| Metric | sol.u_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 61.0% | 100.0% |
| Cumulative Return | 652.39% | 48.53% |
| Max Drawdown | -31.86% | -93.26% |
| Sharpe | 1.81 | 0.64 |
| Sortino | 3.34 | 0.98 |
| Payoff Ratio | 1.6 | 1.27 |
| Profit Factor | 1.68 | 1.1 |
| Common Sense Ratio | 2.61 | 1.33 |
| CPC Index | 1.34 | 0.68 |
| Tail Ratio | 1.55 | 1.21 |
| Outlier Win Ratio | 18.4 | 3.15 |
| Outlier Loss Ratio | 9.22 | 2.46 |
| Volatility (ann.) | 39.33% | 105.1% |
| R^2 | 0.24 | 0.24 |
| Calmar | 2.8 | 0.14 |
| Skew | 1.91 | 0.48 |
| Kurtosis | 21.53 | 7.28 |
| Expected Daily % | 0.17% | 0.03% |
| Expected Monthly % | 5.45% | 1.05% |
| Expected Yearly % | 65.62% | 10.4% |
| Kelly Criterion | 18.28% | 8.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.19% | -8.86% |
| Expected Shortfall (cVaR) | -3.19% | -8.86% |
| Year | SOLUSD | sol.u_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.18 | 25.73 | -0.29 | + |
| 2023 | 940.49 | 111.35 | 0.12 | - |
| 2024 | 85.92 | 80.49 | 0.94 | - |
| 2025 | -21.84 | 56.87 | -2.60 | + |
| Metric | sol.u_daily_ | SOLUSD |
|---|---|---|
| MTD | 13.71% | 16.78% |
| 3M | 16.81% | -36.57% |
| 6M | 98.8% | -15.52% |
| YTD | 56.87% | -21.84% |
| 1Y | 126.23% | 7.6% |
| 3Y (ann.) | 93.08% | 14.67% |
| 5Y (ann.) | 89.33% | 13.33% |
| Metric | sol.u_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -31.86% | -93.26% |
| Longest DD Days | 172.0 | 704.0 |
| Avg. Drawdown | -5.12% | -18.32% |
| Avg. Drawdown Days | 24.0 | 75.0 |
| Recovery Factor | 20.48 | 0.52 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-16 | 2023-04-13 | -31.86 | 118 |
| 2024-07-30 | 2024-10-20 | -22.66 | 82 |
| 2022-03-26 | 2022-06-21 | -15.42 | 87 |
| 2025-04-06 | 2025-04-12 | -13.43 | 6 |
| 2022-07-10 | 2022-07-17 | -11.65 | 7 |
| 2024-03-31 | 2024-06-05 | -10.93 | 66 |
| 2023-05-01 | 2023-10-20 | -9.67 | 172 |
| 2024-01-10 | 2024-02-29 | -8.26 | 50 |
| 2024-01-05 | 2024-01-09 | -7.53 | 4 |
| 2023-11-26 | 2023-12-24 | -7.43 | 28 |
| Metric | sol.u_daily_ | SOLUSD |
|---|---|---|
| Best Day | 15.83% | 41.46% |
| Worst Day | -15.55% | -36.82% |
| Best Week | 29.03% | 42.44% |
| Worst Week | -20.0% | -46.51% |
| Best Month | 34.71% | 147.89% |
| Worst Month | -27.7% | -59.31% |
| Best Year | 111.35% | 940.49% |
| Worst Year | 25.73% | -90.18% |
| Avg. Up Day | 1.7% | 4.32% |
| Avg. Down Day | -1.06% | -3.4% |
| Avg. Up Week | 4.33% | 11.05% |
| Avg. Down Week | -1.8% | -9.33% |
| Avg. Up Month | 16.23% | 40.07% |
| Avg. Down Month | -5.63% | -22.07% |
| Win Days % | 49.72% | 48.78% |
| Win Month % | 63.16% | 47.37% |
| Win Week % | 55.26% | 53.57% |
| Win Quarter % | 78.57% | 64.29% |
| Win Year % | 100.0% | 50.0% |