| Metric | sol.u_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 62.0% | 100.0% |
| Cumulative Return | 819.79% | 99.14% |
| Max Drawdown | -31.86% | -93.26% |
| Sharpe | 1.92 | 0.72 |
| Sortino | 3.57 | 1.11 |
| Payoff Ratio | 1.62 | 1.28 |
| Profit Factor | 1.73 | 1.12 |
| Common Sense Ratio | 2.73 | 1.38 |
| CPC Index | 1.4 | 0.7 |
| Tail Ratio | 1.58 | 1.24 |
| Outlier Win Ratio | 17.97 | 3.07 |
| Outlier Loss Ratio | 9.21 | 2.39 |
| Volatility (ann.) | 39.04% | 105.64% |
| R^2 | 0.24 | 0.24 |
| Calmar | 3.03 | 0.25 |
| Skew | 1.93 | 0.46 |
| Kurtosis | 21.47 | 6.84 |
| Expected Daily % | 0.18% | 0.06% |
| Expected Monthly % | 5.56% | 1.69% |
| Expected Yearly % | 74.15% | 18.79% |
| Kelly Criterion | 19.36% | 9.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.16% | -8.89% |
| Expected Shortfall (cVaR) | -3.16% | -8.89% |
| Year | SOLUSD | sol.u_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.00 | 30.86 | -0.35 | + |
| 2023 | 940.49 | 111.35 | 0.12 | - |
| 2024 | 85.92 | 80.49 | 0.94 | - |
| 2025 | -6.38 | 84.27 | -13.21 | + |
| Metric | sol.u_daily_ | SOLUSD |
|---|---|---|
| MTD | 17.46% | 19.78% |
| 3M | 43.66% | -8.62% |
| 6M | 91.99% | -11.58% |
| YTD | 84.27% | -6.38% |
| 1Y | 162.85% | 15.09% |
| 3Y (ann.) | 103.82% | 35.41% |
| 5Y (ann.) | 96.39% | 23.31% |
| Metric | sol.u_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -31.86% | -93.26% |
| Longest DD Days | 172.0 | 704.0 |
| Avg. Drawdown | -4.79% | -18.94% |
| Avg. Drawdown Days | 23.0 | 73.0 |
| Recovery Factor | 25.73 | 1.06 |
| Ulcer Index | 1.31 | 1.02 |
| 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 | 30.86% | -89.0% |
| Avg. Up Day | 1.69% | 4.41% |
| Avg. Down Day | -1.04% | -3.45% |
| Avg. Up Week | 4.38% | 10.91% |
| Avg. Down Week | -1.81% | -9.29% |
| Avg. Up Month | 16.54% | 39.92% |
| Avg. Down Month | -5.63% | -22.07% |
| Win Days % | 50.14% | 49.08% |
| Win Month % | 63.41% | 48.78% |
| Win Week % | 56.96% | 54.29% |
| Win Quarter % | 78.57% | 64.29% |
| Win Year % | 100.0% | 50.0% |