| Metric | solusd_div_0.25_tpm:0.02__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Time in Market | 52.0% | 97.0% |
| Cumulative Return | 37.54% | -21.45% |
| Max Drawdown | -9.34% | -67.57% |
| Sharpe | 0.08 | 0.0 |
| Sortino | 0.1 | 0.0 |
| Payoff Ratio | 0.0 | 1.08 |
| Profit Factor | 2.27 | 1.0 |
| Common Sense Ratio | inf | 0.99 |
| CPC Index | 0.0 | 0.54 |
| Tail Ratio | inf | 0.99 |
| Outlier Win Ratio | 868.5 | 2.24 |
| Outlier Loss Ratio | 0.51 | 2.08 |
| Volatility (ann.) | 0.56% | 2.62% |
| R^2 | 0.0 | 0.0 |
| Calmar | 9.17 | -0.55 |
| Skew | -143.73 | 0.15 |
| Kurtosis | 45988.5 | 27.64 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 4.66% | -3.39% |
| Expected Yearly % | 37.54% | -21.45% |
| Kelly Criterion | 53.79% | 3.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.05% | -0.23% |
| Expected Shortfall (cVaR) | -0.05% | -0.23% |
| Year | SOLUSD | solusd_div_0.25_tpm:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -21.45 | 37.54 | -1.75 | + |
| Metric | solusd_div_0.25_tpm:0.02__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| MTD | -0.15% | -4.08% |
| 3M | 17.54% | 40.39% |
| 6M | 35.54% | -30.37% |
| YTD | 37.54% | -21.45% |
| 1Y | 37.54% | -21.45% |
| 3Y (ann.) | 85.67% | -37.42% |
| 5Y (ann.) | 85.67% | -37.42% |
| Metric | solusd_div_0.25_tpm:0.02__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Max Drawdown | -9.34% | -67.57% |
| Longest DD Days | 40.0 | 169.0 |
| Avg. Drawdown | -0.86% | -1.28% |
| Avg. Drawdown Days | 4.0 | 1.0 |
| Recovery Factor | 4.02 | -0.32 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-26 | 2025-04-23 | -9.34 | 28 |
| 2025-05-29 | 2025-07-08 | -6.27 | 40 |
| 2025-01-08 | 2025-01-25 | -4.69 | 16 |
| 2025-02-21 | 2025-02-22 | -0.48 | 0 |
| 2025-01-05 | 2025-01-06 | -0.08 | 1 |
| 2025-01-28 | 2025-01-29 | -0.08 | 0 |
| 2025-02-01 | 2025-02-02 | -0.08 | 0 |
| 2025-02-05 | 2025-02-06 | -0.07 | 0 |
| 2025-02-10 | 2025-02-10 | -0.07 | 0 |
| 2025-02-13 | 2025-02-14 | -0.07 | 0 |
| Metric | solusd_div_0.25_tpm:0.02__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Best Day | 2.12% | 3.59% |
| Worst Day | -9.25% | -3.27% |
| Best Week | 3.86% | 17.02% |
| Worst Week | -6.51% | -17.1% |
| Best Month | 10.91% | 22.51% |
| Worst Month | -0.5% | -36.08% |
| Best Year | 37.54% | -21.45% |
| Worst Year | 37.54% | -21.45% |
| Avg. Up Day | 0.0% | 0.09% |
| Avg. Down Day | -0.69% | -0.08% |
| Avg. Up Week | 2.06% | 8.33% |
| Avg. Down Week | -3.46% | -8.62% |
| Avg. Up Month | 8.25% | 15.7% |
| Avg. Down Month | -0.29% | -7.02% |
| Win Days % | 99.95% | 50.08% |
| Win Month % | 57.14% | 42.86% |
| Win Week % | 78.57% | 46.43% |
| Win Quarter % | 66.67% | 33.33% |
| Win Year % | 100.0% | 0.0% |