| Metric | g_fwd_ | SOLUSD |
|---|---|---|
| Time in Market | 93.0% | 100.0% |
| Cumulative Return | 52.85% | -29.38% |
| Max Drawdown | -10.08% | -64.93% |
| Sharpe | 1.29 | 0.01 |
| Sortino | 2.24 | 0.01 |
| Payoff Ratio | 1.31 | 1.03 |
| Profit Factor | 1.28 | 1.0 |
| Common Sense Ratio | 1.58 | 0.99 |
| CPC Index | 0.84 | 0.5 |
| Tail Ratio | 1.23 | 0.99 |
| Outlier Win Ratio | 14.0 | 2.5 |
| Outlier Loss Ratio | 14.11 | 2.39 |
| Volatility (ann.) | 9.96% | 45.78% |
| R^2 | 0.6 | 0.6 |
| Calmar | 6.33 | -0.51 |
| Skew | 2.06 | 0.73 |
| Kurtosis | 17.91 | 8.71 |
| Expected Daily % | 0.03% | -0.03% |
| Expected Monthly % | 3.93% | -3.11% |
| Expected Yearly % | 23.63% | -15.96% |
| Kelly Criterion | 12.1% | -0.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -3.94% |
| Expected Shortfall (cVaR) | -0.82% | -3.94% |
| Year | SOLUSD | g_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 37.60 | 2.86 | + |
| 2025 | -37.58 | 11.08 | -0.29 | + |
| Metric | g_fwd_ | SOLUSD |
|---|---|---|
| MTD | -1.57% | -5.35% |
| 3M | 8.46% | -36.31% |
| 6M | 41.69% | -15.33% |
| YTD | 11.08% | -37.58% |
| 1Y | 52.85% | -29.38% |
| 3Y (ann.) | 63.76% | -33.26% |
| 5Y (ann.) | 63.76% | -33.26% |
| Metric | g_fwd_ | SOLUSD |
|---|---|---|
| Max Drawdown | -10.08% | -64.93% |
| Longest DD Days | 81.0 | 101.0 |
| Avg. Drawdown | -1.43% | -11.98% |
| Avg. Drawdown Days | 6.0 | 18.0 |
| Recovery Factor | 5.24 | -0.45 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-04-11 | -10.08 | 81 |
| 2024-06-05 | 2024-07-19 | -6.25 | 43 |
| 2024-07-29 | 2024-08-07 | -5.70 | 8 |
| 2024-12-17 | 2025-01-15 | -4.18 | 29 |
| 2024-10-07 | 2024-10-14 | -3.77 | 6 |
| 2024-08-09 | 2024-09-13 | -2.80 | 35 |
| 2024-09-14 | 2024-09-20 | -2.59 | 6 |
| 2024-11-30 | 2024-12-05 | -2.43 | 4 |
| 2024-10-21 | 2024-11-06 | -2.22 | 15 |
| 2024-11-12 | 2024-11-21 | -2.11 | 9 |
| Metric | g_fwd_ | SOLUSD |
|---|---|---|
| Best Day | 5.4% | 19.54% |
| Worst Day | -2.21% | -14.23% |
| Best Week | 12.74% | 21.25% |
| Worst Week | -3.48% | -17.1% |
| Best Month | 21.09% | 41.15% |
| Worst Month | -4.02% | -36.08% |
| Best Year | 37.6% | 13.13% |
| Worst Year | 11.08% | -37.58% |
| Avg. Up Day | 0.39% | 1.83% |
| Avg. Down Day | -0.3% | -1.77% |
| Avg. Up Week | 3.41% | 10.16% |
| Avg. Down Week | -1.25% | -9.51% |
| Avg. Up Month | 10.87% | 20.86% |
| Avg. Down Month | -2.47% | -18.58% |
| Win Days % | 50.09% | 48.73% |
| Win Month % | 63.64% | 45.45% |
| Win Week % | 56.52% | 47.83% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 100.0% | 50.0% |