| Metric | sol_ | SOLUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 84.76% | -14.07% |
| Max Drawdown | -15.03% | -58.89% |
| Sharpe | 1.49 | 0.12 |
| Sortino | 2.8 | 0.17 |
| Payoff Ratio | 1.51 | 1.18 |
| Profit Factor | 1.51 | 1.02 |
| Common Sense Ratio | 1.88 | 1.04 |
| CPC Index | 1.1 | 0.6 |
| Tail Ratio | 1.24 | 1.02 |
| Outlier Win Ratio | 21.13 | 2.78 |
| Outlier Loss Ratio | 9.15 | 2.46 |
| Volatility (ann.) | 13.31% | 44.76% |
| R^2 | 0.36 | 0.36 |
| Calmar | 7.53 | -0.29 |
| Skew | 3.14 | 0.62 |
| Kurtosis | 36.5 | 8.48 |
| Expected Daily % | 0.05% | -0.01% |
| Expected Monthly % | 6.33% | -1.5% |
| Expected Yearly % | 35.93% | -7.3% |
| Kelly Criterion | 13.92% | 6.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.09% | -3.84% |
| Expected Shortfall (cVaR) | -1.09% | -3.84% |
| Year | SOLUSD | sol_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 30.59 | 2.33 | + |
| 2025 | -24.04 | 41.48 | -1.73 | + |
| Metric | sol_ | SOLUSD |
|---|---|---|
| MTD | 6.68% | -3.15% |
| 3M | 38.67% | -20.48% |
| 6M | 90.28% | -4.03% |
| YTD | 41.48% | -24.04% |
| 1Y | 84.76% | -14.07% |
| 3Y (ann.) | 113.18% | -17.05% |
| 5Y (ann.) | 113.18% | -17.05% |
| Metric | sol_ | SOLUSD |
|---|---|---|
| Max Drawdown | -15.03% | -58.89% |
| Longest DD Days | 107.0 | 101.0 |
| Avg. Drawdown | -2.47% | -11.63% |
| Avg. Drawdown Days | 14.0 | 17.0 |
| Recovery Factor | 5.64 | -0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2024-11-06 | -15.03 | 107 |
| 2025-01-19 | 2025-03-24 | -7.90 | 63 |
| 2024-11-29 | 2025-01-15 | -4.97 | 47 |
| 2024-06-05 | 2024-07-15 | -3.29 | 39 |
| 2024-11-08 | 2024-11-10 | -2.37 | 1 |
| 2024-11-10 | 2024-11-11 | -2.33 | 0 |
| 2024-11-12 | 2024-11-27 | -2.02 | 15 |
| 2024-07-16 | 2024-07-19 | -1.75 | 2 |
| 2024-06-01 | 2024-06-04 | -1.52 | 3 |
| 2024-11-28 | 2024-11-29 | -1.44 | 1 |
| Metric | sol_ | SOLUSD |
|---|---|---|
| Best Day | 8.37% | 19.54% |
| Worst Day | -5.04% | -14.23% |
| Best Week | 19.86% | 21.25% |
| Worst Week | -5.67% | -17.1% |
| Best Month | 35.0% | 41.15% |
| Worst Month | -11.04% | -36.08% |
| Best Year | 41.48% | 13.13% |
| Worst Year | 30.59% | -24.04% |
| Avg. Up Day | 0.69% | 1.8% |
| Avg. Down Day | -0.45% | -1.52% |
| Avg. Up Week | 6.12% | 11.59% |
| Avg. Down Week | -1.31% | -9.14% |
| Avg. Up Month | 16.21% | 20.86% |
| Avg. Down Month | -4.1% | -22.53% |
| Win Days % | 48.18% | 49.41% |
| Win Month % | 60.0% | 50.0% |
| Win Week % | 47.22% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |