| Metric | configs_sql/hl_close/c/solusd/uniq_fwd_ | SOLUSD |
|---|---|---|
| Time in Market | 88.0% | 100.0% |
| Cumulative Return | -11.88% | -35.57% |
| Max Drawdown | -44.32% | -59.54% |
| Sharpe | -0.18 | -0.13 |
| Sortino | -0.26 | -0.19 |
| Payoff Ratio | 0.98 | 0.99 |
| Profit Factor | 0.97 | 0.98 |
| Common Sense Ratio | 0.98 | 0.91 |
| CPC Index | 0.46 | 0.5 |
| Tail Ratio | 1.01 | 0.93 |
| Outlier Win Ratio | 8.05 | 2.7 |
| Outlier Loss Ratio | 5.33 | 2.09 |
| Volatility (ann.) | 39.15% | 89.44% |
| R^2 | 0.67 | 0.67 |
| Calmar | -0.31 | -0.68 |
| Skew | 0.05 | 0.4 |
| Kurtosis | 4.97 | 3.81 |
| Expected Daily % | -0.04% | -0.14% |
| Expected Monthly % | -1.14% | -3.92% |
| Expected Yearly % | -6.13% | -19.73% |
| Kelly Criterion | -4.52% | 1.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.39% | -7.73% |
| Expected Shortfall (cVaR) | -3.39% | -7.73% |
| Year | SOLUSD | configs_sql/hl_close/c/solusd/uniq_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.75 | 27.03 | 1.96 | + |
| 2025 | -43.36 | -30.63 | 0.71 | + |
| Metric | configs_sql/hl_close/c/solusd/uniq_fwd_ | SOLUSD |
|---|---|---|
| MTD | -0.01% | -14.13% |
| 3M | -32.06% | -50.64% |
| 6M | -21.4% | -25.0% |
| YTD | -30.63% | -43.36% |
| 1Y | -11.88% | -35.57% |
| 3Y (ann.) | -13.84% | -40.41% |
| 5Y (ann.) | -13.84% | -40.41% |
| Metric | configs_sql/hl_close/c/solusd/uniq_fwd_ | SOLUSD |
|---|---|---|
| Max Drawdown | -44.32% | -59.54% |
| Longest DD Days | 135.0 | 100.0 |
| Avg. Drawdown | -10.91% | -20.54% |
| Avg. Drawdown Days | 41.0 | 37.0 |
| Recovery Factor | -0.27 | -0.6 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-04-07 | -44.32 | 135 |
| 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_ | 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 | -30.63% | -43.36% |
| Avg. Up Day | 1.44% | 3.51% |
| Avg. Down Day | -1.48% | -3.54% |
| Avg. Up Week | 3.98% | 9.67% |
| Avg. Down Week | -3.54% | -9.74% |
| Avg. Up Month | 9.69% | 20.4% |
| Avg. Down Month | -8.35% | -21.57% |
| Win Days % | 48.35% | 50.97% |
| Win Month % | 45.45% | 45.45% |
| Win Week % | 41.86% | 47.83% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |