| Metric | d_solusd_div_0.25_tpm:0.035__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Time in Market | 88.0% | 100.0% |
| Cumulative Return | 41.39% | -21.32% |
| Max Drawdown | -9.83% | -59.65% |
| Sharpe | 2.38 | -0.03 |
| Sortino | 3.16 | -0.04 |
| Payoff Ratio | 0.61 | 1.18 |
| Profit Factor | 1.83 | 1.0 |
| Common Sense Ratio | 25.2 | 1.28 |
| CPC Index | 0.9 | 0.55 |
| Tail Ratio | 13.77 | 1.29 |
| Outlier Win Ratio | 16.41 | 2.35 |
| Outlier Loss Ratio | 6.61 | 2.84 |
| Volatility (ann.) | 29.99% | 94.28% |
| R^2 | 0.06 | 0.06 |
| Calmar | 9.75 | -0.62 |
| Skew | -2.16 | 0.64 |
| Kurtosis | 12.97 | 5.5 |
| Expected Daily % | 0.18% | -0.13% |
| Expected Monthly % | 5.07% | -3.37% |
| Expected Yearly % | 41.39% | -21.32% |
| Kelly Criterion | 48.95% | 1.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.39% | -8.12% |
| Expected Shortfall (cVaR) | -2.39% | -8.12% |
| Year | SOLUSD | d_solusd_div_0.25_tpm:0.035__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -21.32 | 41.39 | -1.94 | + |
| Metric | d_solusd_div_0.25_tpm:0.035__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| MTD | 2.28% | -2.99% |
| 3M | 26.53% | 23.83% |
| 6M | 37.92% | -31.33% |
| YTD | 41.39% | -21.32% |
| 1Y | 41.39% | -21.32% |
| 3Y (ann.) | 95.89% | -37.22% |
| 5Y (ann.) | 95.89% | -37.22% |
| Metric | d_solusd_div_0.25_tpm:0.035__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Max Drawdown | -9.83% | -59.65% |
| Longest DD Days | 39.0 | 169.0 |
| Avg. Drawdown | -2.72% | -25.97% |
| Avg. Drawdown Days | 10.0 | 60.0 |
| Recovery Factor | 4.21 | -0.36 |
| Ulcer Index | 1.05 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-26 | 2025-04-16 | -9.83 | 21 |
| 2025-01-09 | 2025-02-11 | -8.70 | 33 |
| 2025-02-26 | 2025-03-07 | -6.91 | 9 |
| 2025-05-30 | 2025-07-08 | -6.44 | 39 |
| 2025-02-18 | 2025-02-23 | -0.36 | 5 |
| 2025-01-05 | 2025-01-07 | -0.08 | 2 |
| 2025-02-14 | 2025-02-15 | -0.08 | 1 |
| 2025-03-10 | 2025-03-11 | -0.07 | 1 |
| 2025-03-14 | 2025-03-15 | -0.07 | 1 |
| 2025-03-18 | 2025-03-20 | -0.07 | 2 |
| Metric | d_solusd_div_0.25_tpm:0.035__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Best Day | 4.48% | 24.86% |
| Worst Day | -9.8% | -20.92% |
| Best Week | 8.43% | 19.93% |
| Worst Week | -8.2% | -21.88% |
| Best Month | 17.69% | 26.05% |
| Worst Month | -3.07% | -42.27% |
| Best Year | 41.39% | -21.32% |
| Worst Year | 41.39% | -21.32% |
| Avg. Up Day | 0.85% | 4.32% |
| Avg. Down Day | -1.38% | -3.68% |
| Avg. Up Week | 3.74% | 8.82% |
| Avg. Down Week | -4.59% | -12.15% |
| Avg. Up Month | 15.26% | 12.07% |
| Avg. Down Month | -3.07% | -2.04% |
| Win Days % | 80.61% | 46.81% |
| Win Month % | 71.43% | 42.86% |
| Win Week % | 75.0% | 50.0% |
| Win Quarter % | 100.0% | 33.33% |
| Win Year % | 100.0% | 0.0% |