| Metric | solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Time in Market | 30.0% | 97.0% |
| Cumulative Return | 62.31% | -22.28% |
| Max Drawdown | -9.67% | -67.57% |
| Sharpe | 0.11 | -0.0 |
| Sortino | 0.16 | -0.0 |
| Payoff Ratio | 0.0 | 1.11 |
| Profit Factor | 2.87 | 1.0 |
| Common Sense Ratio | inf | 0.99 |
| CPC Index | 0.01 | 0.56 |
| Tail Ratio | inf | 0.99 |
| Outlier Win Ratio | 602.86 | 2.22 |
| Outlier Loss Ratio | 0.45 | 2.07 |
| Volatility (ann.) | 0.72% | 2.71% |
| R^2 | 0.0 | 0.0 |
| Calmar | 20.05 | -0.64 |
| Skew | -62.77 | 0.2 |
| Kurtosis | 23620.29 | 25.66 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 8.41% | -4.11% |
| Expected Yearly % | 62.31% | -22.28% |
| Kelly Criterion | 67.42% | 5.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.06% | -0.23% |
| Expected Shortfall (cVaR) | -0.06% | -0.23% |
| Year | SOLUSD | solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -22.28 | 62.31 | -2.80 | + |
| Metric | solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| MTD | -0.5% | -6.11% |
| 3M | 21.28% | 19.21% |
| 6M | 62.31% | -22.28% |
| YTD | 62.31% | -22.28% |
| 1Y | 62.31% | -22.28% |
| 3Y (ann.) | 193.88% | -42.94% |
| 5Y (ann.) | 193.88% | -42.94% |
| Metric | solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Max Drawdown | -9.67% | -67.57% |
| Longest DD Days | 24.0 | 145.0 |
| Avg. Drawdown | -1.05% | -1.28% |
| Avg. Drawdown Days | 3.0 | 1.0 |
| Recovery Factor | 6.44 | -0.33 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-26 | 2025-04-19 | -9.67 | 24 |
| 2025-05-29 | 2025-06-14 | -5.45 | 15 |
| 2025-01-08 | 2025-01-17 | -4.68 | 8 |
| 2025-02-17 | 2025-03-02 | -4.24 | 12 |
| 2025-04-27 | 2025-05-01 | -0.95 | 4 |
| 2025-01-05 | 2025-01-06 | -0.08 | 1 |
| 2025-01-21 | 2025-01-21 | -0.08 | 0 |
| 2025-01-25 | 2025-01-25 | -0.07 | 0 |
| 2025-01-28 | 2025-01-29 | -0.07 | 0 |
| 2025-02-01 | 2025-02-04 | -0.07 | 2 |
| Metric | solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Best Day | 4.23% | 3.59% |
| Worst Day | -9.56% | -3.27% |
| Best Week | 6.29% | 17.02% |
| Worst Week | -5.66% | -17.1% |
| Best Month | 14.61% | 22.51% |
| Worst Month | -0.5% | -36.08% |
| Best Year | 62.31% | -22.28% |
| Worst Year | 62.31% | -22.28% |
| Avg. Up Day | 0.0% | 0.1% |
| Avg. Down Day | -0.82% | -0.09% |
| Avg. Up Week | 2.6% | 9.64% |
| Avg. Down Week | -2.99% | -6.74% |
| Avg. Up Month | 13.13% | 15.7% |
| Avg. Down Month | -0.5% | -6.11% |
| Win Days % | 99.91% | 50.12% |
| Win Month % | 83.33% | 50.0% |
| Win Week % | 84.0% | 40.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |