| Metric | master.trimmed.21600.sol_fwd_ | SOLUSD |
|---|---|---|
| Time in Market | 54.0% | 100.0% |
| Cumulative Return | 159.85% | 15.69% |
| Max Drawdown | -15.41% | -64.93% |
| Sharpe | 1.31 | 0.27 |
| Sortino | 2.4 | 0.4 |
| Payoff Ratio | 1.48 | 1.2 |
| Profit Factor | 1.45 | 1.04 |
| Common Sense Ratio | 2.01 | 1.07 |
| CPC Index | 1.03 | 0.62 |
| Tail Ratio | 1.38 | 1.03 |
| Outlier Win Ratio | 18.54 | 2.59 |
| Outlier Loss Ratio | 9.68 | 2.54 |
| Volatility (ann.) | 13.9% | 42.16% |
| R^2 | 0.37 | 0.37 |
| Calmar | 6.43 | 0.17 |
| Skew | 3.34 | 0.57 |
| Kurtosis | 60.58 | 8.13 |
| Expected Daily % | 0.05% | 0.01% |
| Expected Monthly % | 5.78% | 0.86% |
| Expected Yearly % | 61.2% | 7.56% |
| Kelly Criterion | 13.1% | 7.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -3.6% |
| Expected Shortfall (cVaR) | -1.15% | -3.6% |
| Year | SOLUSD | master.trimmed.21600.sol_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 41.16 | 3.13 | + |
| 2025 | 2.26 | 84.08 | 37.18 | + |
| Metric | master.trimmed.21600.sol_fwd_ | SOLUSD |
|---|---|---|
| MTD | 2.11% | -7.5% |
| 3M | 9.04% | 9.07% |
| 6M | 28.16% | 38.07% |
| YTD | 84.08% | 2.26% |
| 1Y | 126.82% | 21.01% |
| 3Y (ann.) | 99.14% | 11.09% |
| 5Y (ann.) | 99.14% | 11.09% |
| Metric | master.trimmed.21600.sol_fwd_ | SOLUSD |
|---|---|---|
| Max Drawdown | -15.41% | -64.93% |
| Longest DD Days | 111.0 | 273.0 |
| Avg. Drawdown | -2.51% | -11.98% |
| Avg. Drawdown Days | 9.0 | 29.0 |
| Recovery Factor | 10.37 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2024-09-19 | -15.41 | 51 |
| 2024-11-12 | 2025-01-18 | -8.63 | 67 |
| 2025-05-14 | 2025-09-02 | -7.90 | 111 |
| 2024-06-05 | 2024-07-29 | -7.47 | 53 |
| 2025-04-04 | 2025-04-08 | -6.32 | 3 |
| 2024-10-07 | 2024-10-14 | -6.09 | 6 |
| 2025-04-09 | 2025-04-11 | -5.89 | 1 |
| 2025-04-08 | 2025-04-09 | -5.36 | 1 |
| 2025-02-04 | 2025-03-02 | -5.12 | 26 |
| 2025-04-14 | 2025-05-01 | -4.80 | 16 |
| Metric | master.trimmed.21600.sol_fwd_ | SOLUSD |
|---|---|---|
| Best Day | 9.9% | 19.54% |
| Worst Day | -8.98% | -14.23% |
| Best Week | 19.43% | 21.25% |
| Worst Week | -5.17% | -18.95% |
| Best Month | 26.93% | 41.15% |
| Worst Month | -5.11% | -36.08% |
| Best Year | 84.08% | 13.13% |
| Worst Year | 41.16% | 2.26% |
| Avg. Up Day | 0.62% | 1.67% |
| Avg. Down Day | -0.42% | -1.39% |
| Avg. Up Week | 4.04% | 9.24% |
| Avg. Down Week | -1.37% | -8.57% |
| Avg. Up Month | 10.69% | 16.06% |
| Avg. Down Month | -3.33% | -22.53% |
| Win Days % | 48.21% | 49.65% |
| Win Month % | 76.47% | 58.82% |
| Win Week % | 58.46% | 52.7% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 100.0% |