| Metric | d_solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Time in Market | 88.0% | 100.0% |
| Cumulative Return | 101.36% | -28.18% |
| Max Drawdown | -14.15% | -59.65% |
| Sharpe | 4.15 | -0.25 |
| Sortino | 5.7 | -0.38 |
| Payoff Ratio | 0.92 | 1.17 |
| Profit Factor | 3.11 | 0.96 |
| Common Sense Ratio | 77.2 | 1.2 |
| CPC Index | 2.32 | 0.52 |
| Tail Ratio | 24.82 | 1.25 |
| Outlier Win Ratio | 12.51 | 2.59 |
| Outlier Loss Ratio | 8.9 | 3.22 |
| Volatility (ann.) | 37.4% | 96.06% |
| R^2 | 0.03 | 0.03 |
| Calmar | 24.14 | -0.85 |
| Skew | -3.01 | 0.65 |
| Kurtosis | 21.98 | 5.56 |
| Expected Daily % | 0.41% | -0.19% |
| Expected Monthly % | 12.37% | -5.37% |
| Expected Yearly % | 101.36% | -28.18% |
| Kelly Criterion | 60.01% | 0.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.8% | -8.34% |
| Expected Shortfall (cVaR) | -2.8% | -8.34% |
| Year | SOLUSD | d_solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -28.18 | 101.36 | -3.60 | + |
| Metric | d_solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| MTD | -0.59% | -13.25% |
| 3M | 25.04% | 6.66% |
| 6M | 101.36% | -28.18% |
| YTD | 101.36% | -28.18% |
| 1Y | 101.36% | -28.18% |
| 3Y (ann.) | 341.61% | -50.46% |
| 5Y (ann.) | 341.61% | -50.46% |
| Metric | d_solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Max Drawdown | -14.15% | -59.65% |
| Longest DD Days | 25.0 | 153.0 |
| Avg. Drawdown | -1.79% | -25.97% |
| Avg. Drawdown Days | 4.0 | 55.0 |
| Recovery Factor | 7.16 | -0.47 |
| Ulcer Index | 1.01 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-26 | 2025-04-20 | -14.15 | 25 |
| 2025-01-09 | 2025-01-22 | -9.04 | 13 |
| 2025-05-30 | 2025-06-22 | -8.57 | 23 |
| 2025-02-18 | 2025-02-23 | -0.56 | 5 |
| 2025-01-05 | 2025-01-07 | -0.15 | 2 |
| 2025-01-25 | 2025-01-26 | -0.15 | 1 |
| 2025-01-29 | 2025-01-30 | -0.14 | 1 |
| 2025-02-02 | 2025-02-03 | -0.14 | 1 |
| 2025-02-06 | 2025-02-07 | -0.13 | 1 |
| 2025-02-10 | 2025-02-11 | -0.13 | 1 |
| Metric | d_solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Best Day | 4.59% | 24.86% |
| Worst Day | -14.11% | -20.92% |
| Best Week | 8.66% | 19.93% |
| Worst Week | -9.11% | -21.88% |
| Best Month | 25.07% | 26.05% |
| Worst Month | -0.59% | -42.27% |
| Best Year | 101.36% | -28.18% |
| Worst Year | 101.36% | -28.18% |
| Avg. Up Day | 1.11% | 4.36% |
| Avg. Down Day | -1.2% | -3.72% |
| Avg. Up Week | 4.76% | 8.75% |
| Avg. Down Week | -7.84% | -14.42% |
| Avg. Up Month | 18.52% | 16.73% |
| Avg. Down Month | -0.59% | -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% |