| Metric | o_fwd_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 96.0% | 100.0% |
| Cumulative Return | 47.41% | -38.97% |
| Max Drawdown | -8.89% | -61.75% |
| Sharpe | 2.31 | -0.19 |
| Sortino | 4.22 | -0.27 |
| Payoff Ratio | 1.57 | 1.08 |
| Profit Factor | 1.57 | 0.97 |
| Common Sense Ratio | 2.29 | 0.89 |
| CPC Index | 1.27 | 0.49 |
| Tail Ratio | 1.46 | 0.91 |
| Outlier Win Ratio | 14.07 | 2.66 |
| Outlier Loss Ratio | 13.88 | 2.13 |
| Volatility (ann.) | 20.6% | 90.46% |
| R^2 | 0.56 | 0.56 |
| Calmar | 6.51 | -0.71 |
| Skew | 1.59 | 0.27 |
| Kurtosis | 13.47 | 3.34 |
| Expected Daily % | 0.12% | -0.16% |
| Expected Monthly % | 3.59% | -4.39% |
| Expected Yearly % | 21.41% | -21.88% |
| Kelly Criterion | 20.43% | -2.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.64% | -7.84% |
| Expected Shortfall (cVaR) | -1.64% | -7.84% |
| Year | SOLUSD | o_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 37.44 | 2.93 | + |
| 2025 | -45.89 | 7.25 | -0.16 | + |
| Metric | o_fwd_daily_ | SOLUSD |
|---|---|---|
| MTD | -5.15% | -19.15% |
| 3M | 3.99% | -53.09% |
| 6M | 33.79% | -29.03% |
| YTD | 7.25% | -45.89% |
| 1Y | 47.41% | -38.97% |
| 3Y (ann.) | 57.91% | -44.09% |
| 5Y (ann.) | 57.91% | -44.09% |
| Metric | o_fwd_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -8.89% | -61.75% |
| Longest DD Days | 72.0 | 101.0 |
| Avg. Drawdown | -1.43% | -16.47% |
| Avg. Drawdown Days | 9.0 | 27.0 |
| Recovery Factor | 5.33 | -0.63 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-04-07 | -8.89 | 72 |
| 2024-06-06 | 2024-07-17 | -5.75 | 41 |
| 2024-07-30 | 2024-08-07 | -5.28 | 8 |
| 2024-12-18 | 2025-01-17 | -3.99 | 30 |
| 2024-10-08 | 2024-10-14 | -2.44 | 6 |
| 2024-09-15 | 2024-09-20 | -2.19 | 5 |
| 2024-08-26 | 2024-09-14 | -2.16 | 19 |
| 2024-08-12 | 2024-08-25 | -1.93 | 13 |
| 2024-10-22 | 2024-11-06 | -1.64 | 15 |
| 2024-11-13 | 2024-11-14 | -1.61 | 1 |
| Metric | o_fwd_daily_ | SOLUSD |
|---|---|---|
| Best Day | 7.44% | 20.8% |
| Worst Day | -5.09% | -18.74% |
| Best Week | 12.19% | 25.06% |
| Worst Week | -4.79% | -26.95% |
| Best Month | 21.06% | 39.21% |
| Worst Month | -5.15% | -46.12% |
| Best Year | 37.44% | 12.78% |
| Worst Year | 7.25% | -45.89% |
| Avg. Up Day | 0.86% | 3.91% |
| Avg. Down Day | -0.55% | -3.63% |
| Avg. Up Week | 3.06% | 9.83% |
| Avg. Down Week | -1.29% | -10.3% |
| Avg. Up Month | 11.08% | 24.64% |
| Avg. Down Month | -3.81% | -26.43% |
| Win Days % | 51.35% | 46.77% |
| Win Month % | 63.64% | 45.45% |
| Win Week % | 54.35% | 47.83% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 100.0% | 50.0% |