| Metric | sol.u_fwd_ | SOLUSD |
|---|---|---|
| Time in Market | 61.0% | 100.0% |
| Cumulative Return | 149.37% | 1.76% |
| Max Drawdown | -24.15% | -64.93% |
| Sharpe | 1.23 | 0.23 |
| Sortino | 2.14 | 0.34 |
| Payoff Ratio | 1.58 | 1.21 |
| Profit Factor | 1.46 | 1.04 |
| Common Sense Ratio | 2.3 | 1.07 |
| CPC Index | 1.08 | 0.62 |
| Tail Ratio | 1.57 | 1.03 |
| Outlier Win Ratio | 14.33 | 2.92 |
| Outlier Loss Ratio | 9.39 | 2.92 |
| Volatility (ann.) | 21.32% | 44.73% |
| R^2 | 0.37 | 0.37 |
| Calmar | 6.72 | 0.03 |
| Skew | 2.58 | 0.7 |
| Kurtosis | 54.08 | 8.73 |
| Expected Daily % | 0.07% | 0.0% |
| Expected Monthly % | 7.91% | 0.15% |
| Expected Yearly % | 57.91% | 0.88% |
| Kelly Criterion | 12.98% | 7.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.76% | -3.82% |
| Expected Shortfall (cVaR) | -1.76% | -3.82% |
| Year | SOLUSD | sol.u_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 40.31 | 3.07 | + |
| 2025 | -10.05 | 77.72 | -7.73 | + |
| Metric | sol.u_fwd_ | SOLUSD |
|---|---|---|
| MTD | 13.21% | 15.11% |
| 3M | 38.0% | -15.3% |
| 6M | 77.07% | -19.21% |
| YTD | 77.72% | -10.05% |
| 1Y | 149.37% | 1.76% |
| 3Y (ann.) | 162.2% | 1.86% |
| 5Y (ann.) | 162.2% | 1.86% |
| Metric | sol.u_fwd_ | SOLUSD |
|---|---|---|
| Max Drawdown | -24.15% | -64.93% |
| Longest DD Days | 77.0 | 113.0 |
| Avg. Drawdown | -3.32% | -11.98% |
| Avg. Drawdown Days | 9.0 | 20.0 |
| Recovery Factor | 6.19 | 0.03 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2024-10-14 | -24.15 | 77 |
| 2025-04-04 | 2025-04-11 | -15.76 | 6 |
| 2024-11-29 | 2025-01-16 | -8.94 | 47 |
| 2025-02-04 | 2025-03-24 | -8.81 | 48 |
| 2024-06-05 | 2024-07-19 | -7.16 | 43 |
| 2025-04-14 | 2025-05-08 | -5.95 | 23 |
| 2025-05-11 | 2025-05-13 | -4.45 | 2 |
| 2024-11-12 | 2024-11-27 | -4.22 | 15 |
| 2025-01-19 | 2025-02-03 | -3.51 | 15 |
| 2024-11-04 | 2024-11-05 | -3.08 | 1 |
| Metric | sol.u_fwd_ | SOLUSD |
|---|---|---|
| Best Day | 14.13% | 19.54% |
| Worst Day | -12.67% | -14.23% |
| Best Week | 22.04% | 21.25% |
| Worst Week | -5.43% | -17.1% |
| Best Month | 34.3% | 41.15% |
| Worst Month | -8.26% | -36.08% |
| Best Year | 77.72% | 13.13% |
| Worst Year | 40.31% | -10.05% |
| Avg. Up Day | 0.8% | 1.76% |
| Avg. Down Day | -0.51% | -1.46% |
| Avg. Up Week | 5.95% | 10.28% |
| Avg. Down Week | -1.24% | -8.39% |
| Avg. Up Month | 16.42% | 19.7% |
| Avg. Down Month | -4.61% | -22.53% |
| Win Days % | 46.68% | 49.1% |
| Win Month % | 66.67% | 58.33% |
| Win Week % | 57.45% | 49.02% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |