| Metric | sol.u_fwd_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 67.0% | 100.0% |
| Cumulative Return | 121.26% | -10.02% |
| Max Drawdown | -22.66% | -61.75% |
| Sharpe | 2.17 | 0.32 |
| Sortino | 3.78 | 0.47 |
| Payoff Ratio | 2.08 | 1.27 |
| Profit Factor | 1.95 | 1.05 |
| Common Sense Ratio | 5.34 | 1.03 |
| CPC Index | 1.93 | 0.64 |
| Tail Ratio | 2.73 | 0.98 |
| Outlier Win Ratio | 14.22 | 3.29 |
| Outlier Loss Ratio | 10.06 | 2.47 |
| Volatility (ann.) | 43.46% | 89.06% |
| R^2 | 0.38 | 0.38 |
| Calmar | 5.91 | -0.17 |
| Skew | 1.29 | 0.26 |
| Kurtosis | 25.94 | 3.26 |
| Expected Daily % | 0.23% | -0.03% |
| Expected Monthly % | 6.84% | -0.88% |
| Expected Yearly % | 48.75% | -5.14% |
| Kelly Criterion | 22.36% | 7.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.48% | -7.59% |
| Expected Shortfall (cVaR) | -3.48% | -7.59% |
| Year | SOLUSD | sol.u_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 40.31 | 3.15 | + |
| 2025 | -20.21 | 57.70 | -2.85 | + |
| Metric | sol.u_fwd_daily_ | SOLUSD |
|---|---|---|
| MTD | 0.53% | 2.08% |
| 3M | 17.87% | -26.43% |
| 6M | 101.93% | -6.53% |
| YTD | 57.7% | -20.21% |
| 1Y | 121.26% | -10.02% |
| 3Y (ann.) | 133.98% | -10.68% |
| 5Y (ann.) | 133.98% | -10.68% |
| Metric | sol.u_fwd_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -22.66% | -61.75% |
| Longest DD Days | 82.0 | 108.0 |
| Avg. Drawdown | -5.09% | -16.47% |
| Avg. Drawdown Days | 20.0 | 30.0 |
| Recovery Factor | 5.35 | -0.16 |
| 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 |
| 2025-05-02 | 2025-05-08 | -3.24 | 6 |
| 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 |
| 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 | 57.7% | 12.78% |
| Worst Year | 40.31% | -20.21% |
| Avg. Up Day | 1.78% | 3.9% |
| Avg. Down Day | -0.86% | -3.07% |
| Avg. Up Week | 5.14% | 9.3% |
| Avg. Down Week | -1.33% | -7.87% |
| Avg. Up Month | 15.04% | 20.29% |
| Avg. Down Month | -5.16% | -27.7% |
| Win Days % | 47.6% | 48.09% |
| Win Month % | 66.67% | 58.33% |
| Win Week % | 53.19% | 50.0% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |