| Metric | sol.u_fwd_ | SOLUSD |
|---|---|---|
| Time in Market | 62.0% | 100.0% |
| Cumulative Return | 161.33% | 3.62% |
| Max Drawdown | -24.15% | -64.93% |
| Sharpe | 1.28 | 0.24 |
| Sortino | 2.23 | 0.36 |
| Payoff Ratio | 1.59 | 1.21 |
| Profit Factor | 1.47 | 1.04 |
| Common Sense Ratio | 2.32 | 1.07 |
| CPC Index | 1.1 | 0.62 |
| Tail Ratio | 1.58 | 1.03 |
| Outlier Win Ratio | 14.01 | 2.92 |
| Outlier Loss Ratio | 9.32 | 2.91 |
| Volatility (ann.) | 21.38% | 44.68% |
| R^2 | 0.37 | 0.37 |
| Calmar | 7.17 | 0.06 |
| Skew | 2.56 | 0.7 |
| Kurtosis | 53.03 | 8.69 |
| Expected Daily % | 0.07% | 0.0% |
| Expected Monthly % | 8.33% | 0.3% |
| Expected Yearly % | 61.66% | 1.8% |
| Kelly Criterion | 13.31% | 7.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.77% | -3.82% |
| Expected Shortfall (cVaR) | -1.77% | -3.82% |
| Year | SOLUSD | sol.u_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 40.31 | 3.07 | + |
| 2025 | -8.40 | 86.25 | -10.26 | + |
| Metric | sol.u_fwd_ | SOLUSD |
|---|---|---|
| MTD | 18.64% | 17.21% |
| 3M | 44.67% | -12.12% |
| 6M | 81.29% | -19.73% |
| YTD | 86.25% | -8.4% |
| 1Y | 161.33% | 3.62% |
| 3Y (ann.) | 173.1% | 3.79% |
| 5Y (ann.) | 173.1% | 3.79% |
| Metric | sol.u_fwd_ | SOLUSD |
|---|---|---|
| Max Drawdown | -24.15% | -64.93% |
| Longest DD Days | 77.0 | 116.0 |
| Avg. Drawdown | -3.33% | -11.98% |
| Avg. Drawdown Days | 9.0 | 20.0 |
| Recovery Factor | 6.68 | 0.06 |
| 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 |
| 2025-05-14 | 2025-05-16 | -3.73 | 2 |
| 2025-01-19 | 2025-02-03 | -3.51 | 15 |
| 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 | 86.25% | 13.13% |
| Worst Year | 40.31% | -8.4% |
| Avg. Up Day | 0.81% | 1.77% |
| Avg. Down Day | -0.51% | -1.46% |
| Avg. Up Week | 5.8% | 9.77% |
| Avg. Down Week | -1.21% | -8.84% |
| Avg. Up Month | 17.2% | 20.0% |
| Avg. Down Month | -4.61% | -22.53% |
| Win Days % | 46.73% | 49.1% |
| Win Month % | 66.67% | 58.33% |
| Win Week % | 59.57% | 50.98% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |