| Metric | sol.u_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 483.81% | 17.5% |
| Max Drawdown | -28.9% | -93.26% |
| Sharpe | 1.68 | 0.58 |
| Sortino | 3.07 | 0.88 |
| Payoff Ratio | 1.53 | 1.3 |
| Profit Factor | 1.61 | 1.09 |
| Common Sense Ratio | 2.37 | 1.34 |
| CPC Index | 1.24 | 0.69 |
| Tail Ratio | 1.48 | 1.23 |
| Outlier Win Ratio | 22.35 | 3.14 |
| Outlier Loss Ratio | 6.22 | 2.47 |
| Volatility (ann.) | 37.75% | 106.06% |
| R^2 | 0.24 | 0.24 |
| Calmar | 2.62 | 0.06 |
| Skew | 2.06 | 0.47 |
| Kurtosis | 22.11 | 7.07 |
| Expected Daily % | 0.15% | 0.01% |
| Expected Monthly % | 4.63% | 0.41% |
| Expected Yearly % | 55.44% | 4.11% |
| Kelly Criterion | 17.89% | 9.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.08% | -8.96% |
| Expected Shortfall (cVaR) | -3.08% | -8.96% |
| Year | SOLUSD | sol.u_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.78 | 27.48 | -0.31 | + |
| 2023 | 940.49 | 107.33 | 0.11 | - |
| 2024 | 85.92 | 92.17 | 1.07 | + |
| 2025 | -45.89 | 14.94 | -0.33 | + |
| Metric | sol.u_daily_ | SOLUSD |
|---|---|---|
| MTD | -13.89% | -19.15% |
| 3M | 14.94% | -53.09% |
| 6M | 63.46% | -29.03% |
| YTD | 14.94% | -45.89% |
| 1Y | 96.65% | -42.63% |
| 3Y (ann.) | 73.0% | -7.0% |
| 5Y (ann.) | 75.76% | 5.29% |
| Metric | sol.u_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -28.9% | -93.26% |
| Longest DD Days | 172.0 | 704.0 |
| Avg. Drawdown | -5.39% | -18.28% |
| Avg. Drawdown Days | 24.0 | 70.0 |
| Recovery Factor | 16.74 | 0.19 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-16 | 2023-04-13 | -28.90 | 118 |
| 2022-03-26 | 2022-07-09 | -19.09 | 105 |
| 2024-08-01 | 2024-10-05 | -18.63 | 65 |
| 2025-03-27 | 2025-04-07 | -16.30 | 11 |
| 2022-07-10 | 2022-07-17 | -12.05 | 7 |
| 2023-05-01 | 2023-10-20 | -10.66 | 172 |
| 2024-03-31 | 2024-05-16 | -9.93 | 46 |
| 2024-01-10 | 2024-02-29 | -8.41 | 50 |
| 2022-09-28 | 2022-11-11 | -6.69 | 44 |
| 2024-01-05 | 2024-01-09 | -6.48 | 4 |
| Metric | sol.u_daily_ | SOLUSD |
|---|---|---|
| Best Day | 16.31% | 41.46% |
| Worst Day | -14.19% | -36.82% |
| Best Week | 27.07% | 42.44% |
| Worst Week | -16.5% | -46.51% |
| Best Month | 34.65% | 147.89% |
| Worst Month | -25.85% | -59.31% |
| Best Year | 107.33% | 940.49% |
| Worst Year | 14.94% | -88.78% |
| Avg. Up Day | 2.35% | 4.42% |
| Avg. Down Day | -1.53% | -3.4% |
| Avg. Up Week | 6.44% | 11.69% |
| Avg. Down Week | -3.39% | -10.37% |
| Avg. Up Month | 16.56% | 42.62% |
| Avg. Down Month | -5.81% | -18.87% |
| Win Days % | 50.32% | 48.6% |
| Win Month % | 60.53% | 43.59% |
| Win Week % | 55.0% | 54.22% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 100.0% | 50.0% |