| Metric | s2_fwd_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 194.67% | -16.6% |
| Max Drawdown | -20.07% | -61.75% |
| Sharpe | 1.99 | 0.28 |
| Sortino | 3.75 | 0.42 |
| Payoff Ratio | 1.45 | 1.32 |
| Profit Factor | 1.87 | 1.04 |
| Common Sense Ratio | 3.99 | 1.07 |
| CPC Index | 1.55 | 0.67 |
| Tail Ratio | 2.13 | 1.03 |
| Outlier Win Ratio | 18.86 | 2.97 |
| Outlier Loss Ratio | 4.26 | 2.4 |
| Volatility (ann.) | 39.41% | 85.01% |
| R^2 | 0.29 | 0.29 |
| Calmar | 5.13 | -0.18 |
| Skew | 2.56 | 0.15 |
| Kurtosis | 33.41 | 2.92 |
| Expected Daily % | 0.19% | -0.03% |
| Expected Monthly % | 5.85% | -0.95% |
| Expected Yearly % | 71.66% | -8.68% |
| Kelly Criterion | 27.38% | 9.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.18% | -7.25% |
| Expected Shortfall (cVaR) | -3.18% | -7.25% |
| Year | SOLUSD | s2_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 68.85 | 5.39 | + |
| 2025 | -26.05 | 74.51 | -2.86 | + |
| Metric | s2_fwd_daily_ | SOLUSD |
|---|---|---|
| MTD | -0.81% | 2.5% |
| 3M | -0.63% | -32.85% |
| 6M | -6.0% | -7.15% |
| YTD | 74.51% | -26.05% |
| 1Y | 74.51% | -40.18% |
| 3Y (ann.) | 103.03% | -11.22% |
| 5Y (ann.) | 103.03% | -11.22% |
| Metric | s2_fwd_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -20.07% | -61.75% |
| Longest DD Days | 209.0 | 324.0 |
| Avg. Drawdown | -4.98% | -16.47% |
| Avg. Drawdown Days | 27.0 | 49.0 |
| Recovery Factor | 9.7 | -0.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-08-07 | -20.07 | 62 |
| 2025-05-15 | 2025-12-10 | -12.97 | 209 |
| 2025-04-06 | 2025-04-12 | -12.81 | 6 |
| 2024-11-13 | 2024-11-14 | -6.07 | 1 |
| 2025-04-15 | 2025-04-17 | -5.65 | 2 |
| 2025-02-06 | 2025-03-24 | -5.57 | 46 |
| 2024-10-08 | 2024-10-14 | -5.49 | 6 |
| 2024-12-01 | 2025-01-16 | -4.87 | 46 |
| 2025-04-22 | 2025-05-09 | -3.80 | 17 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| Metric | s2_fwd_daily_ | SOLUSD |
|---|---|---|
| Best Day | 20.8% | 20.8% |
| Worst Day | -14.03% | -18.74% |
| Best Week | 21.5% | 25.06% |
| Worst Week | -7.78% | -26.95% |
| Best Month | 36.81% | 39.21% |
| Worst Month | -4.98% | -46.12% |
| Best Year | 74.51% | 12.78% |
| Worst Year | 68.85% | -26.05% |
| Avg. Up Day | 2.64% | 3.81% |
| Avg. Down Day | -1.83% | -2.89% |
| Avg. Up Week | 6.59% | 11.34% |
| Avg. Down Week | -2.98% | -8.86% |
| Avg. Up Month | 16.07% | 20.53% |
| Avg. Down Month | -2.37% | -28.86% |
| Win Days % | 57.07% | 48.47% |
| Win Month % | 62.5% | 57.89% |
| Win Week % | 62.79% | 49.38% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 50.0% |