| Metric | o_fwd_ | SOLUSD |
|---|---|---|
| Time in Market | 93.0% | 100.0% |
| Cumulative Return | 51.46% | -33.16% |
| Max Drawdown | -10.08% | -64.93% |
| Sharpe | 1.3 | -0.04 |
| Sortino | 2.24 | -0.06 |
| Payoff Ratio | 1.31 | 1.02 |
| Profit Factor | 1.28 | 0.99 |
| Common Sense Ratio | 1.58 | 0.98 |
| CPC Index | 0.84 | 0.5 |
| Tail Ratio | 1.23 | 0.99 |
| Outlier Win Ratio | 13.62 | 2.41 |
| Outlier Loss Ratio | 14.29 | 2.4 |
| Volatility (ann.) | 9.76% | 45.01% |
| R^2 | 0.59 | 0.59 |
| Calmar | 6.23 | -0.58 |
| Skew | 2.04 | 0.57 |
| Kurtosis | 18.42 | 8.15 |
| Expected Daily % | 0.03% | -0.03% |
| Expected Monthly % | 3.85% | -3.6% |
| Expected Yearly % | 23.07% | -18.25% |
| Kelly Criterion | 12.15% | -1.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -3.88% |
| Expected Shortfall (cVaR) | -0.81% | -3.88% |
| Year | SOLUSD | o_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 37.60 | 2.86 | + |
| 2025 | -40.92 | 10.07 | -0.25 | + |
| Metric | o_fwd_ | SOLUSD |
|---|---|---|
| MTD | -2.46% | -10.42% |
| 3M | 6.37% | -48.91% |
| 6M | 36.81% | -23.85% |
| YTD | 10.07% | -40.92% |
| 1Y | 51.46% | -33.16% |
| 3Y (ann.) | 62.78% | -37.68% |
| 5Y (ann.) | 62.78% | -37.68% |
| Metric | o_fwd_ | SOLUSD |
|---|---|---|
| Max Drawdown | -10.08% | -64.93% |
| Longest DD Days | 78.0 | 101.0 |
| Avg. Drawdown | -1.43% | -11.98% |
| Avg. Drawdown Days | 6.0 | 18.0 |
| Recovery Factor | 5.11 | -0.51 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-04-08 | -10.08 | 78 |
| 2024-06-05 | 2024-07-19 | -6.25 | 43 |
| 2024-07-29 | 2024-08-07 | -5.70 | 8 |
| 2024-12-17 | 2025-01-15 | -4.18 | 29 |
| 2024-10-07 | 2024-10-14 | -3.77 | 6 |
| 2024-08-09 | 2024-09-13 | -2.80 | 35 |
| 2024-09-14 | 2024-09-20 | -2.59 | 6 |
| 2024-11-30 | 2024-12-05 | -2.43 | 4 |
| 2024-10-21 | 2024-11-06 | -2.22 | 15 |
| 2024-11-12 | 2024-11-21 | -2.11 | 9 |
| Metric | o_fwd_ | SOLUSD |
|---|---|---|
| Best Day | 5.4% | 19.54% |
| Worst Day | -2.21% | -14.23% |
| Best Week | 12.74% | 21.25% |
| Worst Week | -3.48% | -17.1% |
| Best Month | 21.09% | 41.15% |
| Worst Month | -4.02% | -36.08% |
| Best Year | 37.6% | 13.13% |
| Worst Year | 10.07% | -40.92% |
| Avg. Up Day | 0.39% | 1.8% |
| Avg. Down Day | -0.3% | -1.77% |
| Avg. Up Week | 3.41% | 10.16% |
| Avg. Down Week | -1.31% | -9.83% |
| Avg. Up Month | 10.87% | 20.86% |
| Avg. Down Month | -2.7% | -19.85% |
| Win Days % | 50.17% | 48.79% |
| Win Month % | 63.64% | 45.45% |
| Win Week % | 56.52% | 47.83% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 100.0% | 50.0% |