| Metric | d_solusd_div_0.25_tpm:0.025__tp__tep:0.75_ | SOLUSD |
|---|---|---|
| Time in Market | 88.0% | 100.0% |
| Cumulative Return | 94.33% | -28.18% |
| Max Drawdown | -14.79% | -59.65% |
| Sharpe | 4.05 | -0.25 |
| Sortino | 5.06 | -0.38 |
| Payoff Ratio | 0.54 | 1.03 |
| Profit Factor | 2.44 | 0.96 |
| Common Sense Ratio | 7.39 | 1.2 |
| CPC Index | 1.11 | 0.46 |
| Tail Ratio | 3.03 | 1.25 |
| Outlier Win Ratio | 11.27 | 2.45 |
| Outlier Loss Ratio | 5.09 | 3.23 |
| Volatility (ann.) | 36.36% | 96.06% |
| R^2 | 0.05 | 0.05 |
| Calmar | 20.93 | -0.85 |
| Skew | -4.07 | 0.65 |
| Kurtosis | 28.39 | 5.56 |
| Expected Daily % | 0.38% | -0.19% |
| Expected Monthly % | 11.71% | -5.37% |
| Expected Yearly % | 94.33% | -28.18% |
| Kelly Criterion | 56.42% | -5.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.73% | -8.34% |
| Expected Shortfall (cVaR) | -2.73% | -8.34% |
| Year | SOLUSD | d_solusd_div_0.25_tpm:0.025__tp__tep:0.75_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -28.18 | 94.33 | -3.35 | + |
| Metric | d_solusd_div_0.25_tpm:0.025__tp__tep:0.75_ | SOLUSD |
|---|---|---|
| MTD | -2.67% | -13.25% |
| 3M | 28.1% | 6.66% |
| 6M | 94.33% | -28.18% |
| YTD | 94.33% | -28.18% |
| 1Y | 94.33% | -28.18% |
| 3Y (ann.) | 309.55% | -50.46% |
| 5Y (ann.) | 309.55% | -50.46% |
| Metric | d_solusd_div_0.25_tpm:0.025__tp__tep:0.75_ | SOLUSD |
|---|---|---|
| Max Drawdown | -14.79% | -59.65% |
| Longest DD Days | 23.0 | 153.0 |
| Avg. Drawdown | -3.32% | -25.97% |
| Avg. Drawdown Days | 5.0 | 55.0 |
| Recovery Factor | 6.38 | -0.47 |
| Ulcer Index | 1.04 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-30 | 2025-04-16 | -14.79 | 17 |
| 2025-01-09 | 2025-01-20 | -10.69 | 11 |
| 2025-05-30 | 2025-06-22 | -8.69 | 23 |
| 2025-02-26 | 2025-03-03 | -2.80 | 5 |
| 2025-03-10 | 2025-03-15 | -2.67 | 5 |
| 2025-01-29 | 2025-01-30 | -2.46 | 1 |
| 2025-02-18 | 2025-02-23 | -1.95 | 5 |
| 2025-02-06 | 2025-02-07 | -1.08 | 1 |
| 2025-02-14 | 2025-02-15 | -0.87 | 1 |
| 2025-02-02 | 2025-02-03 | -0.31 | 1 |
| Metric | d_solusd_div_0.25_tpm:0.025__tp__tep:0.75_ | SOLUSD |
|---|---|---|
| Best Day | 3.67% | 24.86% |
| Worst Day | -14.79% | -20.92% |
| Best Week | 15.27% | 19.93% |
| Worst Week | -10.51% | -21.88% |
| Best Month | 28.54% | 26.05% |
| Worst Month | -2.67% | -42.27% |
| Best Year | 94.33% | -28.18% |
| Worst Year | 94.33% | -28.18% |
| Avg. Up Day | 1.09% | 4.23% |
| Avg. Down Day | -2.04% | -4.12% |
| Avg. Up Week | 5.78% | 8.75% |
| Avg. Down Week | -4.69% | -16.2% |
| Avg. Up Month | 22.03% | 16.73% |
| Avg. Down Month | -2.67% | -13.25% |
| Win Days % | 84.77% | 46.51% |
| Win Month % | 83.33% | 50.0% |
| Win Week % | 80.77% | 50.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |