| Metric | sol.u_ | SOLUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 519.58% | 20.97% |
| Max Drawdown | -30.29% | -93.44% |
| Sharpe | 0.88 | 0.29 |
| Sortino | 1.52 | 0.42 |
| Payoff Ratio | 1.3 | 1.2 |
| Profit Factor | 1.31 | 1.05 |
| Common Sense Ratio | 1.53 | 1.07 |
| CPC Index | 0.83 | 0.63 |
| Tail Ratio | 1.17 | 1.03 |
| Outlier Win Ratio | 24.16 | 3.08 |
| Outlier Loss Ratio | 6.22 | 2.65 |
| Volatility (ann.) | 18.37% | 51.57% |
| R^2 | 0.25 | 0.25 |
| Calmar | 2.61 | 0.07 |
| Skew | 2.89 | 0.46 |
| Kurtosis | 41.99 | 10.99 |
| Expected Daily % | 0.04% | 0.0% |
| Expected Monthly % | 4.79% | 0.49% |
| Expected Yearly % | 57.77% | 4.87% |
| Kelly Criterion | 9.46% | 8.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.54% | -4.4% |
| Expected Shortfall (cVaR) | -1.54% | -4.4% |
| Year | SOLUSD | sol.u_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.08 | 27.60 | -0.31 | + |
| 2023 | 921.46 | 103.99 | 0.11 | - |
| 2024 | 85.41 | 92.17 | 1.08 | + |
| 2025 | -41.48 | 23.87 | -0.58 | + |
| Metric | sol.u_ | SOLUSD |
|---|---|---|
| MTD | -7.13% | -11.27% |
| 3M | 23.87% | -48.21% |
| 6M | 72.9% | -24.57% |
| YTD | 23.87% | -41.48% |
| 1Y | 111.91% | -38.46% |
| 3Y (ann.) | 77.36% | -2.33% |
| 5Y (ann.) | 79.04% | 6.27% |
| Metric | sol.u_ | SOLUSD |
|---|---|---|
| Max Drawdown | -30.29% | -93.44% |
| Longest DD Days | 172.0 | 703.0 |
| Avg. Drawdown | -3.8% | -12.93% |
| Avg. Drawdown Days | 12.0 | 42.0 |
| Recovery Factor | 17.15 | 0.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-04-12 | -30.29 | 118 |
| 2024-08-01 | 2024-10-04 | -19.90 | 64 |
| 2022-04-10 | 2022-07-08 | -19.20 | 88 |
| 2025-03-25 | 2025-04-08 | -18.37 | 13 |
| 2022-07-09 | 2022-07-16 | -13.81 | 6 |
| 2023-04-30 | 2023-10-20 | -11.90 | 172 |
| 2024-04-01 | 2024-05-16 | -11.25 | 45 |
| 2024-02-18 | 2024-02-29 | -9.94 | 10 |
| 2025-01-19 | 2025-03-25 | -9.68 | 65 |
| 2022-07-30 | 2022-09-24 | -8.85 | 55 |
| Metric | sol.u_ | SOLUSD |
|---|---|---|
| Best Day | 13.44% | 30.09% |
| Worst Day | -9.27% | -26.94% |
| Best Week | 23.31% | 43.67% |
| Worst Week | -12.04% | -51.66% |
| Best Month | 34.65% | 140.02% |
| Worst Month | -24.63% | -56.44% |
| Best Year | 103.99% | 921.46% |
| Worst Year | 23.87% | -89.08% |
| Avg. Up Day | 1.04% | 1.95% |
| Avg. Down Day | -0.8% | -1.62% |
| Avg. Up Week | 6.93% | 13.32% |
| Avg. Down Week | -2.89% | -8.12% |
| Avg. Up Month | 14.28% | 36.15% |
| Avg. Down Month | -5.25% | -18.86% |
| Win Days % | 48.86% | 50.08% |
| Win Month % | 63.16% | 48.72% |
| Win Week % | 57.29% | 46.11% |
| Win Quarter % | 78.57% | 50.0% |
| Win Year % | 100.0% | 50.0% |