| Metric | configs_sql/hl_close/c/solusd/uniq_ | SOLUSD |
|---|---|---|
| Time in Market | 77.0% | 100.0% |
| Cumulative Return | 384.92% | 188.09% |
| Max Drawdown | -44.32% | -79.31% |
| Sharpe | 1.49 | 0.89 |
| Sortino | 2.96 | 1.37 |
| Payoff Ratio | 1.38 | 1.18 |
| Profit Factor | 1.39 | 1.14 |
| Common Sense Ratio | 1.88 | 1.4 |
| CPC Index | 0.94 | 0.67 |
| Tail Ratio | 1.35 | 1.23 |
| Outlier Win Ratio | 10.59 | 2.94 |
| Outlier Loss Ratio | 7.05 | 2.56 |
| Volatility (ann.) | 45.24% | 98.84% |
| R^2 | 0.59 | 0.59 |
| Calmar | 1.76 | 0.6 |
| Skew | 4.54 | 0.22 |
| Kurtosis | 53.33 | 8.17 |
| Expected Daily % | 0.16% | 0.11% |
| Expected Monthly % | 4.75% | 3.16% |
| Expected Yearly % | 48.39% | 30.28% |
| Kelly Criterion | 12.25% | 6.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.71% | -8.27% |
| Expected Shortfall (cVaR) | -3.71% | -8.27% |
| Year | SOLUSD | configs_sql/hl_close/c/solusd/uniq_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -73.14 | -12.17 | 0.17 | + |
| 2023 | 921.46 | 394.04 | 0.43 | - |
| 2024 | 85.41 | 61.09 | 0.72 | - |
| 2025 | -43.36 | -30.63 | 0.71 | + |
| Metric | configs_sql/hl_close/c/solusd/uniq_ | SOLUSD |
|---|---|---|
| MTD | -0.01% | -14.13% |
| 3M | -32.06% | -50.64% |
| 6M | -21.4% | -25.0% |
| YTD | -30.63% | -43.36% |
| 1Y | -12.67% | -40.17% |
| 3Y (ann.) | 78.14% | 47.25% |
| 5Y (ann.) | 78.14% | 47.25% |
| Metric | configs_sql/hl_close/c/solusd/uniq_ | SOLUSD |
|---|---|---|
| Max Drawdown | -44.32% | -79.31% |
| Longest DD Days | 160.0 | 453.0 |
| Avg. Drawdown | -5.68% | -19.7% |
| Avg. Drawdown Days | 26.0 | 56.0 |
| Recovery Factor | 8.68 | 2.37 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-04-07 | -44.32 | 135 |
| 2022-11-06 | 2023-01-13 | -24.22 | 68 |
| 2023-01-15 | 2023-01-20 | -13.54 | 5 |
| 2023-01-21 | 2023-06-30 | -12.03 | 160 |
| 2023-11-16 | 2023-12-07 | -11.15 | 21 |
| 2024-07-22 | 2024-11-06 | -10.74 | 107 |
| 2023-12-26 | 2024-02-12 | -8.63 | 48 |
| 2024-03-18 | 2024-03-31 | -8.36 | 13 |
| 2024-04-23 | 2024-07-02 | -7.76 | 70 |
| 2023-07-16 | 2023-10-01 | -7.35 | 77 |
| Metric | configs_sql/hl_close/c/solusd/uniq_ | SOLUSD |
|---|---|---|
| Best Day | 32.61% | 32.67% |
| Worst Day | -10.23% | -42.6% |
| Best Week | 39.05% | 43.67% |
| Worst Week | -14.11% | -51.66% |
| Best Month | 68.1% | 141.93% |
| Worst Month | -18.6% | -56.44% |
| Best Year | 394.04% | 921.46% |
| Worst Year | -30.63% | -73.14% |
| Avg. Up Day | 1.76% | 4.22% |
| Avg. Down Day | -1.27% | -3.56% |
| Avg. Up Week | 5.58% | 12.59% |
| Avg. Down Week | -2.76% | -9.25% |
| Avg. Up Month | 16.38% | 38.24% |
| Avg. Down Month | -6.39% | -24.29% |
| Win Days % | 49.09% | 49.4% |
| Win Month % | 61.76% | 50.0% |
| Win Week % | 53.6% | 48.3% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 50.0% | 50.0% |