| Metric | s43_fwd_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 66.0% | 100.0% |
| Cumulative Return | 185.1% | -16.6% |
| Max Drawdown | -14.74% | -61.75% |
| Sharpe | 2.49 | 0.28 |
| Sortino | 5.56 | 0.42 |
| Payoff Ratio | 1.85 | 1.21 |
| Profit Factor | 2.03 | 1.04 |
| Common Sense Ratio | 4.67 | 1.07 |
| CPC Index | 1.92 | 0.61 |
| Tail Ratio | 2.3 | 1.03 |
| Outlier Win Ratio | 15.97 | 2.71 |
| Outlier Loss Ratio | 11.06 | 2.2 |
| Volatility (ann.) | 29.14% | 85.01% |
| R^2 | 0.33 | 0.33 |
| Calmar | 6.7 | -0.18 |
| Skew | 3.87 | 0.15 |
| Kurtosis | 37.11 | 2.92 |
| Expected Daily % | 0.19% | -0.03% |
| Expected Monthly % | 5.67% | -0.95% |
| Expected Yearly % | 68.85% | -8.68% |
| Kelly Criterion | 24.86% | 6.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.31% | -7.25% |
| Expected Shortfall (cVaR) | -2.31% | -7.25% |
| Year | SOLUSD | s43_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 62.79 | 4.91 | + |
| 2025 | -26.05 | 75.14 | -2.88 | + |
| Metric | s43_fwd_daily_ | SOLUSD |
|---|---|---|
| MTD | -0.54% | 2.5% |
| 3M | 2.99% | -32.85% |
| 6M | 5.65% | -7.15% |
| YTD | 75.14% | -26.05% |
| 1Y | 74.25% | -40.18% |
| 3Y (ann.) | 98.68% | -11.22% |
| 5Y (ann.) | 98.68% | -11.22% |
| Metric | s43_fwd_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -14.74% | -61.75% |
| Longest DD Days | 106.0 | 324.0 |
| Avg. Drawdown | -3.07% | -16.47% |
| Avg. Drawdown Days | 21.0 | 49.0 |
| Recovery Factor | 12.56 | -0.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-08-07 | -14.74 | 62 |
| 2025-09-15 | 2025-12-10 | -6.62 | 86 |
| 2025-05-15 | 2025-08-29 | -6.02 | 106 |
| 2025-04-06 | 2025-04-12 | -5.82 | 6 |
| 2025-04-15 | 2025-04-18 | -5.10 | 3 |
| 2024-10-08 | 2024-10-14 | -4.76 | 6 |
| 2024-11-13 | 2024-11-28 | -3.75 | 15 |
| 2025-08-30 | 2025-09-10 | -3.55 | 11 |
| 2025-05-12 | 2025-05-14 | -3.42 | 2 |
| 2024-12-01 | 2024-12-04 | -3.03 | 3 |
| Metric | s43_fwd_daily_ | SOLUSD |
|---|---|---|
| Best Day | 16.9% | 20.8% |
| Worst Day | -7.95% | -18.74% |
| Best Week | 17.14% | 25.06% |
| Worst Week | -7.61% | -26.95% |
| Best Month | 28.22% | 39.21% |
| Worst Month | -5.97% | -46.12% |
| Best Year | 75.14% | 12.78% |
| Worst Year | 62.79% | -26.05% |
| Avg. Up Day | 1.3% | 3.66% |
| Avg. Down Day | -0.7% | -3.02% |
| Avg. Up Week | 4.05% | 9.7% |
| Avg. Down Week | -1.24% | -8.84% |
| Avg. Up Month | 10.67% | 18.02% |
| Avg. Down Month | -2.6% | -22.44% |
| Win Days % | 51.24% | 48.47% |
| Win Month % | 78.95% | 57.89% |
| Win Week % | 58.67% | 49.38% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 50.0% |