| Metric | sol_bars_ | SOLUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 45.95% | -14.07% |
| Max Drawdown | -17.71% | -58.89% |
| Sharpe | 1.18 | 0.12 |
| Sortino | 2.13 | 0.17 |
| Payoff Ratio | 1.45 | 1.15 |
| Profit Factor | 1.43 | 1.02 |
| Common Sense Ratio | 2.06 | 1.04 |
| CPC Index | 0.99 | 0.58 |
| Tail Ratio | 1.44 | 1.02 |
| Outlier Win Ratio | 29.28 | 2.59 |
| Outlier Loss Ratio | 11.27 | 2.35 |
| Volatility (ann.) | 10.29% | 44.76% |
| R^2 | 0.32 | 0.32 |
| Calmar | 3.35 | -0.29 |
| Skew | 3.04 | 0.62 |
| Kurtosis | 50.22 | 8.48 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 3.85% | -1.5% |
| Expected Yearly % | 20.81% | -7.3% |
| Kelly Criterion | 11.52% | 5.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -3.84% |
| Expected Shortfall (cVaR) | -0.85% | -3.84% |
| Year | SOLUSD | sol_bars_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 8.10 | 0.62 | - |
| 2025 | -24.04 | 35.02 | -1.46 | + |
| Metric | sol_bars_ | SOLUSD |
|---|---|---|
| MTD | 7.7% | -3.15% |
| 3M | 32.51% | -20.48% |
| 6M | 58.72% | -4.03% |
| YTD | 35.02% | -24.04% |
| 1Y | 45.95% | -14.07% |
| 3Y (ann.) | 59.4% | -17.05% |
| 5Y (ann.) | 59.4% | -17.05% |
| Metric | sol_bars_ | SOLUSD |
|---|---|---|
| Max Drawdown | -17.71% | -58.89% |
| Longest DD Days | 108.0 | 101.0 |
| Avg. Drawdown | -2.42% | -11.63% |
| Avg. Drawdown Days | 14.0 | 17.0 |
| Recovery Factor | 2.59 | -0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2024-11-07 | -17.71 | 108 |
| 2025-01-19 | 2025-02-03 | -4.53 | 15 |
| 2024-11-29 | 2025-01-15 | -4.41 | 47 |
| 2025-02-04 | 2025-03-02 | -3.87 | 26 |
| 2025-03-03 | 2025-03-24 | -3.86 | 21 |
| 2024-06-05 | 2024-07-15 | -1.90 | 39 |
| 2024-07-16 | 2024-07-19 | -1.88 | 2 |
| 2024-11-28 | 2024-11-29 | -1.61 | 1 |
| 2024-06-01 | 2024-06-04 | -1.58 | 3 |
| 2024-07-16 | 2024-07-16 | -1.24 | 0 |
| Metric | sol_bars_ | SOLUSD |
|---|---|---|
| Best Day | 7.48% | 19.54% |
| Worst Day | -4.98% | -14.23% |
| Best Week | 13.3% | 21.25% |
| Worst Week | -6.67% | -17.1% |
| Best Month | 26.5% | 41.15% |
| Worst Month | -13.92% | -36.08% |
| Best Year | 35.02% | 13.13% |
| Worst Year | 8.1% | -24.04% |
| Avg. Up Day | 0.52% | 1.84% |
| Avg. Down Day | -0.36% | -1.61% |
| Avg. Up Week | 4.53% | 11.33% |
| Avg. Down Week | -1.31% | -8.53% |
| Avg. Up Month | 10.65% | 20.86% |
| Avg. Down Month | -4.34% | -22.53% |
| Win Days % | 47.65% | 49.41% |
| Win Month % | 60.0% | 50.0% |
| Win Week % | 48.57% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |