| Metric | g_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 92.0% | 100.0% |
| Cumulative Return | 278.75% | 10.49% |
| Max Drawdown | -10.99% | -93.26% |
| Sharpe | 2.27 | 0.56 |
| Sortino | 4.15 | 0.85 |
| Payoff Ratio | 1.59 | 1.2 |
| Profit Factor | 1.54 | 1.09 |
| Common Sense Ratio | 2.37 | 1.35 |
| CPC Index | 1.2 | 0.63 |
| Tail Ratio | 1.54 | 1.24 |
| Outlier Win Ratio | 16.37 | 2.54 |
| Outlier Loss Ratio | 15.69 | 2.06 |
| Volatility (ann.) | 19.22% | 106.26% |
| R^2 | 0.42 | 0.42 |
| Calmar | 4.71 | 0.03 |
| Skew | 1.4 | 0.46 |
| Kurtosis | 9.89 | 6.85 |
| Expected Daily % | 0.11% | 0.01% |
| Expected Monthly % | 3.47% | 0.26% |
| Expected Yearly % | 39.5% | 2.52% |
| Kelly Criterion | 16.74% | 5.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.54% | -8.99% |
| Expected Shortfall (cVaR) | -1.54% | -8.99% |
| Year | SOLUSD | g_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.74 | 20.21 | -0.22 | + |
| 2023 | 940.49 | 63.86 | 0.07 | - |
| 2024 | 85.92 | 73.89 | 0.86 | - |
| 2025 | -38.33 | 10.57 | -0.28 | + |
| Metric | g_daily_ | SOLUSD |
|---|---|---|
| MTD | -2.21% | -7.85% |
| 3M | 6.78% | -46.38% |
| 6M | 38.14% | -19.22% |
| YTD | 10.57% | -38.33% |
| 1Y | 65.8% | -34.87% |
| 3Y (ann.) | 50.26% | 1.5% |
| 5Y (ann.) | 51.83% | 3.18% |
| Metric | g_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -10.99% | -93.26% |
| Longest DD Days | 174.0 | 704.0 |
| Avg. Drawdown | -1.67% | -19.81% |
| Avg. Drawdown Days | 11.0 | 76.0 |
| Recovery Factor | 25.35 | 0.11 |
| Ulcer Index | 1.0 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-30 | 2022-06-25 | -10.99 | 87 |
| 2022-12-16 | 2023-01-04 | -10.34 | 19 |
| 2025-01-25 | 2025-04-10 | -8.89 | 75 |
| 2023-05-01 | 2023-10-22 | -6.93 | 174 |
| 2024-06-06 | 2024-07-17 | -5.75 | 41 |
| 2024-07-30 | 2024-08-07 | -5.28 | 8 |
| 2022-08-14 | 2022-10-27 | -5.22 | 74 |
| 2024-12-18 | 2025-01-17 | -3.99 | 30 |
| 2022-07-09 | 2022-07-17 | -3.80 | 8 |
| 2024-01-03 | 2024-01-12 | -3.65 | 9 |
| Metric | g_daily_ | SOLUSD |
|---|---|---|
| Best Day | 7.44% | 41.46% |
| Worst Day | -5.09% | -36.82% |
| Best Week | 12.19% | 42.44% |
| Worst Week | -5.23% | -46.51% |
| Best Month | 21.06% | 147.89% |
| Worst Month | -9.45% | -59.31% |
| Best Year | 73.89% | 940.49% |
| Worst Year | 10.57% | -90.74% |
| Avg. Up Day | 0.87% | 4.49% |
| Avg. Down Day | -0.55% | -3.74% |
| Avg. Up Week | 2.59% | 11.27% |
| Avg. Down Week | -1.13% | -9.61% |
| Avg. Up Month | 9.4% | 42.62% |
| Avg. Down Month | -2.86% | -20.99% |
| Win Days % | 48.83% | 48.54% |
| Win Month % | 69.23% | 43.59% |
| Win Week % | 54.71% | 52.66% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 50.0% |