| Metric | d_solusd_div_0.25_tpm:0.02__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Time in Market | 88.0% | 100.0% |
| Cumulative Return | 37.86% | -21.32% |
| Max Drawdown | -9.34% | -59.65% |
| Sharpe | 3.02 | -0.03 |
| Sortino | 3.74 | -0.04 |
| Payoff Ratio | 0.67 | 1.18 |
| Profit Factor | 2.35 | 1.0 |
| Common Sense Ratio | 50.75 | 1.28 |
| CPC Index | 1.27 | 0.55 |
| Tail Ratio | 21.61 | 1.29 |
| Outlier Win Ratio | 20.93 | 2.14 |
| Outlier Loss Ratio | 11.06 | 2.64 |
| Volatility (ann.) | 21.36% | 94.28% |
| R^2 | 0.04 | 0.04 |
| Calmar | 9.26 | -0.62 |
| Skew | -4.42 | 0.64 |
| Kurtosis | 33.9 | 5.5 |
| Expected Daily % | 0.17% | -0.13% |
| Expected Monthly % | 4.69% | -3.37% |
| Expected Yearly % | 37.86% | -21.32% |
| Kelly Criterion | 51.75% | 1.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.66% | -8.12% |
| Expected Shortfall (cVaR) | -1.66% | -8.12% |
| Year | SOLUSD | d_solusd_div_0.25_tpm:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -21.32 | 37.86 | -1.78 | + |
| Metric | d_solusd_div_0.25_tpm:0.02__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| MTD | 1.35% | -2.99% |
| 3M | 17.82% | 23.83% |
| 6M | 35.88% | -31.33% |
| YTD | 37.86% | -21.32% |
| 1Y | 37.86% | -21.32% |
| 3Y (ann.) | 86.52% | -37.22% |
| 5Y (ann.) | 86.52% | -37.22% |
| Metric | d_solusd_div_0.25_tpm:0.02__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Max Drawdown | -9.34% | -59.65% |
| Longest DD Days | 39.0 | 169.0 |
| Avg. Drawdown | -1.2% | -25.97% |
| Avg. Drawdown Days | 6.0 | 60.0 |
| Recovery Factor | 4.05 | -0.36 |
| Ulcer Index | 1.08 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-26 | 2025-04-24 | -9.34 | 29 |
| 2025-05-30 | 2025-07-08 | -6.27 | 39 |
| 2025-01-09 | 2025-01-26 | -4.69 | 17 |
| 2025-02-18 | 2025-02-23 | -0.34 | 5 |
| 2025-01-05 | 2025-01-07 | -0.08 | 2 |
| 2025-01-29 | 2025-01-30 | -0.08 | 1 |
| 2025-02-02 | 2025-02-03 | -0.08 | 1 |
| 2025-02-06 | 2025-02-07 | -0.07 | 1 |
| 2025-02-10 | 2025-02-11 | -0.07 | 1 |
| 2025-02-14 | 2025-02-15 | -0.07 | 1 |
| Metric | d_solusd_div_0.25_tpm:0.02__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Best Day | 2.06% | 24.86% |
| Worst Day | -9.31% | -20.92% |
| Best Week | 4.12% | 19.93% |
| Worst Week | -6.51% | -21.88% |
| Best Month | 12.23% | 26.05% |
| Worst Month | -1.74% | -42.27% |
| Best Year | 37.86% | -21.32% |
| Worst Year | 37.86% | -21.32% |
| Avg. Up Day | 0.55% | 4.29% |
| Avg. Down Day | -0.82% | -3.65% |
| Avg. Up Week | 2.46% | 8.82% |
| Avg. Down Week | -4.3% | -11.44% |
| Avg. Up Month | 8.69% | 16.73% |
| Avg. Down Month | -1.23% | -5.63% |
| Win Days % | 80.61% | 46.81% |
| Win Month % | 71.43% | 42.86% |
| Win Week % | 85.71% | 50.0% |
| Win Quarter % | 100.0% | 33.33% |
| Win Year % | 100.0% | 0.0% |