| Metric | solusd_div_0.5_tpm:0.02__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 1.57% | -18.55% |
| Max Drawdown | -64.63% | -66.05% |
| Sharpe | 0.16 | 0.01 |
| Sortino | 0.22 | 0.01 |
| Payoff Ratio | 0.18 | 1.2 |
| Profit Factor | 1.16 | 1.0 |
| Common Sense Ratio | inf | 0.97 |
| CPC Index | 0.19 | 0.6 |
| Tail Ratio | inf | 0.97 |
| Outlier Win Ratio | 31.08 | 4.21 |
| Outlier Loss Ratio | 0.6 | 2.07 |
| Volatility (ann.) | 29.82% | 20.41% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.05 | -0.55 |
| Skew | -0.44 | 0.49 |
| Kurtosis | 225.76 | 13.5 |
| Expected Daily % | 0.0% | -0.01% |
| Expected Monthly % | 0.26% | -3.36% |
| Expected Yearly % | 1.57% | -18.55% |
| Kelly Criterion | 26.71% | 8.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.55% | -1.76% |
| Expected Shortfall (cVaR) | -2.55% | -1.76% |
| Year | SOLUSD | solusd_div_0.5_tpm:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -18.55 | 1.57 | -0.08 | + |
| Metric | solusd_div_0.5_tpm:0.02__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| MTD | 4.13% | -0.04% |
| 3M | 35.27% | 24.1% |
| 6M | 1.57% | -18.55% |
| YTD | 1.57% | -18.55% |
| 1Y | 1.57% | -18.55% |
| 3Y (ann.) | 3.49% | -36.32% |
| 5Y (ann.) | 3.49% | -36.32% |
| Metric | solusd_div_0.5_tpm:0.02__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Max Drawdown | -64.63% | -66.05% |
| Longest DD Days | 142.0 | 147.0 |
| Avg. Drawdown | -14.69% | -5.43% |
| Avg. Drawdown Days | 26.0 | 8.0 |
| Recovery Factor | 0.02 | -0.28 |
| Ulcer Index | 1.0 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-06-16 | -64.63 | 142 |
| 2025-01-07 | 2025-01-19 | -23.20 | 12 |
| 2025-01-03 | 2025-01-03 | -0.08 | 0 |
| 2025-01-05 | 2025-01-06 | -0.08 | 1 |
| 2025-01-20 | 2025-01-21 | -0.07 | 0 |
| 2025-01-23 | 2025-01-24 | -0.07 | 1 |
| Metric | solusd_div_0.5_tpm:0.02__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Best Day | 38.36% | 11.82% |
| Worst Day | -29.4% | -8.96% |
| Best Week | 25.36% | 17.02% |
| Worst Week | -26.82% | -17.1% |
| Best Month | 38.19% | 20.58% |
| Worst Month | -46.54% | -36.08% |
| Best Year | 1.57% | -18.55% |
| Worst Year | 1.57% | -18.55% |
| Avg. Up Day | 0.6% | 0.87% |
| Avg. Down Day | -3.26% | -0.73% |
| Avg. Up Week | 10.54% | 9.46% |
| Avg. Down Week | -13.98% | -9.19% |
| Avg. Up Month | 23.77% | 15.06% |
| Avg. Down Month | -24.3% | -26.0% |
| Win Days % | 88.67% | 50.35% |
| Win Month % | 66.67% | 50.0% |
| Win Week % | 60.0% | 44.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |