| Metric | all.o_fwd_ | SOLUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | -66.74% | -33.16% |
| Max Drawdown | -82.75% | -64.93% |
| Sharpe | -0.18 | -0.04 |
| Sortino | -0.19 | -0.06 |
| Payoff Ratio | 0.89 | 1.02 |
| Profit Factor | 0.87 | 0.99 |
| Common Sense Ratio | 1.09 | 0.98 |
| CPC Index | 0.38 | 0.5 |
| Tail Ratio | 1.25 | 0.99 |
| Outlier Win Ratio | 15.93 | 3.04 |
| Outlier Loss Ratio | 11.58 | 2.61 |
| Volatility (ann.) | 45.22% | 45.01% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.88 | -0.58 |
| Skew | -30.18 | 0.57 |
| Kurtosis | 1014.97 | 8.15 |
| Expected Daily % | -0.09% | -0.03% |
| Expected Monthly % | -9.52% | -3.6% |
| Expected Yearly % | -42.32% | -18.25% |
| Kelly Criterion | -7.49% | -1.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.92% | -3.88% |
| Expected Shortfall (cVaR) | -3.92% | -3.88% |
| Year | SOLUSD | all.o_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 73.27 | 5.58 | + |
| 2025 | -40.92 | -80.80 | 1.97 | - |
| Metric | all.o_fwd_ | SOLUSD |
|---|---|---|
| MTD | -79.28% | -10.42% |
| 3M | -81.03% | -48.91% |
| 6M | -68.24% | -23.85% |
| YTD | -80.8% | -40.92% |
| 1Y | -66.74% | -33.16% |
| 3Y (ann.) | -72.52% | -37.68% |
| 5Y (ann.) | -72.52% | -37.68% |
| Metric | all.o_fwd_ | SOLUSD |
|---|---|---|
| Max Drawdown | -82.75% | -64.93% |
| Longest DD Days | 120.0 | 101.0 |
| Avg. Drawdown | -3.03% | -11.98% |
| Avg. Drawdown Days | 7.0 | 18.0 |
| Recovery Factor | -0.81 | -0.51 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-04-08 | -82.75 | 120 |
| 2024-07-22 | 2024-11-06 | -10.26 | 107 |
| 2024-11-12 | 2024-11-16 | -5.65 | 4 |
| 2024-06-05 | 2024-07-13 | -5.12 | 37 |
| 2024-11-24 | 2024-11-27 | -3.18 | 2 |
| 2024-11-16 | 2024-11-18 | -3.06 | 1 |
| 2024-11-18 | 2024-11-21 | -2.84 | 2 |
| 2024-07-16 | 2024-07-19 | -1.81 | 2 |
| 2024-12-05 | 2024-12-06 | -1.68 | 1 |
| 2024-11-22 | 2024-11-23 | -0.18 | 0 |
| Metric | all.o_fwd_ | SOLUSD |
|---|---|---|
| Best Day | 6.82% | 19.54% |
| Worst Day | -79.34% | -14.23% |
| Best Week | 14.94% | 21.25% |
| Worst Week | -79.3% | -17.1% |
| Best Month | 58.44% | 41.15% |
| Worst Month | -79.28% | -36.08% |
| Best Year | 73.27% | 13.13% |
| Worst Year | -80.8% | -40.92% |
| Avg. Up Day | 0.3% | 1.77% |
| Avg. Down Day | -0.34% | -1.73% |
| Avg. Up Week | 3.46% | 9.5% |
| Avg. Down Week | -5.46% | -9.26% |
| Avg. Up Month | 16.8% | 23.49% |
| Avg. Down Month | -18.0% | -19.18% |
| Win Days % | 49.35% | 48.79% |
| Win Month % | 45.45% | 45.45% |
| Win Week % | 45.65% | 47.83% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |