| Metric | d_solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Time in Market | 88.0% | 100.0% |
| Cumulative Return | 253.39% | -28.18% |
| Max Drawdown | -22.21% | -59.65% |
| Sharpe | 4.26 | -0.25 |
| Sortino | 6.19 | -0.38 |
| Payoff Ratio | 1.13 | 1.17 |
| Profit Factor | 3.27 | 0.96 |
| Common Sense Ratio | 70.39 | 1.2 |
| CPC Index | 2.99 | 0.52 |
| Tail Ratio | 21.52 | 1.25 |
| Outlier Win Ratio | 8.69 | 3.31 |
| Outlier Loss Ratio | 6.47 | 4.09 |
| Volatility (ann.) | 68.53% | 96.06% |
| R^2 | 0.03 | 0.03 |
| Calmar | 61.09 | -0.85 |
| Skew | -2.17 | 0.65 |
| Kurtosis | 17.33 | 5.56 |
| Expected Daily % | 0.73% | -0.19% |
| Expected Monthly % | 23.42% | -5.37% |
| Expected Yearly % | 253.39% | -28.18% |
| Kelly Criterion | 63.81% | 0.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.1% | -8.34% |
| Expected Shortfall (cVaR) | -5.1% | -8.34% |
| Year | SOLUSD | d_solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -28.18 | 253.39 | -8.99 | + |
| Metric | d_solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| MTD | -0.84% | -13.25% |
| 3M | 39.91% | 6.66% |
| 6M | 253.39% | -28.18% |
| YTD | 253.39% | -28.18% |
| 1Y | 253.39% | -28.18% |
| 3Y (ann.) | 1356.95% | -50.46% |
| 5Y (ann.) | 1356.95% | -50.46% |
| Metric | d_solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Max Drawdown | -22.21% | -59.65% |
| Longest DD Days | 25.0 | 153.0 |
| Avg. Drawdown | -3.13% | -25.97% |
| Avg. Drawdown Days | 4.0 | 55.0 |
| Recovery Factor | 11.41 | -0.47 |
| Ulcer Index | 0.99 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-26 | 2025-04-20 | -22.21 | 25 |
| 2025-01-09 | 2025-01-22 | -20.66 | 13 |
| 2025-05-30 | 2025-06-22 | -12.17 | 23 |
| 2025-02-18 | 2025-02-23 | -1.01 | 5 |
| 2025-01-05 | 2025-01-07 | -0.37 | 2 |
| 2025-01-25 | 2025-01-26 | -0.34 | 1 |
| 2025-01-29 | 2025-01-30 | -0.31 | 1 |
| 2025-02-02 | 2025-02-03 | -0.28 | 1 |
| 2025-02-06 | 2025-02-07 | -0.26 | 1 |
| 2025-02-10 | 2025-02-11 | -0.24 | 1 |
| Metric | d_solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Best Day | 11.65% | 24.86% |
| Worst Day | -22.16% | -20.92% |
| Best Week | 21.97% | 19.93% |
| Worst Week | -16.22% | -21.88% |
| Best Month | 43.37% | 26.05% |
| Worst Month | -0.84% | -42.27% |
| Best Year | 253.39% | -28.18% |
| Worst Year | 253.39% | -28.18% |
| Avg. Up Day | 2.1% | 4.36% |
| Avg. Down Day | -1.86% | -3.72% |
| Avg. Up Week | 8.62% | 8.75% |
| Avg. Down Week | -11.83% | -14.42% |
| Avg. Up Month | 35.27% | 16.73% |
| Avg. Down Month | -0.84% | -13.25% |
| Win Days % | 80.79% | 46.51% |
| Win Month % | 83.33% | 50.0% |
| Win Week % | 88.46% | 50.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |