| Metric | sol.u_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 62.0% | 100.0% |
| Cumulative Return | 677.39% | 58.8% |
| Max Drawdown | -31.86% | -93.26% |
| Sharpe | 1.82 | 0.66 |
| Sortino | 3.36 | 1.01 |
| Payoff Ratio | 1.6 | 1.27 |
| Profit Factor | 1.68 | 1.11 |
| Common Sense Ratio | 2.58 | 1.33 |
| CPC Index | 1.33 | 0.69 |
| Tail Ratio | 1.54 | 1.2 |
| Outlier Win Ratio | 18.19 | 3.12 |
| Outlier Loss Ratio | 9.25 | 2.43 |
| Volatility (ann.) | 39.08% | 105.29% |
| R^2 | 0.24 | 0.24 |
| Calmar | 2.8 | 0.17 |
| Skew | 1.92 | 0.46 |
| Kurtosis | 21.73 | 7.09 |
| Expected Daily % | 0.17% | 0.04% |
| Expected Monthly % | 5.26% | 1.16% |
| Expected Yearly % | 66.98% | 12.26% |
| Kelly Criterion | 18.2% | 8.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.17% | -8.87% |
| Expected Shortfall (cVaR) | -3.17% | -8.87% |
| Year | SOLUSD | sol.u_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.71 | 29.23 | -0.33 | + |
| 2023 | 940.49 | 111.35 | 0.12 | - |
| 2024 | 85.92 | 80.49 | 0.94 | - |
| 2025 | -20.21 | 57.70 | -2.85 | + |
| Metric | sol.u_daily_ | SOLUSD |
|---|---|---|
| MTD | 0.53% | 2.08% |
| 3M | 17.87% | -26.43% |
| 6M | 101.93% | -6.53% |
| YTD | 57.7% | -20.21% |
| 1Y | 126.75% | -3.07% |
| 3Y (ann.) | 93.52% | 22.91% |
| 5Y (ann.) | 89.09% | 15.45% |
| Metric | sol.u_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -31.86% | -93.26% |
| Longest DD Days | 172.0 | 704.0 |
| Avg. Drawdown | -4.89% | -18.3% |
| Avg. Drawdown Days | 23.0 | 72.0 |
| Recovery Factor | 21.26 | 0.63 |
| 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 | 29.23% | -89.71% |
| Avg. Up Day | 1.68% | 4.35% |
| Avg. Down Day | -1.05% | -3.43% |
| Avg. Up Week | 4.26% | 10.8% |
| Avg. Down Week | -1.81% | -9.29% |
| Avg. Up Month | 15.6% | 38.93% |
| Avg. Down Month | -5.31% | -21.09% |
| Win Days % | 49.65% | 48.85% |
| Win Month % | 62.5% | 47.5% |
| Win Week % | 55.84% | 54.12% |
| Win Quarter % | 78.57% | 64.29% |
| Win Year % | 100.0% | 50.0% |