| Metric | sol.u_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 62.0% | 100.0% |
| Cumulative Return | 809.77% | 101.38% |
| Max Drawdown | -31.86% | -93.26% |
| Sharpe | 1.94 | 0.73 |
| Sortino | 3.6 | 1.12 |
| Payoff Ratio | 1.63 | 1.28 |
| Profit Factor | 1.73 | 1.12 |
| Common Sense Ratio | 2.72 | 1.36 |
| CPC Index | 1.41 | 0.7 |
| Tail Ratio | 1.57 | 1.22 |
| Outlier Win Ratio | 17.74 | 3.14 |
| Outlier Loss Ratio | 9.18 | 2.45 |
| Volatility (ann.) | 39.54% | 104.89% |
| R^2 | 0.25 | 0.25 |
| Calmar | 3.12 | 0.26 |
| Skew | 1.9 | 0.47 |
| Kurtosis | 20.86 | 7.24 |
| Expected Daily % | 0.19% | 0.06% |
| Expected Monthly % | 5.68% | 1.77% |
| Expected Yearly % | 73.67% | 19.13% |
| Kelly Criterion | 19.19% | 9.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.19% | -8.82% |
| Expected Shortfall (cVaR) | -3.19% | -8.82% |
| Year | SOLUSD | sol.u_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.77 | 30.66 | -0.35 | + |
| 2023 | 940.49 | 111.35 | 0.12 | - |
| 2024 | 85.92 | 80.49 | 0.94 | - |
| 2025 | -7.28 | 82.53 | -11.33 | + |
| Metric | sol.u_daily_ | SOLUSD |
|---|---|---|
| MTD | 16.35% | 18.62% |
| 3M | 41.76% | -8.45% |
| 6M | 88.56% | -13.18% |
| YTD | 82.53% | -7.28% |
| 1Y | 166.39% | 20.12% |
| 3Y (ann.) | 103.18% | 38.3% |
| 5Y (ann.) | 99.26% | 24.43% |
| Metric | sol.u_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -31.86% | -93.26% |
| Longest DD Days | 172.0 | 704.0 |
| Avg. Drawdown | -4.99% | -18.56% |
| Avg. Drawdown Days | 23.0 | 76.0 |
| Recovery Factor | 25.42 | 1.09 |
| Ulcer Index | 1.0 | 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 | 30.66% | -88.77% |
| Avg. Up Day | 1.73% | 4.33% |
| Avg. Down Day | -1.06% | -3.37% |
| Avg. Up Week | 4.43% | 10.89% |
| Avg. Down Week | -1.84% | -9.34% |
| Avg. Up Month | 16.48% | 39.85% |
| Avg. Down Month | -5.63% | -22.07% |
| Win Days % | 49.93% | 49.01% |
| Win Month % | 64.1% | 48.72% |
| Win Week % | 56.49% | 54.71% |
| Win Quarter % | 78.57% | 64.29% |
| Win Year % | 100.0% | 50.0% |