| Metric | configs_sql/hl_close/c/solusd/uniq_fwd_ | SOLUSD |
|---|---|---|
| Time in Market | 95.0% | 100.0% |
| Cumulative Return | -13.03% | -35.57% |
| Max Drawdown | -41.87% | -59.54% |
| Sharpe | -0.25 | -0.13 |
| Sortino | -0.35 | -0.19 |
| Payoff Ratio | 0.97 | 0.96 |
| Profit Factor | 0.96 | 0.98 |
| Common Sense Ratio | 1.01 | 0.91 |
| CPC Index | 0.45 | 0.48 |
| Tail Ratio | 1.05 | 0.93 |
| Outlier Win Ratio | 8.0 | 2.75 |
| Outlier Loss Ratio | 5.9 | 2.07 |
| Volatility (ann.) | 37.67% | 89.44% |
| R^2 | 0.68 | 0.68 |
| Calmar | -0.36 | -0.68 |
| Skew | 0.08 | 0.4 |
| Kurtosis | 5.31 | 3.81 |
| Expected Daily % | -0.04% | -0.14% |
| Expected Monthly % | -1.26% | -3.92% |
| Expected Yearly % | -6.74% | -19.73% |
| Kelly Criterion | -5.25% | 0.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.27% | -7.73% |
| Expected Shortfall (cVaR) | -3.27% | -7.73% |
| Year | SOLUSD | configs_sql/hl_close/c/solusd/uniq_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.75 | 23.33 | 1.70 | + |
| 2025 | -43.36 | -29.48 | 0.68 | + |
| Metric | configs_sql/hl_close/c/solusd/uniq_fwd_ | SOLUSD |
|---|---|---|
| MTD | -0.43% | -14.13% |
| 3M | -31.19% | -50.64% |
| 6M | -21.11% | -25.0% |
| YTD | -29.48% | -43.36% |
| 1Y | -13.03% | -35.57% |
| 3Y (ann.) | -15.16% | -40.41% |
| 5Y (ann.) | -15.16% | -40.41% |
| Metric | configs_sql/hl_close/c/solusd/uniq_fwd_ | SOLUSD |
|---|---|---|
| Max Drawdown | -41.87% | -59.54% |
| Longest DD Days | 135.0 | 100.0 |
| Avg. Drawdown | -9.83% | -20.54% |
| Avg. Drawdown Days | 40.0 | 37.0 |
| Recovery Factor | -0.31 | -0.6 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-04-07 | -41.87 | 135 |
| 2024-07-22 | 2024-11-08 | -11.90 | 109 |
| 2024-06-28 | 2024-07-14 | -5.75 | 16 |
| 2024-11-12 | 2024-11-17 | -4.21 | 5 |
| 2024-07-17 | 2024-07-19 | -2.26 | 2 |
| 2024-06-12 | 2024-06-25 | -2.02 | 13 |
| 2024-11-19 | 2024-11-21 | -0.83 | 2 |
| Metric | configs_sql/hl_close/c/solusd/uniq_fwd_ | SOLUSD |
|---|---|---|
| Best Day | 9.13% | 24.47% |
| Worst Day | -10.06% | -20.52% |
| Best Week | 13.38% | 21.25% |
| Worst Week | -12.67% | -17.1% |
| Best Month | 19.52% | 41.15% |
| Worst Month | -17.63% | -36.08% |
| Best Year | 23.33% | 13.75% |
| Worst Year | -29.48% | -43.36% |
| Avg. Up Day | 1.28% | 3.45% |
| Avg. Down Day | -1.33% | -3.59% |
| Avg. Up Week | 3.6% | 9.77% |
| Avg. Down Week | -3.12% | -9.27% |
| Avg. Up Month | 8.72% | 20.4% |
| Avg. Down Month | -8.14% | -21.57% |
| Win Days % | 48.3% | 50.97% |
| Win Month % | 45.45% | 45.45% |
| Win Week % | 40.0% | 47.83% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |