| Metric | d_solusd_div_0.25_tpm:0.025_ | SOLUSD |
|---|---|---|
| Time in Market | 88.0% | 100.0% |
| Cumulative Return | 183.14% | -28.18% |
| Max Drawdown | -42.14% | -59.65% |
| Sharpe | 2.59 | -0.25 |
| Sortino | 3.49 | -0.38 |
| Payoff Ratio | 0.39 | 1.13 |
| Profit Factor | 1.75 | 0.96 |
| Common Sense Ratio | 2.65 | 1.2 |
| CPC Index | 0.57 | 0.5 |
| Tail Ratio | 1.51 | 1.25 |
| Outlier Win Ratio | 6.77 | 3.92 |
| Outlier Loss Ratio | 2.32 | 5.21 |
| Volatility (ann.) | 109.43% | 96.06% |
| R^2 | 0.05 | 0.05 |
| Calmar | 19.23 | -0.85 |
| Skew | -1.45 | 0.65 |
| Kurtosis | 10.45 | 5.56 |
| Expected Daily % | 0.6% | -0.19% |
| Expected Monthly % | 18.94% | -5.37% |
| Expected Yearly % | 183.14% | -28.18% |
| Kelly Criterion | 43.17% | -0.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -8.64% | -8.34% |
| Expected Shortfall (cVaR) | -8.64% | -8.34% |
| Year | SOLUSD | d_solusd_div_0.25_tpm:0.025_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -28.18 | 183.14 | -6.50 | + |
| Metric | d_solusd_div_0.25_tpm:0.025_ | SOLUSD |
|---|---|---|
| MTD | -13.5% | -13.25% |
| 3M | 77.72% | 6.66% |
| 6M | 183.14% | -28.18% |
| YTD | 183.14% | -28.18% |
| 1Y | 183.14% | -28.18% |
| 3Y (ann.) | 810.3% | -50.46% |
| 5Y (ann.) | 810.3% | -50.46% |
| Metric | d_solusd_div_0.25_tpm:0.025_ | SOLUSD |
|---|---|---|
| Max Drawdown | -42.14% | -59.65% |
| Longest DD Days | 80.0 | 153.0 |
| Avg. Drawdown | -13.39% | -25.97% |
| Avg. Drawdown Days | 17.0 | 55.0 |
| Recovery Factor | 4.35 | -0.47 |
| Ulcer Index | 1.0 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-29 | 2025-04-19 | -42.14 | 80 |
| 2025-01-09 | 2025-01-20 | -30.75 | 11 |
| 2025-05-30 | 2025-06-22 | -18.97 | 23 |
| 2025-05-06 | 2025-05-09 | -1.46 | 3 |
| 2025-05-18 | 2025-05-19 | -0.27 | 1 |
| 2025-04-28 | 2025-04-29 | -0.08 | 1 |
| 2025-05-02 | 2025-05-03 | -0.07 | 1 |
| Metric | d_solusd_div_0.25_tpm:0.025_ | SOLUSD |
|---|---|---|
| Best Day | 24.77% | 24.86% |
| Worst Day | -31.16% | -20.92% |
| Best Week | 76.88% | 19.93% |
| Worst Week | -28.16% | -21.88% |
| Best Month | 97.24% | 26.05% |
| Worst Month | -31.22% | -42.27% |
| Best Year | 183.14% | -28.18% |
| Worst Year | 183.14% | -28.18% |
| Avg. Up Day | 2.8% | 4.24% |
| Avg. Down Day | -7.21% | -3.76% |
| Avg. Up Week | 20.95% | 9.32% |
| Avg. Down Week | -12.73% | -13.01% |
| Avg. Up Month | 73.45% | 16.73% |
| Avg. Down Month | -16.42% | -21.58% |
| Win Days % | 84.11% | 46.51% |
| Win Month % | 50.0% | 50.0% |
| Win Week % | 61.54% | 50.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |