| Metric | s3_fwd_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 65.0% | 100.0% |
| Cumulative Return | 166.46% | -16.6% |
| Max Drawdown | -15.39% | -61.75% |
| Sharpe | 2.25 | 0.28 |
| Sortino | 4.46 | 0.42 |
| Payoff Ratio | 1.71 | 1.2 |
| Profit Factor | 1.88 | 1.04 |
| Common Sense Ratio | 4.45 | 1.07 |
| CPC Index | 1.66 | 0.61 |
| Tail Ratio | 2.37 | 1.03 |
| Outlier Win Ratio | 16.1 | 2.77 |
| Outlier Loss Ratio | 9.85 | 2.19 |
| Volatility (ann.) | 30.51% | 85.01% |
| R^2 | 0.35 | 0.35 |
| Calmar | 5.85 | -0.18 |
| Skew | 2.69 | 0.15 |
| Kurtosis | 29.97 | 2.92 |
| Expected Daily % | 0.18% | -0.03% |
| Expected Monthly % | 5.29% | -0.95% |
| Expected Yearly % | 63.24% | -8.68% |
| Kelly Criterion | 23.39% | 5.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.44% | -7.25% |
| Expected Shortfall (cVaR) | -2.44% | -7.25% |
| Year | SOLUSD | s3_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 51.84 | 4.06 | + |
| 2025 | -26.05 | 75.49 | -2.90 | + |
| Metric | s3_fwd_daily_ | SOLUSD |
|---|---|---|
| MTD | -0.82% | 2.5% |
| 3M | 1.08% | -32.85% |
| 6M | 2.23% | -7.15% |
| YTD | 75.49% | -26.05% |
| 1Y | 74.15% | -40.18% |
| 3Y (ann.) | 90.07% | -11.22% |
| 5Y (ann.) | 90.07% | -11.22% |
| Metric | s3_fwd_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -15.39% | -61.75% |
| Longest DD Days | 120.0 | 324.0 |
| Avg. Drawdown | -3.66% | -16.47% |
| Avg. Drawdown Days | 25.0 | 49.0 |
| Recovery Factor | 10.82 | -0.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-08-07 | -15.39 | 62 |
| 2025-05-15 | 2025-09-12 | -8.43 | 120 |
| 2025-04-06 | 2025-04-12 | -8.25 | 6 |
| 2025-09-15 | 2025-12-10 | -6.22 | 86 |
| 2025-04-15 | 2025-04-19 | -4.87 | 4 |
| 2024-10-08 | 2024-10-14 | -4.64 | 6 |
| 2024-12-01 | 2025-01-16 | -4.24 | 46 |
| 2025-02-06 | 2025-03-24 | -3.98 | 46 |
| 2025-05-12 | 2025-05-14 | -3.34 | 2 |
| 2024-11-13 | 2024-11-28 | -3.07 | 15 |
| Metric | s3_fwd_daily_ | SOLUSD |
|---|---|---|
| Best Day | 15.22% | 20.8% |
| Worst Day | -10.94% | -18.74% |
| Best Week | 19.17% | 25.06% |
| Worst Week | -6.12% | -26.95% |
| Best Month | 31.13% | 39.21% |
| Worst Month | -4.45% | -46.12% |
| Best Year | 75.49% | 12.78% |
| Worst Year | 51.84% | -26.05% |
| Avg. Up Day | 1.34% | 3.65% |
| Avg. Down Day | -0.78% | -3.03% |
| Avg. Up Week | 4.13% | 9.7% |
| Avg. Down Week | -1.34% | -8.5% |
| Avg. Up Month | 12.6% | 18.55% |
| Avg. Down Month | -2.97% | -28.36% |
| Win Days % | 51.67% | 48.47% |
| Win Month % | 68.42% | 57.89% |
| Win Week % | 57.33% | 49.38% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 50.0% |