| Metric | all.o_ | SOLUSD |
|---|---|---|
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | 0.26% | 6.17% |
| Max Drawdown | -82.75% | -93.44% |
| Sharpe | 0.27 | 0.27 |
| Sortino | 0.3 | 0.39 |
| Payoff Ratio | 1.12 | 1.06 |
| Profit Factor | 1.16 | 1.04 |
| Common Sense Ratio | 1.56 | 1.07 |
| CPC Index | 0.65 | 0.55 |
| Tail Ratio | 1.35 | 1.03 |
| Outlier Win Ratio | 18.88 | 2.82 |
| Outlier Loss Ratio | 17.15 | 2.37 |
| Volatility (ann.) | 25.39% | 51.51% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.0 | 0.02 |
| Skew | -45.66 | 0.45 |
| Kurtosis | 2741.2 | 10.86 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.01% | 0.15% |
| Expected Yearly % | 0.06% | 1.51% |
| Kelly Criterion | 5.85% | 2.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.17% | -4.4% |
| Expected Shortfall (cVaR) | -2.17% | -4.4% |
| Year | SOLUSD | all.o_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.51 | -3.75 | 0.04 | + |
| 2023 | 921.46 | 133.04 | 0.14 | - |
| 2024 | 85.41 | 132.83 | 1.56 | + |
| 2025 | -40.92 | -80.80 | 1.97 | - |
| Metric | all.o_ | SOLUSD |
|---|---|---|
| MTD | -79.28% | -10.42% |
| 3M | -81.03% | -48.91% |
| 6M | -68.24% | -23.85% |
| YTD | -80.8% | -40.92% |
| 1Y | -64.85% | -37.87% |
| 3Y (ann.) | -1.52% | -2.01% |
| 5Y (ann.) | 0.08% | 1.9% |
| Metric | all.o_ | SOLUSD |
|---|---|---|
| Max Drawdown | -82.75% | -93.44% |
| Longest DD Days | 215.0 | 703.0 |
| Avg. Drawdown | -2.03% | -14.34% |
| Avg. Drawdown Days | 8.0 | 48.0 |
| Recovery Factor | 0.0 | 0.07 |
| Ulcer Index | 1.02 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-04-08 | -82.75 | 120 |
| 2022-04-03 | 2022-11-05 | -18.01 | 215 |
| 2022-11-05 | 2023-01-13 | -12.74 | 68 |
| 2024-03-15 | 2024-04-22 | -12.30 | 38 |
| 2024-07-22 | 2024-11-06 | -10.26 | 107 |
| 2023-11-16 | 2023-12-08 | -9.03 | 22 |
| 2023-04-14 | 2023-06-21 | -6.24 | 67 |
| 2024-01-11 | 2024-02-29 | -5.94 | 48 |
| 2024-05-21 | 2024-07-14 | -5.70 | 54 |
| 2024-11-12 | 2024-11-16 | -5.65 | 4 |
| Metric | all.o_ | SOLUSD |
|---|---|---|
| Best Day | 8.62% | 30.09% |
| Worst Day | -79.34% | -26.94% |
| Best Week | 14.94% | 43.67% |
| Worst Week | -79.3% | -51.66% |
| Best Month | 58.44% | 140.02% |
| Worst Month | -79.28% | -56.44% |
| Best Year | 133.04% | 921.46% |
| Worst Year | -80.8% | -90.51% |
| Avg. Up Day | 0.27% | 2.01% |
| Avg. Down Day | -0.24% | -1.9% |
| Avg. Up Week | 3.39% | 13.28% |
| Avg. Down Week | -2.64% | -9.76% |
| Avg. Up Month | 10.52% | 38.64% |
| Avg. Down Month | -8.14% | -24.3% |
| Win Days % | 50.29% | 49.99% |
| Win Month % | 61.54% | 46.15% |
| Win Week % | 54.12% | 45.88% |
| Win Quarter % | 71.43% | 50.0% |
| Win Year % | 50.0% | 50.0% |