| Metric | sol.u_ | SOLUSD |
|---|---|---|
| Time in Market | 56.0% | 100.0% |
| Cumulative Return | 808.9% | 96.73% |
| Max Drawdown | -34.2% | -93.44% |
| Sharpe | 0.96 | 0.36 |
| Sortino | 1.66 | 0.53 |
| Payoff Ratio | 1.37 | 1.18 |
| Profit Factor | 1.34 | 1.06 |
| Common Sense Ratio | 1.74 | 1.08 |
| CPC Index | 0.88 | 0.63 |
| Tail Ratio | 1.3 | 1.03 |
| Outlier Win Ratio | 20.28 | 3.11 |
| Outlier Loss Ratio | 9.29 | 2.72 |
| Volatility (ann.) | 19.34% | 51.3% |
| R^2 | 0.27 | 0.27 |
| Calmar | 2.79 | 0.24 |
| Skew | 2.7 | 0.47 |
| Kurtosis | 45.27 | 10.89 |
| Expected Daily % | 0.05% | 0.01% |
| Expected Monthly % | 5.53% | 1.66% |
| Expected Yearly % | 73.63% | 18.43% |
| Kelly Criterion | 10.12% | 7.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.61% | -4.37% |
| Expected Shortfall (cVaR) | -1.61% | -4.37% |
| Year | SOLUSD | sol.u_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.73 | 33.68 | -0.38 | + |
| 2023 | 921.46 | 106.88 | 0.12 | - |
| 2024 | 85.41 | 80.49 | 0.94 | - |
| 2025 | -7.80 | 82.08 | -10.52 | + |
| Metric | sol.u_ | SOLUSD |
|---|---|---|
| MTD | 15.98% | 17.99% |
| 3M | 41.39% | -13.18% |
| 6M | 89.54% | -12.96% |
| YTD | 82.08% | -7.8% |
| 1Y | 165.94% | 19.77% |
| 3Y (ann.) | 103.01% | 50.81% |
| 5Y (ann.) | 95.57% | 22.83% |
| Metric | sol.u_ | SOLUSD |
|---|---|---|
| Max Drawdown | -34.2% | -93.44% |
| Longest DD Days | 172.0 | 703.0 |
| Avg. Drawdown | -3.46% | -12.83% |
| Avg. Drawdown Days | 12.0 | 42.0 |
| Recovery Factor | 23.65 | 1.04 |
| Ulcer Index | inf | 1.01 |
| 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 | 33.68% | -88.73% |
| Avg. Up Day | 0.75% | 1.94% |
| Avg. Down Day | -0.55% | -1.64% |
| Avg. Up Week | 4.79% | 13.03% |
| Avg. Down Week | -1.91% | -8.22% |
| Avg. Up Month | 13.79% | 32.89% |
| Avg. Down Month | -5.1% | -21.44% |
| Win Days % | 48.11% | 50.09% |
| Win Month % | 65.85% | 53.66% |
| Win Week % | 59.48% | 47.16% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 100.0% | 50.0% |