| Metric | solusd_div_0.5_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 15.85% | -18.55% |
| Max Drawdown | -71.25% | -66.05% |
| Sharpe | 0.23 | 0.01 |
| Sortino | 0.35 | 0.01 |
| Payoff Ratio | 0.22 | 1.23 |
| Profit Factor | 1.26 | 1.0 |
| Common Sense Ratio | inf | 0.97 |
| CPC Index | 0.24 | 0.62 |
| Tail Ratio | inf | 0.97 |
| Outlier Win Ratio | 25.67 | 4.63 |
| Outlier Loss Ratio | 0.49 | 2.09 |
| Volatility (ann.) | 39.59% | 20.41% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.54 | -0.55 |
| Skew | 3.25 | 0.49 |
| Kurtosis | 255.94 | 13.5 |
| Expected Daily % | 0.0% | -0.01% |
| Expected Monthly % | 2.48% | -3.36% |
| Expected Yearly % | 15.85% | -18.55% |
| Kelly Criterion | 28.43% | 9.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.38% | -1.76% |
| Expected Shortfall (cVaR) | -3.38% | -1.76% |
| Year | SOLUSD | solusd_div_0.5_tpm:0.025__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -18.55 | 15.85 | -0.85 | + |
| Metric | solusd_div_0.5_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| MTD | 21.67% | -0.04% |
| 3M | 77.42% | 24.1% |
| 6M | 15.85% | -18.55% |
| YTD | 15.85% | -18.55% |
| 1Y | 15.85% | -18.55% |
| 3Y (ann.) | 38.19% | -36.32% |
| 5Y (ann.) | 38.19% | -36.32% |
| Metric | solusd_div_0.5_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Max Drawdown | -71.25% | -66.05% |
| Longest DD Days | 115.0 | 147.0 |
| Avg. Drawdown | -15.21% | -5.43% |
| Avg. Drawdown Days | 17.0 | 8.0 |
| Recovery Factor | 0.22 | -0.28 |
| Ulcer Index | 1.01 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-05-20 | -71.25 | 115 |
| 2025-01-07 | 2025-01-24 | -35.85 | 17 |
| 2025-05-29 | 2025-06-08 | -16.14 | 10 |
| 2025-06-12 | 2025-06-16 | -8.23 | 4 |
| 2025-05-23 | 2025-05-27 | -5.16 | 4 |
| 2025-01-03 | 2025-01-03 | -0.08 | 0 |
| 2025-01-05 | 2025-01-06 | -0.08 | 1 |
| 2025-05-21 | 2025-05-22 | -0.07 | 0 |
| 2025-06-10 | 2025-06-10 | -0.07 | 0 |
| Metric | solusd_div_0.5_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Best Day | 56.34% | 11.82% |
| Worst Day | -35.46% | -8.96% |
| Best Week | 36.38% | 17.02% |
| Worst Week | -33.05% | -17.1% |
| Best Month | 66.42% | 20.58% |
| Worst Month | -50.5% | -36.08% |
| Best Year | 15.85% | -18.55% |
| Worst Year | 15.85% | -18.55% |
| Avg. Up Day | 0.92% | 0.9% |
| Avg. Down Day | -4.19% | -0.73% |
| Avg. Up Week | 13.97% | 9.46% |
| Avg. Down Week | -14.0% | -8.68% |
| Avg. Up Month | 44.85% | 12.29% |
| Avg. Down Month | -26.97% | -26.0% |
| Win Days % | 87.12% | 50.35% |
| Win Month % | 50.0% | 50.0% |
| Win Week % | 56.0% | 44.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |