| Metric | master.trimmed.21600.sol_fwd_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 61.0% | 100.0% |
| Cumulative Return | 147.35% | -24.08% |
| Max Drawdown | -14.29% | -61.75% |
| Sharpe | 2.32 | 0.21 |
| Sortino | 4.6 | 0.3 |
| Payoff Ratio | 1.81 | 1.25 |
| Profit Factor | 1.88 | 1.03 |
| Common Sense Ratio | 3.87 | 1.03 |
| CPC Index | 1.67 | 0.63 |
| Tail Ratio | 2.07 | 1.0 |
| Outlier Win Ratio | 17.44 | 2.79 |
| Outlier Loss Ratio | 10.31 | 2.17 |
| Volatility (ann.) | 27.47% | 84.74% |
| R^2 | 0.37 | 0.37 |
| Calmar | 5.78 | -0.27 |
| Skew | 2.28 | 0.12 |
| Kurtosis | 25.63 | 2.95 |
| Expected Daily % | 0.16% | -0.05% |
| Expected Monthly % | 4.88% | -1.44% |
| Expected Yearly % | 57.27% | -12.87% |
| Kelly Criterion | 21.01% | 7.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.19% | -7.25% |
| Expected Shortfall (cVaR) | -2.19% | -7.25% |
| Year | SOLUSD | master.trimmed.21600.sol_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 41.16 | 3.22 | + |
| 2025 | -32.68 | 75.22 | -2.30 | + |
| Metric | master.trimmed.21600.sol_fwd_daily_ | SOLUSD |
|---|---|---|
| MTD | -1.01% | -6.69% |
| 3M | 3.51% | -38.08% |
| 6M | 7.66% | -18.49% |
| YTD | 75.22% | -32.68% |
| 1Y | 67.44% | -46.18% |
| 3Y (ann.) | 82.6% | -16.74% |
| 5Y (ann.) | 82.6% | -16.74% |
| Metric | master.trimmed.21600.sol_fwd_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -14.29% | -61.75% |
| Longest DD Days | 111.0 | 316.0 |
| Avg. Drawdown | -3.25% | -16.47% |
| Avg. Drawdown Days | 21.0 | 49.0 |
| Recovery Factor | 10.31 | -0.39 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-30 | 2024-09-19 | -14.29 | 51 |
| 2024-11-13 | 2025-01-18 | -7.52 | 66 |
| 2024-06-06 | 2024-07-20 | -6.96 | 44 |
| 2025-05-15 | 2025-09-03 | -6.74 | 111 |
| 2025-09-15 | 2025-12-02 | -5.77 | 78 |
| 2025-04-06 | 2025-04-08 | -5.07 | 2 |
| 2025-04-15 | 2025-04-19 | -4.31 | 4 |
| 2024-10-08 | 2024-10-14 | -4.24 | 6 |
| 2025-04-09 | 2025-04-10 | -3.57 | 1 |
| 2025-02-02 | 2025-03-03 | -3.55 | 29 |
| Metric | master.trimmed.21600.sol_fwd_daily_ | SOLUSD |
|---|---|---|
| Best Day | 12.33% | 20.8% |
| Worst Day | -10.74% | -18.74% |
| Best Week | 19.02% | 25.06% |
| Worst Week | -4.85% | -26.95% |
| Best Month | 29.18% | 39.21% |
| Worst Month | -6.76% | -46.12% |
| Best Year | 75.22% | 12.78% |
| Worst Year | 41.16% | -32.68% |
| Avg. Up Day | 1.36% | 3.72% |
| Avg. Down Day | -0.75% | -2.97% |
| Avg. Up Week | 3.87% | 9.76% |
| Avg. Down Week | -1.27% | -8.64% |
| Avg. Up Month | 10.93% | 18.02% |
| Avg. Down Month | -3.19% | -24.06% |
| Win Days % | 49.1% | 48.45% |
| Win Month % | 68.42% | 52.63% |
| Win Week % | 56.16% | 48.75% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 50.0% |