| Metric | solusd_div_0.25_tpm:0.025__tp__tep:0.75_ | SOLUSD |
|---|---|---|
| Time in Market | 53.0% | 97.0% |
| Cumulative Return | 87.57% | -28.56% |
| Max Drawdown | -14.83% | -67.57% |
| Sharpe | 0.1 | -0.01 |
| Sortino | 0.13 | -0.01 |
| Payoff Ratio | 0.0 | 1.07 |
| Profit Factor | 2.17 | 1.0 |
| Common Sense Ratio | inf | 0.99 |
| CPC Index | 0.0 | 0.54 |
| Tail Ratio | inf | 0.99 |
| Outlier Win Ratio | 394.19 | 2.23 |
| Outlier Loss Ratio | 0.22 | 2.07 |
| Volatility (ann.) | 0.93% | 2.68% |
| R^2 | 0.0 | 0.0 |
| Calmar | 18.87 | -0.76 |
| Skew | -143.75 | 0.14 |
| Kurtosis | 42324.7 | 27.01 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 11.05% | -5.45% |
| Expected Yearly % | 87.57% | -28.56% |
| Kelly Criterion | 47.18% | 3.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.08% | -0.23% |
| Expected Shortfall (cVaR) | -0.08% | -0.23% |
| Year | SOLUSD | solusd_div_0.25_tpm:0.025__tp__tep:0.75_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -28.56 | 87.57 | -3.07 | + |
| Metric | solusd_div_0.25_tpm:0.025__tp__tep:0.75_ | SOLUSD |
|---|---|---|
| MTD | -6.05% | -13.7% |
| 3M | 23.61% | 5.2% |
| 6M | 87.57% | -28.56% |
| YTD | 87.57% | -28.56% |
| 1Y | 87.57% | -28.56% |
| 3Y (ann.) | 279.89% | -51.02% |
| 5Y (ann.) | 279.89% | -51.02% |
| Metric | solusd_div_0.25_tpm:0.025__tp__tep:0.75_ | SOLUSD |
|---|---|---|
| Max Drawdown | -14.83% | -67.57% |
| Longest DD Days | 23.0 | 153.0 |
| Avg. Drawdown | -1.8% | -1.28% |
| Avg. Drawdown Days | 3.0 | 1.0 |
| Recovery Factor | 5.9 | -0.42 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-26 | 2025-04-15 | -14.83 | 20 |
| 2025-01-08 | 2025-01-19 | -10.69 | 10 |
| 2025-05-29 | 2025-06-22 | -8.69 | 23 |
| 2025-02-25 | 2025-03-02 | -2.80 | 4 |
| 2025-03-09 | 2025-03-14 | -2.67 | 4 |
| 2025-01-28 | 2025-01-29 | -2.46 | 0 |
| 2025-02-17 | 2025-02-22 | -1.95 | 4 |
| 2025-02-05 | 2025-02-06 | -1.08 | 0 |
| 2025-02-13 | 2025-02-14 | -0.87 | 0 |
| 2025-02-01 | 2025-02-02 | -0.39 | 0 |
| Metric | solusd_div_0.25_tpm:0.025__tp__tep:0.75_ | SOLUSD |
|---|---|---|
| Best Day | 3.27% | 3.59% |
| Worst Day | -14.69% | -3.27% |
| Best Week | 12.06% | 17.02% |
| Worst Week | -10.37% | -17.1% |
| Best Month | 26.38% | 22.51% |
| Worst Month | -6.05% | -36.08% |
| Best Year | 87.57% | -28.56% |
| Worst Year | 87.57% | -28.56% |
| Avg. Up Day | 0.0% | 0.09% |
| Avg. Down Day | -1.53% | -0.08% |
| Avg. Up Week | 5.5% | 8.82% |
| Avg. Down Week | -5.5% | -7.36% |
| Avg. Up Month | 21.47% | 15.7% |
| Avg. Down Month | -6.05% | -13.7% |
| Win Days % | 99.95% | 50.08% |
| Win Month % | 83.33% | 50.0% |
| Win Week % | 80.77% | 38.46% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |