| Metric | master.trimmed.21600.sol_fwd_ | SOLUSD |
|---|---|---|
| Time in Market | 56.0% | 100.0% |
| Cumulative Return | 152.71% | -18.0% |
| Max Drawdown | -15.15% | -64.93% |
| Sharpe | 1.22 | 0.13 |
| Sortino | 2.27 | 0.19 |
| Payoff Ratio | 1.46 | 1.16 |
| Profit Factor | 1.43 | 1.02 |
| Common Sense Ratio | 1.79 | 1.01 |
| CPC Index | 1.0 | 0.59 |
| Tail Ratio | 1.25 | 0.99 |
| Outlier Win Ratio | 19.85 | 2.61 |
| Outlier Loss Ratio | 10.71 | 2.5 |
| Volatility (ann.) | 13.1% | 42.23% |
| R^2 | 0.35 | 0.35 |
| Calmar | 5.52 | -0.19 |
| Skew | 3.74 | 0.52 |
| Kurtosis | 65.71 | 7.54 |
| Expected Daily % | 0.04% | -0.01% |
| Expected Monthly % | 5.0% | -1.04% |
| Expected Yearly % | 58.97% | -9.45% |
| Kelly Criterion | 12.23% | 6.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.08% | -3.62% |
| Expected Shortfall (cVaR) | -1.08% | -3.62% |
| Year | SOLUSD | master.trimmed.21600.sol_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 44.30 | 3.37 | + |
| 2025 | -27.52 | 75.13 | -2.73 | + |
| Metric | master.trimmed.21600.sol_fwd_ | SOLUSD |
|---|---|---|
| MTD | -1.05% | 2.49% |
| 3M | -0.78% | -36.97% |
| 6M | 6.44% | -17.14% |
| YTD | 75.13% | -27.52% |
| 1Y | 73.09% | -36.85% |
| 3Y (ann.) | 83.58% | -12.2% |
| 5Y (ann.) | 83.58% | -12.2% |
| Metric | master.trimmed.21600.sol_fwd_ | SOLUSD |
|---|---|---|
| Max Drawdown | -15.15% | -64.93% |
| Longest DD Days | 111.0 | 325.0 |
| Avg. Drawdown | -2.18% | -11.98% |
| Avg. Drawdown Days | 9.0 | 32.0 |
| Recovery Factor | 10.08 | -0.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-07 | -15.15 | 62 |
| 2024-11-12 | 2025-01-18 | -7.72 | 67 |
| 2025-05-14 | 2025-09-02 | -7.15 | 111 |
| 2024-10-07 | 2024-10-14 | -6.25 | 6 |
| 2025-09-14 | 2025-12-10 | -6.18 | 86 |
| 2025-04-09 | 2025-04-11 | -5.99 | 1 |
| 2025-04-04 | 2025-04-08 | -5.89 | 3 |
| 2025-04-08 | 2025-04-09 | -5.00 | 1 |
| 2025-04-14 | 2025-04-19 | -4.89 | 4 |
| 2025-02-04 | 2025-03-02 | -4.78 | 26 |
| Metric | master.trimmed.21600.sol_fwd_ | SOLUSD |
|---|---|---|
| Best Day | 9.8% | 19.54% |
| Worst Day | -8.48% | -14.23% |
| Best Week | 19.09% | 21.25% |
| Worst Week | -4.39% | -18.95% |
| Best Month | 26.81% | 41.15% |
| Worst Month | -4.31% | -36.08% |
| Best Year | 75.13% | 13.13% |
| Worst Year | 44.3% | -27.52% |
| Avg. Up Day | 0.55% | 1.62% |
| Avg. Down Day | -0.38% | -1.39% |
| Avg. Up Week | 3.97% | 9.09% |
| Avg. Down Week | -1.29% | -8.72% |
| Avg. Up Month | 10.63% | 16.06% |
| Avg. Down Month | -3.43% | -24.4% |
| Win Days % | 47.86% | 49.55% |
| Win Month % | 73.68% | 57.89% |
| Win Week % | 54.79% | 50.62% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 50.0% |