| Metric | configs_sql/hl_close/c/solusd/uniq_ | SOLUSD |
|---|---|---|
| Time in Market | 88.0% | 100.0% |
| Cumulative Return | 358.47% | 167.82% |
| Max Drawdown | -41.87% | -79.31% |
| Sharpe | 1.47 | 0.85 |
| Sortino | 2.84 | 1.31 |
| Payoff Ratio | 1.43 | 1.18 |
| Profit Factor | 1.37 | 1.13 |
| Common Sense Ratio | 1.91 | 1.41 |
| CPC Index | 0.94 | 0.66 |
| Tail Ratio | 1.4 | 1.24 |
| Outlier Win Ratio | 9.58 | 2.83 |
| Outlier Loss Ratio | 8.42 | 2.48 |
| Volatility (ann.) | 42.33% | 100.04% |
| R^2 | 0.62 | 0.62 |
| Calmar | 1.7 | 0.52 |
| Skew | 3.93 | 0.23 |
| Kurtosis | 44.59 | 7.55 |
| Expected Daily % | 0.15% | 0.1% |
| Expected Monthly % | 4.45% | 2.85% |
| Expected Yearly % | 46.33% | 27.93% |
| Kelly Criterion | 11.31% | 6.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.47% | -8.38% |
| Expected Shortfall (cVaR) | -3.47% | -8.38% |
| Year | SOLUSD | configs_sql/hl_close/c/solusd/uniq_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -75.03 | -10.34 | 0.14 | + |
| 2023 | 921.46 | 368.24 | 0.40 | - |
| 2024 | 85.41 | 54.87 | 0.64 | - |
| 2025 | -43.36 | -29.48 | 0.68 | + |
| Metric | configs_sql/hl_close/c/solusd/uniq_ | SOLUSD |
|---|---|---|
| MTD | -0.43% | -14.13% |
| 3M | -31.19% | -50.64% |
| 6M | -21.11% | -25.0% |
| YTD | -29.48% | -43.36% |
| 1Y | -13.35% | -40.17% |
| 3Y (ann.) | 71.27% | 41.64% |
| 5Y (ann.) | 71.27% | 41.64% |
| Metric | configs_sql/hl_close/c/solusd/uniq_ | SOLUSD |
|---|---|---|
| Max Drawdown | -41.87% | -79.31% |
| Longest DD Days | 165.0 | 453.0 |
| Avg. Drawdown | -5.83% | -21.32% |
| Avg. Drawdown Days | 31.0 | 55.0 |
| Recovery Factor | 8.56 | 2.12 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-04-07 | -41.87 | 135 |
| 2022-11-06 | 2023-01-13 | -24.43 | 68 |
| 2023-01-15 | 2023-06-29 | -12.17 | 165 |
| 2024-07-22 | 2024-11-08 | -11.90 | 109 |
| 2023-12-26 | 2024-03-11 | -11.32 | 76 |
| 2023-11-16 | 2023-12-07 | -11.31 | 21 |
| 2024-03-18 | 2024-04-22 | -8.93 | 35 |
| 2024-04-23 | 2024-06-27 | -8.03 | 65 |
| 2023-07-16 | 2023-10-01 | -7.25 | 77 |
| 2022-06-26 | 2022-11-05 | -6.72 | 132 |
| Metric | configs_sql/hl_close/c/solusd/uniq_ | SOLUSD |
|---|---|---|
| Best Day | 29.12% | 32.67% |
| Worst Day | -10.06% | -42.6% |
| Best Week | 36.26% | 43.67% |
| Worst Week | -14.49% | -51.66% |
| Best Month | 62.17% | 141.93% |
| Worst Month | -17.63% | -56.44% |
| Best Year | 368.24% | 921.46% |
| Worst Year | -29.48% | -75.03% |
| Avg. Up Day | 1.51% | 4.24% |
| Avg. Down Day | -1.06% | -3.58% |
| Avg. Up Week | 5.1% | 12.83% |
| Avg. Down Week | -2.29% | -8.88% |
| Avg. Up Month | 15.55% | 38.95% |
| Avg. Down Month | -5.99% | -24.29% |
| Win Days % | 47.8% | 49.37% |
| Win Month % | 62.86% | 48.57% |
| Win Week % | 51.37% | 47.37% |
| Win Quarter % | 76.92% | 46.15% |
| Win Year % | 50.0% | 50.0% |