| Metric | d_solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Time in Market | 72.0% | 100.0% |
| Cumulative Return | 324.36% | -21.95% |
| Max Drawdown | -22.27% | -59.65% |
| Sharpe | 4.46 | -0.08 |
| Sortino | 7.0 | -0.12 |
| Payoff Ratio | 1.48 | 1.29 |
| Profit Factor | 3.31 | 0.99 |
| Common Sense Ratio | 94.37 | 1.23 |
| CPC Index | 3.63 | 0.6 |
| Tail Ratio | 28.51 | 1.24 |
| Outlier Win Ratio | 8.2 | 3.69 |
| Outlier Loss Ratio | 6.1 | 4.06 |
| Volatility (ann.) | 77.11% | 96.83% |
| R^2 | 0.08 | 0.08 |
| Calmar | 99.3 | -0.7 |
| Skew | -1.12 | 0.63 |
| Kurtosis | 11.4 | 5.46 |
| Expected Daily % | 0.86% | -0.15% |
| Expected Monthly % | 27.24% | -4.05% |
| Expected Yearly % | 324.36% | -21.95% |
| Kelly Criterion | 57.02% | 5.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.7% | -8.36% |
| Expected Shortfall (cVaR) | -5.7% | -8.36% |
| Year | SOLUSD | d_solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -21.95 | 324.36 | -14.77 | + |
| Metric | d_solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| MTD | 2.09% | -5.74% |
| 3M | 50.65% | 17.0% |
| 6M | 324.36% | -21.95% |
| YTD | 324.36% | -21.95% |
| 1Y | 324.36% | -21.95% |
| 3Y (ann.) | 2211.15% | -41.64% |
| 5Y (ann.) | 2211.15% | -41.64% |
| Metric | d_solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Max Drawdown | -22.27% | -59.65% |
| Longest DD Days | 25.0 | 149.0 |
| Avg. Drawdown | -3.38% | -25.97% |
| Avg. Drawdown Days | 4.0 | 54.0 |
| Recovery Factor | 14.57 | -0.37 |
| Ulcer Index | 0.98 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-26 | 2025-04-20 | -22.27 | 25 |
| 2025-01-09 | 2025-01-18 | -19.58 | 9 |
| 2025-02-18 | 2025-03-03 | -12.01 | 13 |
| 2025-05-30 | 2025-06-16 | -10.68 | 17 |
| 2025-01-05 | 2025-01-07 | -0.35 | 2 |
| 2025-01-21 | 2025-01-22 | -0.31 | 1 |
| 2025-01-25 | 2025-01-26 | -0.28 | 1 |
| 2025-01-29 | 2025-01-30 | -0.26 | 1 |
| 2025-02-02 | 2025-02-05 | -0.24 | 3 |
| 2025-02-06 | 2025-02-07 | -0.22 | 1 |
| Metric | d_solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Best Day | 14.51% | 24.86% |
| Worst Day | -22.17% | -20.92% |
| Best Week | 25.3% | 19.93% |
| Worst Week | -13.04% | -21.88% |
| Best Month | 66.73% | 26.05% |
| Worst Month | 2.09% | -42.27% |
| Best Year | 324.36% | -21.95% |
| Worst Year | 324.36% | -21.95% |
| Avg. Up Day | 3.23% | 4.62% |
| Avg. Down Day | -2.19% | -3.58% |
| Avg. Up Week | 10.34% | 8.75% |
| Avg. Down Week | -8.75% | -16.91% |
| Avg. Up Month | 43.67% | 16.73% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 74.38% | 47.02% |
| Win Month % | 100.0% | 50.0% |
| Win Week % | 84.0% | 52.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |