| Metric | d_solusd_div_0.25_tpm:0.055__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Time in Market | 88.0% | 100.0% |
| Cumulative Return | 30.81% | -21.32% |
| Max Drawdown | -15.23% | -59.65% |
| Sharpe | 1.59 | -0.03 |
| Sortino | 2.13 | -0.04 |
| Payoff Ratio | 0.57 | 1.24 |
| Profit Factor | 1.46 | 1.0 |
| Common Sense Ratio | 2.11 | 1.28 |
| CPC Index | 0.67 | 0.58 |
| Tail Ratio | 1.44 | 1.29 |
| Outlier Win Ratio | 15.19 | 2.58 |
| Outlier Loss Ratio | 4.94 | 3.03 |
| Volatility (ann.) | 37.05% | 94.28% |
| R^2 | 0.16 | 0.16 |
| Calmar | 4.49 | -0.62 |
| Skew | -1.5 | 0.64 |
| Kurtosis | 9.99 | 5.5 |
| Expected Daily % | 0.14% | -0.13% |
| Expected Monthly % | 3.91% | -3.37% |
| Expected Yearly % | 30.81% | -21.32% |
| Kelly Criterion | 44.94% | 3.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.03% | -8.12% |
| Expected Shortfall (cVaR) | -3.03% | -8.12% |
| Year | SOLUSD | d_solusd_div_0.25_tpm:0.055__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -21.32 | 30.81 | -1.45 | + |
| Metric | d_solusd_div_0.25_tpm:0.055__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| MTD | 3.16% | -2.99% |
| 3M | 38.19% | 23.83% |
| 6M | 25.9% | -31.33% |
| YTD | 30.81% | -21.32% |
| 1Y | 30.81% | -21.32% |
| 3Y (ann.) | 68.45% | -37.22% |
| 5Y (ann.) | 68.45% | -37.22% |
| Metric | d_solusd_div_0.25_tpm:0.055__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Max Drawdown | -15.23% | -59.65% |
| Longest DD Days | 81.0 | 169.0 |
| Avg. Drawdown | -4.24% | -25.97% |
| Avg. Drawdown Days | 18.0 | 60.0 |
| Recovery Factor | 2.02 | -0.36 |
| Ulcer Index | 1.04 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-29 | 2025-04-20 | -15.23 | 81 |
| 2025-05-30 | 2025-07-08 | -9.28 | 39 |
| 2025-01-09 | 2025-01-22 | -8.59 | 13 |
| 2025-05-06 | 2025-05-09 | -0.64 | 3 |
| 2025-01-05 | 2025-01-07 | -0.08 | 2 |
| 2025-01-25 | 2025-01-26 | -0.07 | 1 |
| 2025-04-28 | 2025-04-29 | -0.03 | 1 |
| 2025-05-02 | 2025-05-03 | -0.03 | 1 |
| Metric | d_solusd_div_0.25_tpm:0.055__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Best Day | 5.62% | 24.86% |
| Worst Day | -11.36% | -20.92% |
| Best Week | 10.1% | 19.93% |
| Worst Week | -9.96% | -21.88% |
| Best Month | 24.01% | 26.05% |
| Worst Month | -11.49% | -42.27% |
| Best Year | 30.81% | -21.32% |
| Worst Year | 30.81% | -21.32% |
| Avg. Up Day | 1.22% | 4.33% |
| Avg. Down Day | -2.14% | -3.49% |
| Avg. Up Week | 5.32% | 9.35% |
| Avg. Down Week | -4.02% | -12.03% |
| Avg. Up Month | 16.22% | 16.73% |
| Avg. Down Month | -6.61% | -17.84% |
| Win Days % | 80.0% | 46.81% |
| Win Month % | 57.14% | 42.86% |
| Win Week % | 57.14% | 50.0% |
| Win Quarter % | 66.67% | 33.33% |
| Win Year % | 100.0% | 0.0% |