| Metric | sol.u_ | SOLUSD |
|---|---|---|
| Time in Market | 55.0% | 100.0% |
| Cumulative Return | 654.5% | 53.25% |
| Max Drawdown | -34.2% | -93.44% |
| Sharpe | 0.92 | 0.32 |
| Sortino | 1.57 | 0.48 |
| Payoff Ratio | 1.34 | 1.16 |
| Profit Factor | 1.33 | 1.05 |
| Common Sense Ratio | 1.71 | 1.07 |
| CPC Index | 0.86 | 0.61 |
| Tail Ratio | 1.29 | 1.01 |
| Outlier Win Ratio | 20.46 | 3.12 |
| Outlier Loss Ratio | 9.15 | 2.72 |
| Volatility (ann.) | 19.47% | 51.38% |
| R^2 | 0.27 | 0.27 |
| Calmar | 2.61 | 0.15 |
| Skew | 2.69 | 0.49 |
| Kurtosis | 45.55 | 11.25 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 5.32% | 1.1% |
| Expected Yearly % | 65.74% | 11.26% |
| Kelly Criterion | 9.61% | 7.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.63% | -4.38% |
| Expected Shortfall (cVaR) | -1.63% | -4.38% |
| Year | SOLUSD | sol.u_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.93 | 28.45 | -0.32 | + |
| 2023 | 921.46 | 106.88 | 0.12 | - |
| 2024 | 85.41 | 80.49 | 0.94 | - |
| 2025 | -19.61 | 57.31 | -2.92 | + |
| Metric | sol.u_ | SOLUSD |
|---|---|---|
| MTD | 0.21% | 2.87% |
| 3M | 17.13% | -33.47% |
| 6M | 99.36% | -15.39% |
| YTD | 57.31% | -19.61% |
| 1Y | 126.86% | 19.82% |
| 3Y (ann.) | 93.26% | 21.45% |
| 5Y (ann.) | 89.39% | 14.44% |
| Metric | sol.u_ | SOLUSD |
|---|---|---|
| Max Drawdown | -34.2% | -93.44% |
| Longest DD Days | 172.0 | 703.0 |
| Avg. Drawdown | -3.79% | -13.15% |
| Avg. Drawdown Days | 13.0 | 45.0 |
| Recovery Factor | 19.14 | 0.57 |
| Ulcer Index | 1.08 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2023-04-25 | -34.20 | 132 |
| 2024-07-29 | 2024-10-14 | -24.15 | 77 |
| 2022-04-10 | 2022-06-21 | -17.10 | 71 |
| 2025-04-04 | 2025-04-11 | -15.76 | 6 |
| 2022-07-08 | 2022-07-16 | -13.59 | 7 |
| 2024-04-01 | 2024-07-19 | -12.39 | 109 |
| 2023-04-30 | 2023-10-20 | -10.81 | 172 |
| 2024-02-18 | 2024-02-28 | -9.63 | 9 |
| 2024-11-29 | 2025-01-16 | -8.94 | 47 |
| 2025-02-04 | 2025-03-24 | -8.81 | 48 |
| Metric | sol.u_ | SOLUSD |
|---|---|---|
| Best Day | 14.13% | 30.09% |
| Worst Day | -12.67% | -26.94% |
| Best Week | 26.27% | 43.67% |
| Worst Week | -14.41% | -51.66% |
| Best Month | 34.3% | 140.02% |
| Worst Month | -26.14% | -56.44% |
| Best Year | 106.88% | 921.46% |
| Worst Year | 28.45% | -89.93% |
| Avg. Up Day | 0.75% | 1.91% |
| Avg. Down Day | -0.56% | -1.64% |
| Avg. Up Week | 4.72% | 12.95% |
| Avg. Down Week | -1.93% | -8.43% |
| Avg. Up Month | 14.2% | 34.93% |
| Avg. Down Month | -5.1% | -21.44% |
| Win Days % | 48.21% | 50.23% |
| Win Month % | 64.1% | 51.28% |
| Win Week % | 58.5% | 46.75% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 100.0% | 50.0% |