| Metric | d_solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Time in Market | 71.0% | 100.0% |
| Cumulative Return | 145.4% | -21.43% |
| Max Drawdown | -16.23% | -59.65% |
| Sharpe | 4.36 | -0.07 |
| Sortino | 6.4 | -0.1 |
| Payoff Ratio | 5.15 | 1.23 |
| Profit Factor | 3.1 | 0.99 |
| Common Sense Ratio | 95.03 | 1.23 |
| CPC Index | 5.06 | 0.58 |
| Tail Ratio | 30.62 | 1.24 |
| Outlier Win Ratio | 6.46 | 2.93 |
| Outlier Loss Ratio | 19.36 | 3.24 |
| Volatility (ann.) | 48.43% | 97.51% |
| R^2 | 0.08 | 0.08 |
| Calmar | 39.28 | -0.7 |
| Skew | -1.95 | 0.62 |
| Kurtosis | 14.21 | 5.42 |
| Expected Daily % | 0.55% | -0.15% |
| Expected Monthly % | 16.14% | -3.94% |
| Expected Yearly % | 145.4% | -21.43% |
| Kelly Criterion | 18.36% | 4.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.59% | -8.41% |
| Expected Shortfall (cVaR) | -3.59% | -8.41% |
| Year | SOLUSD | d_solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -21.43 | 145.40 | -6.79 | + |
| Metric | d_solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| MTD | -0.77% | -5.1% |
| 3M | 37.13% | 17.54% |
| 6M | 145.4% | -21.43% |
| YTD | 145.4% | -21.43% |
| 1Y | 145.4% | -21.43% |
| 3Y (ann.) | 637.39% | -41.53% |
| 5Y (ann.) | 637.39% | -41.53% |
| Metric | d_solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Max Drawdown | -16.23% | -59.65% |
| Longest DD Days | 26.0 | 145.0 |
| Avg. Drawdown | -1.79% | -25.97% |
| Avg. Drawdown Days | 5.0 | 52.0 |
| Recovery Factor | 8.96 | -0.36 |
| Ulcer Index | 0.99 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-25 | 2025-04-20 | -16.23 | 26 |
| 2025-01-09 | 2025-01-18 | -10.25 | 9 |
| 2025-05-28 | 2025-06-14 | -8.38 | 17 |
| 2025-02-16 | 2025-03-03 | -7.88 | 15 |
| 2025-01-03 | 2025-01-07 | -0.18 | 4 |
| 2025-01-19 | 2025-01-22 | -0.16 | 3 |
| 2025-01-23 | 2025-01-26 | -0.16 | 3 |
| 2025-01-29 | 2025-01-30 | -0.15 | 1 |
| 2025-01-31 | 2025-02-05 | -0.14 | 5 |
| 2025-02-06 | 2025-02-07 | -0.14 | 1 |
| Metric | d_solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Best Day | 7.87% | 24.86% |
| Worst Day | -16.15% | -20.92% |
| Best Week | 16.24% | 19.93% |
| Worst Week | -9.5% | -21.88% |
| Best Month | 31.14% | 26.05% |
| Worst Month | -0.77% | -42.27% |
| Best Year | 145.4% | -21.43% |
| Worst Year | 145.4% | -21.43% |
| Avg. Up Day | 4.02% | 4.55% |
| Avg. Down Day | -0.78% | -3.71% |
| Avg. Up Week | 6.61% | 8.75% |
| Avg. Down Week | -6.36% | -16.91% |
| Avg. Up Month | 25.44% | 16.73% |
| Avg. Down Month | -0.77% | -5.1% |
| Win Days % | 31.62% | 47.56% |
| Win Month % | 83.33% | 50.0% |
| Win Week % | 83.33% | 52.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |