| Metric | solusd_div_0.25_tpm:0.0275__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Time in Market | 53.0% | 97.0% |
| Cumulative Return | 152.29% | 30.57% |
| Max Drawdown | -13.77% | -67.57% |
| Sharpe | 0.11 | 0.02 |
| Sortino | 0.16 | 0.03 |
| Payoff Ratio | 0.0 | 1.13 |
| Profit Factor | 3.22 | 1.0 |
| Common Sense Ratio | inf | 1.0 |
| CPC Index | 0.01 | 0.57 |
| Tail Ratio | inf | 0.99 |
| Outlier Win Ratio | 469.24 | 2.18 |
| Outlier Loss Ratio | 0.38 | 2.03 |
| Volatility (ann.) | 0.85% | 2.47% |
| R^2 | 0.0 | 0.0 |
| Calmar | 19.91 | 0.68 |
| Skew | -81.08 | 0.06 |
| Kurtosis | 34018.94 | 28.92 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 10.83% | 3.01% |
| Expected Yearly % | 152.29% | 30.57% |
| Kelly Criterion | 72.78% | 6.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.07% | -0.21% |
| Expected Shortfall (cVaR) | -0.07% | -0.21% |
| Year | SOLUSD | solusd_div_0.25_tpm:0.0275__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 30.57 | 152.29 | 4.98 | + |
| Metric | solusd_div_0.25_tpm:0.0275__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| MTD | 0.15% | 23.08% |
| 3M | 23.03% | 66.11% |
| 6M | 57.1% | 84.92% |
| YTD | 152.29% | 30.57% |
| 1Y | 152.29% | 30.57% |
| 3Y (ann.) | 274.12% | 46.28% |
| 5Y (ann.) | 274.12% | 46.28% |
| Metric | solusd_div_0.25_tpm:0.0275__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Max Drawdown | -13.77% | -67.57% |
| Longest DD Days | 17.0 | 237.0 |
| Avg. Drawdown | -0.91% | -1.28% |
| Avg. Drawdown Days | 2.0 | 2.0 |
| Recovery Factor | 11.06 | 0.45 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-29 | 2025-04-15 | -13.77 | 16 |
| 2025-01-08 | 2025-01-21 | -8.67 | 12 |
| 2025-05-29 | 2025-06-15 | -7.58 | 17 |
| 2025-09-02 | 2025-09-10 | -4.80 | 8 |
| 2025-06-22 | 2025-06-30 | -3.16 | 8 |
| 2025-07-24 | 2025-07-28 | -1.68 | 4 |
| 2025-08-05 | 2025-08-07 | -0.72 | 2 |
| 2025-02-21 | 2025-02-22 | -0.70 | 0 |
| 2025-05-01 | 2025-05-01 | -0.41 | 0 |
| 2025-07-08 | 2025-07-08 | -0.32 | 0 |
| Metric | solusd_div_0.25_tpm:0.0275__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Best Day | 4.9% | 3.59% |
| Worst Day | -13.74% | -3.6% |
| Best Week | 8.61% | 19.16% |
| Worst Week | -8.51% | -17.1% |
| Best Month | 23.33% | 23.08% |
| Worst Month | 0.15% | -36.08% |
| Best Year | 152.29% | 30.57% |
| Worst Year | 152.29% | 30.57% |
| Avg. Up Day | 0.0% | 0.09% |
| Avg. Down Day | -0.76% | -0.08% |
| Avg. Up Week | 3.18% | 8.04% |
| Avg. Down Week | -3.78% | -6.67% |
| Avg. Up Month | 12.62% | 16.31% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 99.95% | 50.2% |
| Win Month % | 100.0% | 66.67% |
| Win Week % | 84.21% | 55.26% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |