| Metric | sol.u_ | SOLUSD |
|---|---|---|
| Time in Market | 56.0% | 100.0% |
| Cumulative Return | 776.5% | 86.95% |
| Max Drawdown | -34.2% | -93.44% |
| Sharpe | 0.96 | 0.35 |
| Sortino | 1.65 | 0.52 |
| Payoff Ratio | 1.36 | 1.18 |
| Profit Factor | 1.34 | 1.06 |
| Common Sense Ratio | 1.74 | 1.08 |
| CPC Index | 0.87 | 0.62 |
| Tail Ratio | 1.3 | 1.02 |
| Outlier Win Ratio | 19.88 | 3.13 |
| Outlier Loss Ratio | 9.05 | 2.73 |
| Volatility (ann.) | 19.6% | 51.25% |
| R^2 | 0.27 | 0.27 |
| Calmar | 2.83 | 0.23 |
| Skew | 2.65 | 0.49 |
| Kurtosis | 43.92 | 11.22 |
| Expected Daily % | 0.05% | 0.01% |
| Expected Monthly % | 5.58% | 1.58% |
| Expected Yearly % | 72.06% | 16.93% |
| Kelly Criterion | 9.95% | 7.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.64% | -4.36% |
| Expected Shortfall (cVaR) | -1.64% | -4.36% |
| Year | SOLUSD | sol.u_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.03 | 32.07 | -0.36 | + |
| 2023 | 921.46 | 106.88 | 0.12 | - |
| 2024 | 85.41 | 80.49 | 0.94 | - |
| 2025 | -10.05 | 77.72 | -7.73 | + |
| Metric | sol.u_ | SOLUSD |
|---|---|---|
| MTD | 13.21% | 15.11% |
| 3M | 38.0% | -15.3% |
| 6M | 77.07% | -19.21% |
| YTD | 77.72% | -10.05% |
| 1Y | 162.56% | 18.47% |
| 3Y (ann.) | 101.38% | 56.04% |
| 5Y (ann.) | 96.84% | 21.55% |
| Metric | sol.u_ | SOLUSD |
|---|---|---|
| Max Drawdown | -34.2% | -93.44% |
| Longest DD Days | 172.0 | 703.0 |
| Avg. Drawdown | -3.65% | -12.91% |
| Avg. Drawdown Days | 12.0 | 44.0 |
| Recovery Factor | 22.7 | 0.93 |
| 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 | 32.07% | -89.03% |
| Avg. Up Day | 0.77% | 1.92% |
| Avg. Down Day | -0.56% | -1.63% |
| Avg. Up Week | 5.0% | 13.22% |
| Avg. Down Week | -1.95% | -8.11% |
| Avg. Up Month | 14.28% | 34.24% |
| Avg. Down Month | -5.1% | -21.44% |
| Win Days % | 48.13% | 50.16% |
| Win Month % | 65.0% | 52.5% |
| Win Week % | 58.39% | 46.2% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 100.0% | 50.0% |