| Metric | sol.res_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 58.0% | 100.0% |
| Cumulative Return | 595.37% | 52.76% |
| Max Drawdown | -31.3% | -93.26% |
| Sharpe | 1.79 | 0.65 |
| Sortino | 3.23 | 1.0 |
| Payoff Ratio | 1.53 | 1.3 |
| Profit Factor | 1.65 | 1.1 |
| Common Sense Ratio | 2.65 | 1.33 |
| CPC Index | 1.28 | 0.7 |
| Tail Ratio | 1.61 | 1.2 |
| Outlier Win Ratio | 19.45 | 3.17 |
| Outlier Loss Ratio | 8.45 | 2.43 |
| Volatility (ann.) | 38.32% | 105.12% |
| R^2 | 0.25 | 0.25 |
| Calmar | 2.7 | 0.15 |
| Skew | 1.7 | 0.47 |
| Kurtosis | 20.65 | 7.26 |
| Expected Daily % | 0.17% | 0.04% |
| Expected Monthly % | 5.24% | 1.12% |
| Expected Yearly % | 62.39% | 11.17% |
| Kelly Criterion | 18.46% | 9.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.11% | -8.86% |
| Expected Shortfall (cVaR) | -3.11% | -8.86% |
| Year | SOLUSD | sol.res_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.90 | 34.14 | -0.38 | + |
| 2023 | 940.49 | 109.77 | 0.12 | - |
| 2024 | 85.92 | 55.52 | 0.65 | - |
| 2025 | -21.84 | 58.91 | -2.70 | + |
| Metric | sol.res_daily_ | SOLUSD |
|---|---|---|
| MTD | 9.7% | 16.78% |
| 3M | 14.96% | -36.57% |
| 6M | 97.98% | -15.52% |
| YTD | 58.91% | -21.84% |
| 1Y | 111.0% | 7.6% |
| 3Y (ann.) | 88.46% | 14.67% |
| 5Y (ann.) | 84.47% | 14.31% |
| Metric | sol.res_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -31.3% | -93.26% |
| Longest DD Days | 172.0 | 704.0 |
| Avg. Drawdown | -5.36% | -18.56% |
| Avg. Drawdown Days | 27.0 | 76.0 |
| Recovery Factor | 19.02 | 0.57 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-16 | 2023-04-29 | -31.30 | 134 |
| 2024-08-01 | 2024-11-06 | -22.54 | 97 |
| 2025-04-06 | 2025-04-12 | -14.38 | 6 |
| 2022-03-26 | 2022-06-21 | -13.84 | 87 |
| 2022-07-10 | 2022-07-17 | -12.82 | 7 |
| 2024-03-31 | 2024-07-19 | -11.80 | 110 |
| 2023-05-01 | 2023-10-20 | -9.62 | 172 |
| 2023-11-26 | 2024-01-09 | -8.70 | 44 |
| 2024-01-10 | 2024-02-29 | -8.49 | 50 |
| 2022-09-28 | 2022-11-11 | -7.20 | 44 |
| Metric | sol.res_daily_ | SOLUSD |
|---|---|---|
| Best Day | 16.9% | 41.46% |
| Worst Day | -14.18% | -36.82% |
| Best Week | 25.34% | 42.44% |
| Worst Week | -18.04% | -46.51% |
| Best Month | 38.23% | 147.89% |
| Worst Month | -26.74% | -59.31% |
| Best Year | 109.77% | 940.49% |
| Worst Year | 34.14% | -89.9% |
| Avg. Up Day | 1.76% | 4.33% |
| Avg. Down Day | -1.15% | -3.34% |
| Avg. Up Week | 4.5% | 11.38% |
| Avg. Down Week | -2.09% | -9.47% |
| Avg. Up Month | 16.29% | 41.91% |
| Avg. Down Month | -5.17% | -22.32% |
| Win Days % | 50.68% | 48.79% |
| Win Month % | 57.89% | 47.37% |
| Win Week % | 56.08% | 53.57% |
| Win Quarter % | 71.43% | 64.29% |
| Win Year % | 100.0% | 50.0% |