| Metric | solusd_div_0.25_tpm:0.035__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Time in Market | 52.0% | 97.0% |
| Cumulative Return | 41.06% | -21.45% |
| Max Drawdown | -9.83% | -67.57% |
| Sharpe | 0.06 | 0.0 |
| Sortino | 0.08 | 0.0 |
| Payoff Ratio | 0.0 | 1.08 |
| Profit Factor | 1.75 | 1.0 |
| Common Sense Ratio | inf | 0.99 |
| CPC Index | 0.0 | 0.54 |
| Tail Ratio | inf | 0.99 |
| Outlier Win Ratio | 599.0 | 2.24 |
| Outlier Loss Ratio | 0.27 | 2.08 |
| Volatility (ann.) | 0.8% | 2.62% |
| R^2 | 0.0 | 0.0 |
| Calmar | 9.67 | -0.55 |
| Skew | -66.43 | 0.15 |
| Kurtosis | 19683.38 | 27.64 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 5.04% | -3.39% |
| Expected Yearly % | 41.06% | -21.45% |
| Kelly Criterion | 39.95% | 3.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.07% | -0.23% |
| Expected Shortfall (cVaR) | -0.07% | -0.23% |
| Year | SOLUSD | solusd_div_0.25_tpm:0.035__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -21.45 | 41.06 | -1.91 | + |
| Metric | solusd_div_0.25_tpm:0.035__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| MTD | -0.14% | -4.08% |
| 3M | 26.24% | 40.39% |
| 6M | 37.58% | -30.37% |
| YTD | 41.06% | -21.45% |
| 1Y | 41.06% | -21.45% |
| 3Y (ann.) | 95.02% | -37.42% |
| 5Y (ann.) | 95.02% | -37.42% |
| Metric | solusd_div_0.25_tpm:0.035__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Max Drawdown | -9.83% | -67.57% |
| Longest DD Days | 40.0 | 169.0 |
| Avg. Drawdown | -1.66% | -1.28% |
| Avg. Drawdown Days | 5.0 | 1.0 |
| Recovery Factor | 4.18 | -0.32 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-26 | 2025-04-15 | -9.83 | 20 |
| 2025-05-29 | 2025-07-08 | -9.05 | 40 |
| 2025-01-08 | 2025-02-10 | -8.70 | 32 |
| 2025-02-25 | 2025-03-06 | -6.91 | 8 |
| 2025-02-21 | 2025-02-23 | -0.50 | 1 |
| 2025-05-01 | 2025-05-01 | -0.35 | 0 |
| 2025-01-05 | 2025-01-06 | -0.08 | 1 |
| 2025-02-13 | 2025-02-14 | -0.08 | 0 |
| 2025-02-17 | 2025-02-21 | -0.07 | 3 |
| 2025-03-09 | 2025-03-10 | -0.07 | 0 |
| Metric | solusd_div_0.25_tpm:0.035__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Best Day | 4.33% | 3.59% |
| Worst Day | -9.74% | -3.27% |
| Best Week | 8.14% | 17.02% |
| Worst Week | -6.39% | -17.1% |
| Best Month | 17.48% | 22.51% |
| Worst Month | -0.95% | -36.08% |
| Best Year | 41.06% | -21.45% |
| Worst Year | 41.06% | -21.45% |
| Avg. Up Day | 0.0% | 0.09% |
| Avg. Down Day | -1.34% | -0.08% |
| Avg. Up Week | 2.87% | 9.12% |
| Avg. Down Week | -4.13% | -10.1% |
| Avg. Up Month | 15.15% | 12.29% |
| Avg. Down Month | -0.54% | -2.57% |
| Win Days % | 99.95% | 50.08% |
| Win Month % | 57.14% | 42.86% |
| Win Week % | 71.43% | 46.43% |
| Win Quarter % | 66.67% | 33.33% |
| Win Year % | 100.0% | 0.0% |