| Metric | sol.res_fwd_ | SOLUSD |
|---|---|---|
| Time in Market | 56.0% | 100.0% |
| Cumulative Return | 108.99% | -9.05% |
| Max Drawdown | -23.86% | -64.93% |
| Sharpe | 1.11 | 0.17 |
| Sortino | 1.89 | 0.25 |
| Payoff Ratio | 1.47 | 1.19 |
| Profit Factor | 1.42 | 1.03 |
| Common Sense Ratio | 2.07 | 1.05 |
| CPC Index | 0.99 | 0.6 |
| Tail Ratio | 1.46 | 1.02 |
| Outlier Win Ratio | 17.18 | 3.0 |
| Outlier Loss Ratio | 8.86 | 2.79 |
| Volatility (ann.) | 19.91% | 45.1% |
| R^2 | 0.37 | 0.37 |
| Calmar | 5.19 | -0.15 |
| Skew | 2.33 | 0.7 |
| Kurtosis | 49.9 | 8.71 |
| Expected Daily % | 0.06% | -0.01% |
| Expected Monthly % | 6.34% | -0.79% |
| Expected Yearly % | 44.56% | -4.63% |
| Kelly Criterion | 11.9% | 6.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.65% | -3.86% |
| Expected Shortfall (cVaR) | -1.65% | -3.86% |
| Year | SOLUSD | sol.res_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 30.78 | 2.34 | + |
| 2025 | -19.61 | 59.80 | -3.05 | + |
| Metric | sol.res_fwd_ | SOLUSD |
|---|---|---|
| MTD | 0.41% | 2.87% |
| 3M | 15.62% | -33.47% |
| 6M | 99.11% | -15.39% |
| YTD | 59.8% | -19.61% |
| 1Y | 108.99% | -9.05% |
| 3Y (ann.) | 123.79% | -9.85% |
| 5Y (ann.) | 123.79% | -9.85% |
| Metric | sol.res_fwd_ | SOLUSD |
|---|---|---|
| Max Drawdown | -23.86% | -64.93% |
| Longest DD Days | 96.0 | 101.0 |
| Avg. Drawdown | -3.82% | -11.98% |
| Avg. Drawdown Days | 12.0 | 19.0 |
| Recovery Factor | 4.57 | -0.14 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-01 | 2024-11-06 | -23.86 | 96 |
| 2025-04-04 | 2025-04-12 | -16.77 | 7 |
| 2024-11-29 | 2025-01-16 | -8.16 | 47 |
| 2025-01-19 | 2025-03-24 | -6.80 | 63 |
| 2025-04-14 | 2025-05-01 | -5.57 | 16 |
| 2024-06-05 | 2024-07-16 | -5.50 | 40 |
| 2024-11-12 | 2024-11-27 | -3.67 | 15 |
| 2024-07-16 | 2024-07-19 | -2.89 | 2 |
| 2025-03-25 | 2025-04-04 | -2.71 | 9 |
| 2025-04-13 | 2025-04-14 | -2.64 | 1 |
| Metric | sol.res_fwd_ | SOLUSD |
|---|---|---|
| Best Day | 12.54% | 19.54% |
| Worst Day | -11.5% | -14.23% |
| Best Week | 21.2% | 21.25% |
| Worst Week | -6.83% | -17.1% |
| Best Month | 38.22% | 41.15% |
| Worst Month | -11.75% | -36.08% |
| Best Year | 59.8% | 13.13% |
| Worst Year | 30.78% | -19.61% |
| Avg. Up Day | 0.78% | 1.78% |
| Avg. Down Day | -0.53% | -1.5% |
| Avg. Up Week | 5.42% | 9.66% |
| Avg. Down Week | -1.28% | -8.5% |
| Avg. Up Month | 16.53% | 18.81% |
| Avg. Down Month | -5.35% | -22.53% |
| Win Days % | 47.57% | 49.33% |
| Win Month % | 58.33% | 58.33% |
| Win Week % | 53.33% | 51.02% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |