| Metric | g_ | SOLUSD |
|---|---|---|
| Time in Market | 89.0% | 100.0% |
| Cumulative Return | 280.93% | 12.18% |
| Max Drawdown | -11.37% | -93.44% |
| Sharpe | 1.14 | 0.27 |
| Sortino | 1.95 | 0.41 |
| Payoff Ratio | 1.27 | 1.08 |
| Profit Factor | 1.26 | 1.04 |
| Common Sense Ratio | 1.5 | 1.07 |
| CPC Index | 0.79 | 0.56 |
| Tail Ratio | 1.19 | 1.03 |
| Outlier Win Ratio | 18.86 | 2.64 |
| Outlier Loss Ratio | 15.85 | 2.26 |
| Volatility (ann.) | 9.57% | 51.68% |
| R^2 | 0.45 | 0.45 |
| Calmar | 4.58 | 0.04 |
| Skew | 2.03 | 0.48 |
| Kurtosis | 20.96 | 10.88 |
| Expected Daily % | 0.03% | 0.0% |
| Expected Monthly % | 3.49% | 0.3% |
| Expected Yearly % | 39.7% | 2.92% |
| Kelly Criterion | 9.64% | 3.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -4.41% |
| Expected Shortfall (cVaR) | -0.79% | -4.41% |
| Year | SOLUSD | g_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.51 | 20.59 | -0.23 | + |
| 2023 | 921.46 | 63.43 | 0.07 | - |
| 2024 | 85.41 | 74.00 | 0.87 | - |
| 2025 | -37.58 | 11.08 | -0.29 | + |
| Metric | g_ | SOLUSD |
|---|---|---|
| MTD | -1.57% | -5.35% |
| 3M | 8.46% | -36.31% |
| 6M | 41.69% | -15.33% |
| YTD | 11.08% | -37.58% |
| 1Y | 67.61% | -32.0% |
| 3Y (ann.) | 50.65% | 2.03% |
| 5Y (ann.) | 52.05% | 3.67% |
| Metric | g_ | SOLUSD |
|---|---|---|
| Max Drawdown | -11.37% | -93.44% |
| Longest DD Days | 173.0 | 703.0 |
| Avg. Drawdown | -1.46% | -14.34% |
| Avg. Drawdown Days | 7.0 | 48.0 |
| Recovery Factor | 24.7 | 0.13 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-01-12 | -11.37 | 28 |
| 2022-04-10 | 2022-06-25 | -11.33 | 76 |
| 2025-01-19 | 2025-04-11 | -10.08 | 81 |
| 2023-04-30 | 2023-10-21 | -7.66 | 173 |
| 2024-06-05 | 2024-07-19 | -6.25 | 43 |
| 2024-07-29 | 2024-08-07 | -5.70 | 8 |
| 2022-08-13 | 2022-10-25 | -5.29 | 73 |
| 2023-01-29 | 2023-02-16 | -4.45 | 17 |
| 2022-07-09 | 2022-07-16 | -4.29 | 6 |
| 2023-03-14 | 2023-03-18 | -4.23 | 3 |
| Metric | g_ | SOLUSD |
|---|---|---|
| Best Day | 6.01% | 30.09% |
| Worst Day | -3.02% | -26.94% |
| Best Week | 12.74% | 43.67% |
| Worst Week | -4.93% | -51.66% |
| Best Month | 21.09% | 140.02% |
| Worst Month | -9.47% | -56.44% |
| Best Year | 74.0% | 921.46% |
| Worst Year | 11.08% | -90.51% |
| Avg. Up Day | 0.37% | 2.01% |
| Avg. Down Day | -0.29% | -1.87% |
| Avg. Up Week | 3.07% | 13.68% |
| Avg. Down Week | -1.17% | -8.54% |
| Avg. Up Month | 8.49% | 37.73% |
| Avg. Down Month | -2.71% | -22.62% |
| Win Days % | 49.41% | 49.97% |
| Win Month % | 69.23% | 46.15% |
| Win Week % | 55.88% | 45.88% |
| Win Quarter % | 71.43% | 50.0% |
| Win Year % | 100.0% | 50.0% |