| Metric | d_solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Time in Market | 88.0% | 100.0% |
| Cumulative Return | 51.77% | -19.41% |
| Max Drawdown | -8.82% | -59.65% |
| Sharpe | 3.88 | 0.02 |
| Sortino | 5.18 | 0.03 |
| Payoff Ratio | 0.79 | 1.18 |
| Profit Factor | 2.85 | 1.0 |
| Common Sense Ratio | 74.86 | 1.29 |
| CPC Index | 1.82 | 0.56 |
| Tail Ratio | 26.3 | 1.29 |
| Outlier Win Ratio | 18.65 | 2.21 |
| Outlier Loss Ratio | 11.43 | 2.61 |
| Volatility (ann.) | 21.89% | 95.06% |
| R^2 | 0.04 | 0.04 |
| Calmar | 14.61 | -0.58 |
| Skew | -3.4 | 0.63 |
| Kurtosis | 25.26 | 5.4 |
| Expected Daily % | 0.23% | -0.12% |
| Expected Monthly % | 6.14% | -3.04% |
| Expected Yearly % | 51.77% | -19.41% |
| Kelly Criterion | 56.65% | 2.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.65% | -8.18% |
| Expected Shortfall (cVaR) | -1.65% | -8.18% |
| Year | SOLUSD | d_solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -19.41 | 51.77 | -2.67 | + |
| Metric | d_solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| MTD | 1.28% | -0.64% |
| 3M | 23.83% | 20.47% |
| 6M | 51.77% | -19.41% |
| YTD | 51.77% | -19.41% |
| 1Y | 51.77% | -19.41% |
| 3Y (ann.) | 128.78% | -34.83% |
| 5Y (ann.) | 128.78% | -34.83% |
| Metric | d_solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Max Drawdown | -8.82% | -59.65% |
| Longest DD Days | 32.0 | 165.0 |
| Avg. Drawdown | -1.08% | -25.97% |
| Avg. Drawdown Days | 5.0 | 59.0 |
| Recovery Factor | 5.87 | -0.33 |
| Ulcer Index | 1.03 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-26 | 2025-04-20 | -8.82 | 25 |
| 2025-05-30 | 2025-07-01 | -5.74 | 32 |
| 2025-01-09 | 2025-01-22 | -4.67 | 13 |
| 2025-02-18 | 2025-02-23 | -0.32 | 5 |
| 2025-01-05 | 2025-01-07 | -0.08 | 2 |
| 2025-01-25 | 2025-01-26 | -0.08 | 1 |
| 2025-01-29 | 2025-01-30 | -0.08 | 1 |
| 2025-02-02 | 2025-02-03 | -0.07 | 1 |
| 2025-02-06 | 2025-02-07 | -0.07 | 1 |
| 2025-02-10 | 2025-02-11 | -0.07 | 1 |
| Metric | d_solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Best Day | 2.33% | 24.86% |
| Worst Day | -8.79% | -20.92% |
| Best Week | 4.52% | 19.93% |
| Worst Week | -5.68% | -21.88% |
| Best Month | 14.72% | 26.05% |
| Worst Month | -0.94% | -42.27% |
| Best Year | 51.77% | -19.41% |
| Worst Year | 51.77% | -19.41% |
| Avg. Up Day | 0.63% | 4.31% |
| Avg. Down Day | -0.79% | -3.67% |
| Avg. Up Week | 2.75% | 8.82% |
| Avg. Down Week | -3.78% | -11.44% |
| Avg. Up Month | 10.64% | 16.73% |
| Avg. Down Month | -0.94% | -2.04% |
| Win Days % | 80.86% | 47.28% |
| Win Month % | 85.71% | 42.86% |
| Win Week % | 85.19% | 51.85% |
| Win Quarter % | 100.0% | 33.33% |
| Win Year % | 100.0% | 0.0% |