| Metric | o_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 92.0% | 100.0% |
| Cumulative Return | 267.37% | -3.06% |
| Max Drawdown | -10.99% | -93.26% |
| Sharpe | 2.23 | 0.52 |
| Sortino | 4.07 | 0.79 |
| Payoff Ratio | 1.59 | 1.19 |
| Profit Factor | 1.53 | 1.08 |
| Common Sense Ratio | 2.36 | 1.33 |
| CPC Index | 1.19 | 0.63 |
| Tail Ratio | 1.54 | 1.23 |
| Outlier Win Ratio | 16.53 | 2.56 |
| Outlier Loss Ratio | 15.77 | 2.06 |
| Volatility (ann.) | 19.15% | 106.11% |
| R^2 | 0.41 | 0.41 |
| Calmar | 4.6 | -0.01 |
| Skew | 1.41 | 0.46 |
| Kurtosis | 10.09 | 6.93 |
| Expected Daily % | 0.11% | -0.0% |
| Expected Monthly % | 3.39% | -0.08% |
| Expected Yearly % | 38.44% | -0.77% |
| Kelly Criterion | 16.54% | 5.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.53% | -8.98% |
| Expected Shortfall (cVaR) | -1.53% | -8.98% |
| Year | SOLUSD | o_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.74 | 20.21 | -0.22 | + |
| 2023 | 940.49 | 63.86 | 0.07 | - |
| 2024 | 85.92 | 73.89 | 0.86 | - |
| 2025 | -45.89 | 7.25 | -0.16 | + |
| Metric | o_daily_ | SOLUSD |
|---|---|---|
| MTD | -5.15% | -19.15% |
| 3M | 3.99% | -53.09% |
| 6M | 33.79% | -29.03% |
| YTD | 7.25% | -45.89% |
| 1Y | 64.37% | -42.63% |
| 3Y (ann.) | 48.74% | -7.0% |
| 5Y (ann.) | 50.54% | -0.97% |
| Metric | o_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -10.99% | -93.26% |
| Longest DD Days | 174.0 | 704.0 |
| Avg. Drawdown | -1.67% | -19.81% |
| Avg. Drawdown Days | 11.0 | 76.0 |
| Recovery Factor | 24.32 | -0.03 |
| Ulcer Index | 1.0 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-30 | 2022-06-25 | -10.99 | 87 |
| 2022-12-16 | 2023-01-04 | -10.34 | 19 |
| 2025-01-25 | 2025-04-07 | -8.89 | 72 |
| 2023-05-01 | 2023-10-22 | -6.93 | 174 |
| 2024-06-06 | 2024-07-17 | -5.75 | 41 |
| 2024-07-30 | 2024-08-07 | -5.28 | 8 |
| 2022-08-14 | 2022-10-27 | -5.22 | 74 |
| 2024-12-18 | 2025-01-17 | -3.99 | 30 |
| 2022-07-09 | 2022-07-17 | -3.80 | 8 |
| 2024-01-03 | 2024-01-12 | -3.65 | 9 |
| Metric | o_daily_ | SOLUSD |
|---|---|---|
| Best Day | 7.44% | 41.46% |
| Worst Day | -5.09% | -36.82% |
| Best Week | 12.19% | 42.44% |
| Worst Week | -5.23% | -46.51% |
| Best Month | 21.06% | 147.89% |
| Worst Month | -9.45% | -59.31% |
| Best Year | 73.89% | 940.49% |
| Worst Year | 7.25% | -90.74% |
| Avg. Up Day | 0.86% | 4.46% |
| Avg. Down Day | -0.54% | -3.74% |
| Avg. Up Week | 2.59% | 11.27% |
| Avg. Down Week | -1.18% | -9.8% |
| Avg. Up Month | 9.4% | 42.62% |
| Avg. Down Month | -3.13% | -22.01% |
| Win Days % | 48.78% | 48.49% |
| Win Month % | 69.23% | 43.59% |
| Win Week % | 54.71% | 52.66% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 50.0% |