| Metric | configs_sql/hl_close/c/solusd/uniq_fwd_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 88.0% | 100.0% |
| Cumulative Return | -11.87% | -36.25% |
| Max Drawdown | -44.32% | -59.54% |
| Sharpe | -0.18 | -0.15 |
| Sortino | -0.26 | -0.22 |
| Payoff Ratio | 0.98 | 0.99 |
| Profit Factor | 0.97 | 0.98 |
| Common Sense Ratio | 0.97 | 0.91 |
| CPC Index | 0.46 | 0.49 |
| Tail Ratio | 1.01 | 0.93 |
| Outlier Win Ratio | 8.05 | 2.69 |
| Outlier Loss Ratio | 5.3 | 2.09 |
| Volatility (ann.) | 39.21% | 89.57% |
| R^2 | 0.67 | 0.67 |
| Calmar | -0.31 | -0.69 |
| Skew | 0.05 | 0.4 |
| Kurtosis | 4.95 | 3.79 |
| Expected Daily % | -0.04% | -0.15% |
| Expected Monthly % | -1.14% | -4.01% |
| Expected Yearly % | -6.12% | -20.16% |
| Kelly Criterion | -4.16% | 1.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.4% | -7.75% |
| Expected Shortfall (cVaR) | -3.4% | -7.75% |
| Year | SOLUSD | configs_sql/hl_close/c/solusd/uniq_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.75 | 27.03 | 1.96 | + |
| 2025 | -43.96 | -30.62 | 0.70 | + |
| Metric | configs_sql/hl_close/c/solusd/uniq_fwd_daily_ | SOLUSD |
|---|---|---|
| MTD | 0.0% | -15.02% |
| 3M | -32.14% | -51.44% |
| 6M | -21.44% | -26.11% |
| YTD | -30.62% | -43.96% |
| 1Y | -11.87% | -36.25% |
| 3Y (ann.) | -13.87% | -41.24% |
| 5Y (ann.) | -13.87% | -41.24% |
| Metric | configs_sql/hl_close/c/solusd/uniq_fwd_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -44.32% | -59.54% |
| Longest DD Days | 134.0 | 100.0 |
| Avg. Drawdown | -10.91% | -20.54% |
| Avg. Drawdown Days | 40.0 | 36.0 |
| Recovery Factor | -0.27 | -0.61 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-04-06 | -44.32 | 134 |
| 2024-07-22 | 2024-11-06 | -10.74 | 107 |
| 2024-07-03 | 2024-07-15 | -7.19 | 12 |
| 2024-11-12 | 2024-11-21 | -4.51 | 9 |
| 2024-06-28 | 2024-07-02 | -4.02 | 4 |
| 2024-06-12 | 2024-06-27 | -3.13 | 15 |
| 2024-07-17 | 2024-07-19 | -2.48 | 2 |
| Metric | configs_sql/hl_close/c/solusd/uniq_fwd_daily_ | SOLUSD |
|---|---|---|
| Best Day | 8.58% | 24.47% |
| Worst Day | -10.23% | -20.52% |
| Best Week | 15.07% | 21.25% |
| Worst Week | -12.31% | -17.1% |
| Best Month | 20.69% | 41.15% |
| Worst Month | -18.6% | -36.08% |
| Best Year | 27.03% | 13.75% |
| Worst Year | -30.62% | -43.96% |
| Avg. Up Day | 1.44% | 3.51% |
| Avg. Down Day | -1.48% | -3.54% |
| Avg. Up Week | 3.98% | 9.67% |
| Avg. Down Week | -3.72% | -9.58% |
| Avg. Up Month | 9.69% | 20.4% |
| Avg. Down Month | -10.43% | -23.44% |
| Win Days % | 48.53% | 50.81% |
| Win Month % | 50.0% | 45.45% |
| Win Week % | 42.86% | 47.83% |
| Win Quarter % | 75.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |