| Metric | sol.u_ | SOLUSD |
|---|---|---|
| Time in Market | 56.0% | 100.0% |
| Cumulative Return | 679.73% | 82.8% |
| Max Drawdown | -34.2% | -93.44% |
| Sharpe | 0.93 | 0.35 |
| Sortino | 1.59 | 0.52 |
| Payoff Ratio | 1.35 | 1.17 |
| Profit Factor | 1.33 | 1.06 |
| Common Sense Ratio | 1.72 | 1.08 |
| CPC Index | 0.86 | 0.62 |
| Tail Ratio | 1.3 | 1.02 |
| Outlier Win Ratio | 20.14 | 3.12 |
| Outlier Loss Ratio | 9.08 | 2.74 |
| Volatility (ann.) | 19.52% | 51.28% |
| R^2 | 0.27 | 0.27 |
| Calmar | 2.66 | 0.22 |
| Skew | 2.67 | 0.49 |
| Kurtosis | 44.94 | 11.31 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 5.41% | 1.56% |
| Expected Yearly % | 67.1% | 16.28% |
| Kelly Criterion | 9.61% | 7.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.63% | -4.37% |
| Expected Shortfall (cVaR) | -1.63% | -4.37% |
| Year | SOLUSD | sol.u_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.21 | 28.81 | -0.33 | + |
| 2023 | 921.46 | 106.88 | 0.12 | - |
| 2024 | 85.41 | 80.49 | 0.94 | - |
| 2025 | -18.13 | 62.11 | -3.43 | + |
| Metric | sol.u_ | SOLUSD |
|---|---|---|
| MTD | 3.26% | 4.77% |
| 3M | 25.4% | -21.2% |
| 6M | 100.74% | -7.23% |
| YTD | 62.11% | -18.13% |
| 1Y | 133.4% | 4.45% |
| 3Y (ann.) | 95.31% | 25.14% |
| 5Y (ann.) | 91.05% | 20.94% |
| Metric | sol.u_ | SOLUSD |
|---|---|---|
| Max Drawdown | -34.2% | -93.44% |
| Longest DD Days | 172.0 | 703.0 |
| Avg. Drawdown | -3.78% | -11.51% |
| Avg. Drawdown Days | 13.0 | 39.0 |
| Recovery Factor | 19.87 | 0.89 |
| Ulcer Index | inf | inf |
| 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 | 28.81% | -88.21% |
| Avg. Up Day | 0.76% | 1.91% |
| Avg. Down Day | -0.56% | -1.63% |
| Avg. Up Week | 4.79% | 13.02% |
| Avg. Down Week | -1.95% | -8.16% |
| Avg. Up Month | 14.38% | 36.15% |
| Avg. Down Month | -5.1% | -21.44% |
| Win Days % | 48.14% | 50.2% |
| Win Month % | 64.1% | 51.28% |
| Win Week % | 58.5% | 46.75% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 100.0% | 50.0% |