| Metric | configs_sql/hl_close/c/solusd/uniq_fwd_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 89.0% | 100.0% |
| Cumulative Return | -7.52% | -2.86% |
| Max Drawdown | -45.08% | -59.71% |
| Sharpe | -0.02 | 0.4 |
| Sortino | -0.02 | 0.6 |
| Payoff Ratio | 0.97 | 1.01 |
| Profit Factor | 1.0 | 1.06 |
| Common Sense Ratio | 1.27 | 1.15 |
| CPC Index | 0.47 | 0.54 |
| Tail Ratio | 1.28 | 1.09 |
| Outlier Win Ratio | 9.06 | 2.8 |
| Outlier Loss Ratio | 5.89 | 2.24 |
| Volatility (ann.) | 37.45% | 87.04% |
| R^2 | 0.64 | 0.64 |
| Calmar | -0.16 | -0.05 |
| Skew | 0.05 | 0.44 |
| Kurtosis | 5.7 | 3.69 |
| Expected Daily % | -0.02% | -0.01% |
| Expected Monthly % | -0.6% | -0.22% |
| Expected Yearly % | -3.83% | -1.44% |
| Kelly Criterion | -3.55% | 2.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.23% | -7.4% |
| Expected Shortfall (cVaR) | -3.23% | -7.4% |
| Year | SOLUSD | configs_sql/hl_close/c/solusd/uniq_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.75 | 21.40 | 1.56 | + |
| 2025 | -14.61 | -23.82 | 1.63 | - |
| Metric | configs_sql/hl_close/c/solusd/uniq_fwd_daily_ | SOLUSD |
|---|---|---|
| MTD | 0.43% | 3.0% |
| 3M | 5.8% | 17.74% |
| 6M | -30.72% | -32.34% |
| YTD | -23.82% | -14.61% |
| 1Y | -7.52% | 2.19% |
| 3Y (ann.) | -7.36% | -2.8% |
| 5Y (ann.) | -7.36% | -2.8% |
| Metric | configs_sql/hl_close/c/solusd/uniq_fwd_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -45.08% | -59.71% |
| Longest DD Days | 198.0 | 141.0 |
| Avg. Drawdown | -11.11% | -20.57% |
| Avg. Drawdown Days | 50.0 | 44.0 |
| Recovery Factor | -0.17 | -0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-06-09 | -45.08 | 198 |
| 2024-07-22 | 2024-11-10 | -13.57 | 111 |
| 2024-06-28 | 2024-07-15 | -8.42 | 17 |
| 2024-11-12 | 2024-11-17 | -4.33 | 5 |
| 2024-06-12 | 2024-06-25 | -2.82 | 13 |
| 2024-07-17 | 2024-07-19 | -2.46 | 2 |
| 2024-11-19 | 2024-11-21 | -1.08 | 2 |
| Metric | configs_sql/hl_close/c/solusd/uniq_fwd_daily_ | SOLUSD |
|---|---|---|
| Best Day | 8.45% | 24.47% |
| Worst Day | -10.57% | -20.52% |
| Best Week | 15.83% | 21.25% |
| Worst Week | -13.68% | -17.1% |
| Best Month | 21.77% | 41.15% |
| Worst Month | -17.84% | -36.08% |
| Best Year | 21.4% | 13.75% |
| Worst Year | -23.82% | -14.61% |
| Avg. Up Day | 1.31% | 3.5% |
| Avg. Down Day | -1.35% | -3.47% |
| Avg. Up Week | 3.51% | 10.16% |
| Avg. Down Week | -3.51% | -9.15% |
| Avg. Up Month | 10.14% | 18.55% |
| Avg. Down Month | -11.24% | -23.44% |
| Win Days % | 48.94% | 50.94% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 47.06% | 49.09% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |