| Metric | sol.u_fwd_ | SOLUSD |
|---|---|---|
| Time in Market | 60.0% | 100.0% |
| Cumulative Return | 120.72% | -9.05% |
| Max Drawdown | -24.15% | -64.93% |
| Sharpe | 1.14 | 0.17 |
| Sortino | 1.95 | 0.25 |
| Payoff Ratio | 1.55 | 1.18 |
| Profit Factor | 1.45 | 1.03 |
| Common Sense Ratio | 2.43 | 1.05 |
| CPC Index | 1.05 | 0.6 |
| Tail Ratio | 1.68 | 1.02 |
| Outlier Win Ratio | 15.59 | 2.9 |
| Outlier Loss Ratio | 9.88 | 2.88 |
| Volatility (ann.) | 20.91% | 45.1% |
| R^2 | 0.36 | 0.36 |
| Calmar | 5.7 | -0.15 |
| Skew | 2.69 | 0.7 |
| Kurtosis | 60.15 | 8.71 |
| Expected Daily % | 0.06% | -0.01% |
| Expected Monthly % | 6.82% | -0.79% |
| Expected Yearly % | 48.57% | -4.63% |
| Kelly Criterion | 12.61% | 6.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.74% | -3.86% |
| Expected Shortfall (cVaR) | -1.74% | -3.86% |
| Year | SOLUSD | sol.u_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 40.31 | 3.07 | + |
| 2025 | -19.61 | 57.31 | -2.92 | + |
| Metric | sol.u_fwd_ | SOLUSD |
|---|---|---|
| MTD | 0.21% | 2.87% |
| 3M | 17.13% | -33.47% |
| 6M | 99.36% | -15.39% |
| YTD | 57.31% | -19.61% |
| 1Y | 120.72% | -9.05% |
| 3Y (ann.) | 137.55% | -9.85% |
| 5Y (ann.) | 137.55% | -9.85% |
| Metric | sol.u_fwd_ | SOLUSD |
|---|---|---|
| Max Drawdown | -24.15% | -64.93% |
| Longest DD Days | 77.0 | 101.0 |
| Avg. Drawdown | -3.5% | -11.98% |
| Avg. Drawdown Days | 10.0 | 19.0 |
| Recovery Factor | 5.0 | -0.14 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2024-10-14 | -24.15 | 77 |
| 2025-04-04 | 2025-04-11 | -15.76 | 6 |
| 2024-11-29 | 2025-01-16 | -8.94 | 47 |
| 2025-02-04 | 2025-03-24 | -8.81 | 48 |
| 2024-06-05 | 2024-07-19 | -7.16 | 43 |
| 2025-04-14 | 2025-05-01 | -5.95 | 16 |
| 2024-11-12 | 2024-11-27 | -4.22 | 15 |
| 2025-01-19 | 2025-02-03 | -3.51 | 15 |
| 2024-11-04 | 2024-11-05 | -3.08 | 1 |
| 2025-03-25 | 2025-04-04 | -3.04 | 9 |
| Metric | sol.u_fwd_ | SOLUSD |
|---|---|---|
| Best Day | 14.13% | 19.54% |
| Worst Day | -12.67% | -14.23% |
| Best Week | 22.04% | 21.25% |
| Worst Week | -5.43% | -17.1% |
| Best Month | 34.3% | 41.15% |
| Worst Month | -8.26% | -36.08% |
| Best Year | 57.31% | 13.13% |
| Worst Year | 40.31% | -19.61% |
| Avg. Up Day | 0.75% | 1.76% |
| Avg. Down Day | -0.49% | -1.49% |
| Avg. Up Week | 5.09% | 9.44% |
| Avg. Down Week | -1.21% | -9.33% |
| Avg. Up Month | 14.57% | 17.95% |
| Avg. Down Month | -4.61% | -22.53% |
| Win Days % | 46.93% | 49.33% |
| Win Month % | 66.67% | 58.33% |
| Win Week % | 60.0% | 51.02% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |