| Metric | all.o_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 378.37% | -3.06% |
| Max Drawdown | -18.28% | -93.26% |
| Sharpe | 2.17 | 0.52 |
| Sortino | 3.7 | 0.79 |
| Payoff Ratio | 1.32 | 1.17 |
| Profit Factor | 1.47 | 1.08 |
| Common Sense Ratio | 2.25 | 1.33 |
| CPC Index | 1.02 | 0.61 |
| Tail Ratio | 1.53 | 1.23 |
| Outlier Win Ratio | 12.67 | 2.61 |
| Outlier Loss Ratio | 12.67 | 2.24 |
| Volatility (ann.) | 23.99% | 106.11% |
| R^2 | 0.07 | 0.07 |
| Calmar | 3.48 | -0.01 |
| Skew | 0.82 | 0.46 |
| Kurtosis | 8.05 | 6.93 |
| Expected Daily % | 0.13% | -0.0% |
| Expected Monthly % | 4.09% | -0.08% |
| Expected Yearly % | 47.89% | -0.77% |
| Kelly Criterion | 16.64% | 4.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.92% | -8.98% |
| Expected Shortfall (cVaR) | -1.92% | -8.98% |
| Year | SOLUSD | all.o_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.74 | -3.79 | 0.04 | + |
| 2023 | 940.49 | 133.11 | 0.14 | - |
| 2024 | 85.92 | 132.78 | 1.55 | + |
| 2025 | -45.89 | -8.38 | 0.18 | + |
| Metric | all.o_daily_ | SOLUSD |
|---|---|---|
| MTD | -1.13% | -19.15% |
| 3M | -9.41% | -53.09% |
| 6M | 53.1% | -29.03% |
| YTD | -8.38% | -45.89% |
| 1Y | 67.98% | -42.63% |
| 3Y (ann.) | 65.96% | -7.0% |
| 5Y (ann.) | 63.57% | -0.97% |
| Metric | all.o_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -18.28% | -93.26% |
| Longest DD Days | 215.0 | 704.0 |
| Avg. Drawdown | -3.96% | -19.81% |
| Avg. Drawdown Days | 25.0 | 76.0 |
| Recovery Factor | 20.7 | -0.03 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-04-07 | -18.28 | 119 |
| 2022-04-04 | 2022-11-05 | -17.28 | 215 |
| 2022-11-06 | 2023-01-13 | -12.39 | 68 |
| 2024-03-15 | 2024-04-22 | -11.67 | 38 |
| 2024-07-22 | 2024-11-06 | -9.67 | 107 |
| 2023-11-17 | 2023-12-08 | -8.06 | 21 |
| 2023-04-15 | 2023-06-21 | -5.99 | 67 |
| 2024-01-12 | 2024-02-29 | -5.72 | 48 |
| 2024-05-22 | 2024-07-14 | -5.29 | 53 |
| 2024-11-12 | 2024-11-16 | -4.17 | 4 |
| Metric | all.o_daily_ | SOLUSD |
|---|---|---|
| Best Day | 8.62% | 41.46% |
| Worst Day | -7.02% | -36.82% |
| Best Week | 14.84% | 42.44% |
| Worst Week | -7.26% | -46.51% |
| Best Month | 58.38% | 147.89% |
| Worst Month | -6.59% | -59.31% |
| Best Year | 133.11% | 940.49% |
| Worst Year | -8.38% | -90.74% |
| Avg. Up Day | 0.85% | 4.57% |
| Avg. Down Day | -0.64% | -3.9% |
| Avg. Up Week | 3.21% | 11.85% |
| Avg. Down Week | -1.52% | -11.13% |
| Avg. Up Month | 11.3% | 43.78% |
| Avg. Down Month | -2.4% | -23.64% |
| Win Days % | 52.54% | 48.49% |
| Win Month % | 58.97% | 43.59% |
| Win Week % | 54.71% | 52.66% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 50.0% | 50.0% |