| Metric | master.trimmed.21600.sol_ | SOLUSD |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 704.51% | 49.55% |
| Max Drawdown | -25.01% | -93.44% |
| Sharpe | 1.04 | 0.3 |
| Sortino | 1.83 | 0.44 |
| Payoff Ratio | 1.33 | 1.2 |
| Profit Factor | 1.34 | 1.05 |
| Common Sense Ratio | 1.68 | 1.04 |
| CPC Index | 0.87 | 0.63 |
| Tail Ratio | 1.25 | 1.0 |
| Outlier Win Ratio | 23.63 | 2.83 |
| Outlier Loss Ratio | 9.07 | 2.46 |
| Volatility (ann.) | 14.18% | 49.82% |
| R^2 | 0.3 | 0.3 |
| Calmar | 2.94 | 0.12 |
| Skew | 2.8 | 0.43 |
| Kurtosis | 42.24 | 10.86 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.54% | 0.86% |
| Expected Yearly % | 68.42% | 10.59% |
| Kelly Criterion | 10.21% | 8.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -4.25% |
| Expected Shortfall (cVaR) | -1.18% | -4.25% |
| Year | SOLUSD | master.trimmed.21600.sol_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.45 | 14.58 | -0.16 | + |
| 2023 | 921.46 | 108.43 | 0.12 | - |
| 2024 | 85.41 | 84.01 | 0.98 | - |
| 2025 | -17.33 | 83.08 | -4.79 | + |
| Metric | master.trimmed.21600.sol_ | SOLUSD |
|---|---|---|
| MTD | 0.0% | -16.58% |
| 3M | 10.02% | -7.94% |
| 6M | 27.93% | 6.42% |
| YTD | 83.08% | -17.33% |
| 1Y | 121.3% | -3.91% |
| 3Y (ann.) | 81.29% | 71.58% |
| 5Y (ann.) | 73.44% | 11.21% |
| Metric | master.trimmed.21600.sol_ | SOLUSD |
|---|---|---|
| Max Drawdown | -25.01% | -93.44% |
| Longest DD Days | 171.0 | 703.0 |
| Avg. Drawdown | -2.85% | -14.54% |
| Avg. Drawdown Days | 12.0 | 55.0 |
| Recovery Factor | 28.17 | 0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-01-03 | -25.01 | 20 |
| 2024-07-29 | 2024-09-19 | -15.41 | 51 |
| 2022-03-25 | 2022-06-20 | -13.77 | 86 |
| 2023-01-29 | 2023-04-12 | -10.69 | 72 |
| 2024-11-12 | 2025-01-18 | -8.63 | 67 |
| 2024-04-01 | 2024-05-16 | -8.43 | 45 |
| 2022-07-08 | 2022-07-14 | -8.10 | 6 |
| 2022-09-27 | 2022-12-14 | -7.98 | 78 |
| 2025-05-14 | 2025-09-02 | -7.90 | 111 |
| 2023-04-30 | 2023-10-19 | -7.81 | 171 |
| Metric | master.trimmed.21600.sol_ | SOLUSD |
|---|---|---|
| Best Day | 9.9% | 30.09% |
| Worst Day | -8.98% | -26.94% |
| Best Week | 26.57% | 43.67% |
| Worst Week | -11.46% | -51.66% |
| Best Month | 28.65% | 140.02% |
| Worst Month | -18.51% | -56.44% |
| Best Year | 108.43% | 921.46% |
| Worst Year | 14.58% | -90.45% |
| Avg. Up Day | 0.67% | 1.87% |
| Avg. Down Day | -0.5% | -1.56% |
| Avg. Up Week | 4.12% | 12.59% |
| Avg. Down Week | -1.72% | -8.29% |
| Avg. Up Month | 11.35% | 31.47% |
| Avg. Down Month | -4.03% | -23.71% |
| Win Days % | 48.72% | 50.17% |
| Win Month % | 71.74% | 51.06% |
| Win Week % | 59.64% | 47.26% |
| Win Quarter % | 81.25% | 56.25% |
| Win Year % | 100.0% | 50.0% |