| Metric | sol.u_ | SOLUSD |
|---|---|---|
| Time in Market | 56.0% | 100.0% |
| Cumulative Return | 740.03% | 64.2% |
| Max Drawdown | -34.2% | -93.44% |
| Sharpe | 0.95 | 0.33 |
| Sortino | 1.63 | 0.49 |
| Payoff Ratio | 1.36 | 1.17 |
| Profit Factor | 1.33 | 1.05 |
| Common Sense Ratio | 1.73 | 1.07 |
| CPC Index | 0.87 | 0.62 |
| Tail Ratio | 1.3 | 1.01 |
| Outlier Win Ratio | 20.07 | 3.11 |
| Outlier Loss Ratio | 9.22 | 2.72 |
| Volatility (ann.) | 19.43% | 51.33% |
| R^2 | 0.27 | 0.27 |
| Calmar | 2.74 | 0.18 |
| Skew | 2.68 | 0.48 |
| Kurtosis | 45.16 | 11.08 |
| Expected Daily % | 0.05% | 0.01% |
| Expected Monthly % | 5.46% | 1.25% |
| Expected Yearly % | 70.24% | 13.2% |
| Kelly Criterion | 9.88% | 7.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.62% | -4.37% |
| Expected Shortfall (cVaR) | -1.62% | -4.37% |
| Year | SOLUSD | sol.u_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.95 | 32.04 | -0.36 | + |
| 2023 | 921.46 | 106.88 | 0.12 | - |
| 2024 | 85.41 | 80.49 | 0.94 | - |
| 2025 | -13.77 | 70.37 | -5.11 | + |
| Metric | sol.u_ | SOLUSD |
|---|---|---|
| MTD | 8.53% | 10.35% |
| 3M | 31.79% | -17.01% |
| 6M | 89.42% | -12.82% |
| YTD | 70.37% | -13.77% |
| 1Y | 145.35% | 14.56% |
| 3Y (ann.) | 98.57% | 29.45% |
| 5Y (ann.) | 93.59% | 16.64% |
| Metric | sol.u_ | SOLUSD |
|---|---|---|
| Max Drawdown | -34.2% | -93.44% |
| Longest DD Days | 172.0 | 703.0 |
| Avg. Drawdown | -3.58% | -13.4% |
| Avg. Drawdown Days | 12.0 | 45.0 |
| Recovery Factor | 21.64 | 0.69 |
| 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 | 32.04% | -89.95% |
| Avg. Up Day | 0.75% | 1.92% |
| Avg. Down Day | -0.55% | -1.64% |
| Avg. Up Week | 4.81% | 12.95% |
| Avg. Down Week | -1.91% | -8.27% |
| Avg. Up Month | 14.05% | 33.54% |
| Avg. Down Month | -5.1% | -21.44% |
| Win Days % | 48.13% | 50.14% |
| Win Month % | 65.0% | 52.5% |
| Win Week % | 58.67% | 46.51% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 100.0% | 50.0% |