| Metric | solusd_div_0.25_tpm:0.025_ | SOLUSD |
|---|---|---|
| Time in Market | 53.0% | 97.0% |
| Cumulative Return | 166.23% | -28.56% |
| Max Drawdown | -42.14% | -67.57% |
| Sharpe | 0.08 | -0.01 |
| Sortino | 0.08 | -0.01 |
| Payoff Ratio | 0.0 | 1.07 |
| Profit Factor | 1.6 | 1.0 |
| Common Sense Ratio | inf | 0.99 |
| CPC Index | 0.0 | 0.54 |
| Tail Ratio | inf | 0.99 |
| Outlier Win Ratio | 159.22 | 2.29 |
| Outlier Loss Ratio | 0.06 | 2.07 |
| Volatility (ann.) | 2.15% | 2.68% |
| R^2 | 0.0 | 0.0 |
| Calmar | 16.58 | -0.76 |
| Skew | -190.15 | 0.14 |
| Kurtosis | 41027.29 | 27.01 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 17.73% | -5.45% |
| Expected Yearly % | 166.23% | -28.56% |
| Kelly Criterion | -4.0% | 3.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.18% | -0.23% |
| Expected Shortfall (cVaR) | -0.18% | -0.23% |
| Year | SOLUSD | solusd_div_0.25_tpm:0.025_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -28.56 | 166.23 | -5.82 | + |
| Metric | solusd_div_0.25_tpm:0.025_ | SOLUSD |
|---|---|---|
| MTD | -18.67% | -13.7% |
| 3M | 66.69% | 5.2% |
| 6M | 166.23% | -28.56% |
| YTD | 166.23% | -28.56% |
| 1Y | 166.23% | -28.56% |
| 3Y (ann.) | 698.77% | -51.02% |
| 5Y (ann.) | 698.77% | -51.02% |
| Metric | solusd_div_0.25_tpm:0.025_ | SOLUSD |
|---|---|---|
| Max Drawdown | -42.14% | -67.57% |
| Longest DD Days | 79.0 | 153.0 |
| Avg. Drawdown | -6.12% | -1.28% |
| Avg. Drawdown Days | 7.0 | 1.0 |
| Recovery Factor | 3.94 | -0.42 |
| Ulcer Index | 1.04 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-28 | 2025-04-18 | -42.14 | 79 |
| 2025-01-08 | 2025-01-19 | -30.75 | 10 |
| 2025-05-29 | 2025-06-22 | -19.71 | 23 |
| 2025-05-05 | 2025-05-08 | -1.96 | 3 |
| 2025-05-01 | 2025-05-02 | -0.91 | 1 |
| 2025-05-17 | 2025-05-18 | -0.69 | 1 |
| 2025-01-05 | 2025-01-06 | -0.28 | 1 |
| 2025-01-21 | 2025-01-21 | -0.21 | 0 |
| 2025-01-25 | 2025-01-25 | -0.19 | 0 |
| 2025-04-19 | 2025-04-19 | -0.18 | 0 |
| Metric | solusd_div_0.25_tpm:0.025_ | SOLUSD |
|---|---|---|
| Best Day | 0.57% | 3.59% |
| Worst Day | -30.95% | -3.27% |
| Best Week | 80.14% | 17.02% |
| Worst Week | -27.0% | -17.1% |
| Best Month | 101.85% | 22.51% |
| Worst Month | -32.13% | -36.08% |
| Best Year | 166.23% | -28.56% |
| Worst Year | 166.23% | -28.56% |
| Avg. Up Day | 0.0% | 0.09% |
| Avg. Down Day | -5.18% | -0.08% |
| Avg. Up Week | 24.53% | 9.44% |
| Avg. Down Week | -11.61% | -9.12% |
| Avg. Up Month | 74.5% | 15.7% |
| Avg. Down Month | -18.52% | -21.9% |
| Win Days % | 99.95% | 50.08% |
| Win Month % | 50.0% | 50.0% |
| Win Week % | 53.85% | 38.46% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |