | 1.29 | 0.28 |
| Sortino | 2.02 | 0.42 |
| Payoff Ratio | 1.25 | 1.06 |
| Profit Factor | 1.3 | 1.04 |
| Common Sense Ratio | 1.7 | 1.08 |
| CPC Index | 0.83 | 0.55 |
| Tail Ratio | 1.3 | 1.04 |
| Outlier Win Ratio | 12.39 | 2.5 |
| Outlier Loss Ratio | 11.76 | 2.51 |
| Volatility (ann.) | 11.86% | 42.24% |
| R^2 | 0.38 | 0.38 |
| Calmar | 8.05 | 0.21 |
| Skew | 0.67 | 0.58 |
| Kurtosis | 19.46 | 8.14 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.85% | 1.02% |
| Expected Yearly % | 49.51% | 8.99% |
| Kelly Criterion | 11.58% | 2.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -3.6% |
| Expected Shortfall (cVaR) | -0.98% | -3.6% |
| Year | SOLUSD | master.trimmed_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 48.55 | 3.70 | + |
| 2025 | 4.99 | 50.48 | 10.11 | + |
| Metric | master.trimmed_fwd_ | SOLUSD |
|---|---|---|
| MTD | 2.97% | -5.03% |
| 3M | 18.68% | 20.87% |
| 6M | 32.88% | 57.23% |
| YTD | 50.48% | 4.99% |
| 1Y | 79.81% | 25.86% |
| 3Y (ann.) | 79.69% | 13.36% |
| 5Y (ann.) | 79.69% | 13.36% |
| Metric | master.trimmed_fwd_ | SOLUSD |
|---|---|---|
| Max Drawdown | -9.9% | -64.93% |
| Longest DD Days | 34.0 | 269.0 |
| Avg. Drawdown | -1.55% | -11.98% |
| Avg. Drawdown Days | 5.0 | 29.0 |
| Recovery Factor | 12.48 | 0.29 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-01-18 | -9.90 | 30 |
| 2025-03-09 | 2025-04-12 | -9.82 | 34 |
| 2025-06-11 | 2025-07-02 | -8.56 | 21 |
| 2024-06-12 | 2024-07-15 | -7.85 | 33 |
| 2025-06-04 | 2025-06-09 | -5.16 | 5 |
| 2025-10-07 | 2025-10-15 | -4.89 | 8 |
| 2025-04-14 | 2025-05-10 | -4.60 | 26 |
| 2025-01-24 | 2025-02-03 | -4.20 | 10 |
| 2024-08-07 | 2024-08-08 | -4.16 | 1 |
| 2024-08-09 | 2024-08-14 | -3.92 | 5 |
| Metric | master.trimmed_fwd_ | SOLUSD |
|---|---|---|
| Best Day | 6.32% | 19.54% |
| Worst Day | -5.63% | -14.23% |
| Best Week | 14.47% | 21.25% |
| Worst Week | -5.07% | -18.95% |
| Best Month | 21.7% | 41.15% |
| Worst Month | -3.77% | -36.08% |
| Best Year | 50.48% | 13.13% |
| Worst Year | 48.55% | 4.99% |
| Avg. Up Day | 0.45% | 1.77% |
| Avg. Down Day | -0.36% | -1.66% |
| Avg. Up Week | 2.88% | 8.7% |
| Avg. Down Week | -1.39% | -9.44% |
| Avg. Up Month | 7.53% | 16.06% |
| Avg. Down Month | -2.36% | -16.26% |
| Win Days % | 50.9% | 49.63% |
| Win Month % | 82.35% | 58.82% |
| Win Week % | 68.49% | 53.42% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 100.0% |