| Metric | g_fwd_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 96.0% | 100.0% |
| Cumulative Return | 51.98% | -30.44% |
| Max Drawdown | -8.89% | -61.75% |
| Sharpe | 2.44 | -0.01 |
| Sortino | 4.48 | -0.01 |
| Payoff Ratio | 1.6 | 1.1 |
| Profit Factor | 1.6 | 1.0 |
| Common Sense Ratio | 2.25 | 0.94 |
| CPC Index | 1.32 | 0.52 |
| Tail Ratio | 1.4 | 0.94 |
| Outlier Win Ratio | 13.61 | 2.59 |
| Outlier Loss Ratio | 13.64 | 2.11 |
| Volatility (ann.) | 20.84% | 91.32% |
| R^2 | 0.57 | 0.57 |
| Calmar | 7.07 | -0.56 |
| Skew | 1.54 | 0.28 |
| Kurtosis | 12.65 | 3.14 |
| Expected Daily % | 0.13% | -0.12% |
| Expected Monthly % | 3.88% | -3.25% |
| Expected Yearly % | 23.28% | -16.6% |
| Kelly Criterion | 21.11% | -1.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.65% | -7.86% |
| Expected Shortfall (cVaR) | -1.65% | -7.86% |
| Year | SOLUSD | g_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 37.44 | 2.93 | + |
| 2025 | -38.33 | 10.57 | -0.28 | + |
| Metric | g_fwd_daily_ | SOLUSD |
|---|---|---|
| MTD | -2.21% | -7.85% |
| 3M | 6.78% | -46.38% |
| 6M | 38.14% | -19.22% |
| YTD | 10.57% | -38.33% |
| 1Y | 51.98% | -30.44% |
| 3Y (ann.) | 62.92% | -34.51% |
| 5Y (ann.) | 62.92% | -34.51% |
| Metric | g_fwd_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -8.89% | -61.75% |
| Longest DD Days | 75.0 | 101.0 |
| Avg. Drawdown | -1.43% | -16.47% |
| Avg. Drawdown Days | 9.0 | 27.0 |
| Recovery Factor | 5.84 | -0.49 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-04-10 | -8.89 | 75 |
| 2024-06-06 | 2024-07-17 | -5.75 | 41 |
| 2024-07-30 | 2024-08-07 | -5.28 | 8 |
| 2024-12-18 | 2025-01-17 | -3.99 | 30 |
| 2024-10-08 | 2024-10-14 | -2.44 | 6 |
| 2024-09-15 | 2024-09-20 | -2.19 | 5 |
| 2024-08-26 | 2024-09-14 | -2.16 | 19 |
| 2024-08-12 | 2024-08-25 | -1.93 | 13 |
| 2024-10-22 | 2024-11-06 | -1.64 | 15 |
| 2024-11-13 | 2024-11-14 | -1.61 | 1 |
| Metric | g_fwd_daily_ | SOLUSD |
|---|---|---|
| Best Day | 7.44% | 20.8% |
| Worst Day | -5.09% | -18.74% |
| Best Week | 12.19% | 25.06% |
| Worst Week | -3.18% | -26.95% |
| Best Month | 21.06% | 39.21% |
| Worst Month | -4.29% | -46.12% |
| Best Year | 37.44% | 12.78% |
| Worst Year | 10.57% | -38.33% |
| Avg. Up Day | 0.88% | 4.0% |
| Avg. Down Day | -0.55% | -3.64% |
| Avg. Up Week | 3.06% | 9.83% |
| Avg. Down Week | -1.13% | -9.66% |
| Avg. Up Month | 11.08% | 24.64% |
| Avg. Down Month | -3.07% | -23.61% |
| Win Days % | 51.51% | 46.96% |
| Win Month % | 63.64% | 45.45% |
| Win Week % | 54.35% | 47.83% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 100.0% | 50.0% |