| Metric | solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Time in Market | 53.0% | 97.0% |
| Cumulative Return | 94.59% | -28.56% |
| Max Drawdown | -14.15% | -67.57% |
| Sharpe | 0.1 | -0.01 |
| Sortino | 0.14 | -0.01 |
| Payoff Ratio | 0.0 | 1.07 |
| Profit Factor | 2.76 | 1.0 |
| Common Sense Ratio | inf | 0.99 |
| CPC Index | 0.0 | 0.54 |
| Tail Ratio | inf | 0.99 |
| Outlier Win Ratio | 438.4 | 2.22 |
| Outlier Loss Ratio | 0.32 | 2.07 |
| Volatility (ann.) | 1.0% | 2.68% |
| R^2 | 0.0 | 0.0 |
| Calmar | 21.96 | -0.76 |
| Skew | -85.24 | 0.14 |
| Kurtosis | 28853.82 | 27.01 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 11.73% | -5.45% |
| Expected Yearly % | 94.59% | -28.56% |
| Kelly Criterion | 63.53% | 3.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.09% | -0.23% |
| Expected Shortfall (cVaR) | -0.09% | -0.23% |
| Year | SOLUSD | solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -28.56 | 94.59 | -3.31 | + |
| Metric | solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| MTD | -3.93% | -13.7% |
| 3M | 20.84% | 5.2% |
| 6M | 94.59% | -28.56% |
| YTD | 94.59% | -28.56% |
| 1Y | 94.59% | -28.56% |
| 3Y (ann.) | 310.72% | -51.02% |
| 5Y (ann.) | 310.72% | -51.02% |
| Metric | solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Max Drawdown | -14.15% | -67.57% |
| Longest DD Days | 24.0 | 153.0 |
| Avg. Drawdown | -1.26% | -1.28% |
| Avg. Drawdown Days | 2.0 | 1.0 |
| Recovery Factor | 6.68 | -0.42 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-26 | 2025-04-19 | -14.15 | 24 |
| 2025-01-08 | 2025-01-21 | -9.04 | 12 |
| 2025-05-29 | 2025-06-22 | -8.57 | 23 |
| 2025-02-21 | 2025-02-22 | -0.79 | 0 |
| 2025-01-05 | 2025-01-06 | -0.15 | 1 |
| 2025-01-25 | 2025-01-25 | -0.15 | 0 |
| 2025-01-28 | 2025-01-29 | -0.14 | 0 |
| 2025-02-01 | 2025-02-02 | -0.14 | 0 |
| 2025-02-05 | 2025-02-06 | -0.13 | 0 |
| 2025-02-10 | 2025-02-10 | -0.13 | 0 |
| Metric | solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Best Day | 4.45% | 3.59% |
| Worst Day | -14.01% | -3.27% |
| Best Week | 8.4% | 17.02% |
| Worst Week | -9.11% | -17.1% |
| Best Month | 22.54% | 22.51% |
| Worst Month | -3.93% | -36.08% |
| Best Year | 94.59% | -28.56% |
| Worst Year | 94.59% | -28.56% |
| Avg. Up Day | 0.0% | 0.09% |
| Avg. Down Day | -1.09% | -0.08% |
| Avg. Up Week | 3.98% | 8.82% |
| Avg. Down Week | -4.31% | -7.36% |
| Avg. Up Month | 17.67% | 15.7% |
| Avg. Down Month | -3.93% | -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% |