| Metric | o_ | SOLUSD |
|---|---|---|
| Time in Market | 89.0% | 100.0% |
| Cumulative Return | 277.47% | 6.17% |
| Max Drawdown | -11.37% | -93.44% |
| Sharpe | 1.15 | 0.27 |
| Sortino | 1.95 | 0.39 |
| Payoff Ratio | 1.27 | 1.08 |
| Profit Factor | 1.26 | 1.04 |
| Common Sense Ratio | 1.53 | 1.07 |
| CPC Index | 0.79 | 0.56 |
| Tail Ratio | 1.21 | 1.03 |
| Outlier Win Ratio | 18.92 | 2.64 |
| Outlier Loss Ratio | 15.89 | 2.25 |
| Volatility (ann.) | 9.51% | 51.51% |
| R^2 | 0.44 | 0.44 |
| Calmar | 4.55 | 0.02 |
| Skew | 2.02 | 0.45 |
| Kurtosis | 21.16 | 10.86 |
| Expected Daily % | 0.03% | 0.0% |
| Expected Monthly % | 3.46% | 0.15% |
| Expected Yearly % | 39.39% | 1.51% |
| Kelly Criterion | 9.65% | 3.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -4.4% |
| Expected Shortfall (cVaR) | -0.79% | -4.4% |
| Year | SOLUSD | o_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.51 | 20.59 | -0.23 | + |
| 2023 | 921.46 | 63.43 | 0.07 | - |
| 2024 | 85.41 | 74.00 | 0.87 | - |
| 2025 | -40.92 | 10.07 | -0.25 | + |
| Metric | o_ | SOLUSD |
|---|---|---|
| MTD | -2.46% | -10.42% |
| 3M | 6.37% | -48.91% |
| 6M | 36.81% | -23.85% |
| YTD | 10.07% | -40.92% |
| 1Y | 67.39% | -37.87% |
| 3Y (ann.) | 50.09% | -2.01% |
| 5Y (ann.) | 51.78% | 1.9% |
| Metric | o_ | SOLUSD |
|---|---|---|
| Max Drawdown | -11.37% | -93.44% |
| Longest DD Days | 173.0 | 703.0 |
| Avg. Drawdown | -1.46% | -14.34% |
| Avg. Drawdown Days | 7.0 | 48.0 |
| Recovery Factor | 24.4 | 0.07 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-01-12 | -11.37 | 28 |
| 2022-04-10 | 2022-06-25 | -11.33 | 76 |
| 2025-01-19 | 2025-04-08 | -10.08 | 78 |
| 2023-04-30 | 2023-10-21 | -7.66 | 173 |
| 2024-06-05 | 2024-07-19 | -6.25 | 43 |
| 2024-07-29 | 2024-08-07 | -5.70 | 8 |
| 2022-08-13 | 2022-10-25 | -5.29 | 73 |
| 2023-01-29 | 2023-02-16 | -4.45 | 17 |
| 2022-07-09 | 2022-07-16 | -4.29 | 6 |
| 2023-03-14 | 2023-03-18 | -4.23 | 3 |
| Metric | o_ | SOLUSD |
|---|---|---|
| Best Day | 6.01% | 30.09% |
| Worst Day | -3.02% | -26.94% |
| Best Week | 12.74% | 43.67% |
| Worst Week | -4.93% | -51.66% |
| Best Month | 21.09% | 140.02% |
| Worst Month | -9.47% | -56.44% |
| Best Year | 74.0% | 921.46% |
| Worst Year | 10.07% | -90.51% |
| Avg. Up Day | 0.37% | 2.01% |
| Avg. Down Day | -0.29% | -1.86% |
| Avg. Up Week | 3.07% | 13.68% |
| Avg. Down Week | -1.19% | -8.63% |
| Avg. Up Month | 8.49% | 37.73% |
| Avg. Down Month | -2.8% | -23.08% |
| Win Days % | 49.44% | 49.99% |
| Win Month % | 69.23% | 46.15% |
| Win Week % | 55.88% | 45.88% |
| Win Quarter % | 71.43% | 50.0% |
| Win Year % | 100.0% | 50.0% |