| Metric | sol.u_fwd_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 67.0% | 100.0% |
| Cumulative Return | 120.1% | -11.85% |
| Max Drawdown | -22.66% | -61.75% |
| Sharpe | 2.19 | 0.29 |
| Sortino | 3.82 | 0.43 |
| Payoff Ratio | 2.13 | 1.28 |
| Profit Factor | 1.99 | 1.04 |
| Common Sense Ratio | 5.54 | 1.01 |
| CPC Index | 2.01 | 0.64 |
| Tail Ratio | 2.79 | 0.97 |
| Outlier Win Ratio | 14.49 | 3.26 |
| Outlier Loss Ratio | 10.24 | 2.47 |
| Volatility (ann.) | 43.81% | 90.01% |
| R^2 | 0.37 | 0.37 |
| Calmar | 6.07 | -0.21 |
| Skew | 1.28 | 0.26 |
| Kurtosis | 25.71 | 3.15 |
| Expected Daily % | 0.24% | -0.04% |
| Expected Monthly % | 7.44% | -1.14% |
| Expected Yearly % | 48.36% | -6.11% |
| Kelly Criterion | 22.85% | 7.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.51% | -7.68% |
| Expected Shortfall (cVaR) | -3.51% | -7.68% |
| Year | SOLUSD | sol.u_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 40.31 | 3.15 | + |
| 2025 | -21.84 | 56.87 | -2.60 | + |
| Metric | sol.u_fwd_daily_ | SOLUSD |
|---|---|---|
| MTD | 13.71% | 16.78% |
| 3M | 16.81% | -36.57% |
| 6M | 98.8% | -15.52% |
| YTD | 56.87% | -21.84% |
| 1Y | 120.1% | -11.85% |
| 3Y (ann.) | 137.44% | -12.91% |
| 5Y (ann.) | 137.44% | -12.91% |
| Metric | sol.u_fwd_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -22.66% | -61.75% |
| Longest DD Days | 82.0 | 101.0 |
| Avg. Drawdown | -5.23% | -16.47% |
| Avg. Drawdown Days | 21.0 | 29.0 |
| Recovery Factor | 5.3 | -0.19 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-30 | 2024-10-20 | -22.66 | 82 |
| 2025-04-06 | 2025-04-12 | -13.43 | 6 |
| 2024-12-01 | 2025-01-17 | -6.29 | 47 |
| 2024-06-06 | 2024-07-20 | -6.20 | 44 |
| 2025-04-15 | 2025-04-19 | -5.39 | 4 |
| 2025-02-06 | 2025-03-24 | -5.03 | 46 |
| 2024-11-13 | 2024-11-28 | -3.14 | 15 |
| 2025-02-02 | 2025-02-05 | -1.98 | 3 |
| 2024-10-22 | 2024-11-06 | -1.39 | 15 |
| 2025-03-27 | 2025-04-05 | -1.39 | 9 |
| Metric | sol.u_fwd_daily_ | SOLUSD |
|---|---|---|
| Best Day | 15.83% | 20.8% |
| Worst Day | -15.55% | -18.74% |
| Best Week | 23.18% | 25.06% |
| Worst Week | -7.65% | -26.95% |
| Best Month | 34.71% | 39.21% |
| Worst Month | -8.22% | -46.12% |
| Best Year | 56.87% | 12.78% |
| Worst Year | 40.31% | -21.84% |
| Avg. Up Day | 1.81% | 4.0% |
| Avg. Down Day | -0.85% | -3.12% |
| Avg. Up Week | 5.36% | 9.74% |
| Avg. Down Week | -1.31% | -7.96% |
| Avg. Up Month | 17.46% | 23.33% |
| Avg. Down Month | -5.16% | -27.7% |
| Win Days % | 47.51% | 47.75% |
| Win Month % | 63.64% | 54.55% |
| Win Week % | 52.17% | 48.98% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |