| Metric | 1_fwd_ | SOLUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 158.37% | -12.76% |
| Max Drawdown | -19.9% | -64.93% |
| Sharpe | 1.27 | 0.14 |
| Sortino | 2.27 | 0.21 |
| Payoff Ratio | 1.43 | 1.23 |
| Profit Factor | 1.47 | 1.02 |
| Common Sense Ratio | 2.23 | 1.02 |
| CPC Index | 1.05 | 0.61 |
| Tail Ratio | 1.52 | 1.0 |
| Outlier Win Ratio | 18.05 | 2.97 |
| Outlier Loss Ratio | 6.36 | 2.76 |
| Volatility (ann.) | 19.32% | 43.87% |
| R^2 | 0.35 | 0.35 |
| Calmar | 7.42 | -0.19 |
| Skew | 2.81 | 0.66 |
| Kurtosis | 41.33 | 8.61 |
| Expected Daily % | 0.06% | -0.01% |
| Expected Monthly % | 7.57% | -1.04% |
| Expected Yearly % | 60.74% | -6.6% |
| Kelly Criterion | 14.5% | 7.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.6% | -3.76% |
| Expected Shortfall (cVaR) | -1.6% | -3.76% |
| Year | SOLUSD | 1_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 54.74 | 4.17 | + |
| 2025 | -22.89 | 66.97 | -2.93 | + |
| Metric | 1_fwd_ | SOLUSD |
|---|---|---|
| MTD | 0.0% | -6.99% |
| 3M | 31.6% | 16.21% |
| 6M | 66.97% | -34.77% |
| YTD | 66.97% | -22.89% |
| 1Y | 165.76% | 1.65% |
| 3Y (ann.) | 147.69% | -12.23% |
| 5Y (ann.) | 147.69% | -12.23% |
| Metric | 1_fwd_ | SOLUSD |
|---|---|---|
| Max Drawdown | -19.9% | -64.93% |
| Longest DD Days | 65.0 | 150.0 |
| Avg. Drawdown | -3.21% | -11.98% |
| Avg. Drawdown Days | 9.0 | 22.0 |
| Recovery Factor | 7.96 | -0.2 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-01 | 2024-10-04 | -19.90 | 64 |
| 2025-03-25 | 2025-04-12 | -18.37 | 18 |
| 2025-01-19 | 2025-03-25 | -9.68 | 65 |
| 2024-10-07 | 2024-10-14 | -8.00 | 6 |
| 2024-11-29 | 2025-01-16 | -7.99 | 47 |
| 2024-06-05 | 2024-07-19 | -7.35 | 43 |
| 2025-05-14 | 2025-06-18 | -6.40 | 35 |
| 2025-04-14 | 2025-04-17 | -4.74 | 3 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2025-05-01 | 2025-05-08 | -3.93 | 6 |
| Metric | 1_fwd_ | SOLUSD |
|---|---|---|
| Best Day | 11.25% | 19.54% |
| Worst Day | -9.27% | -14.23% |
| Best Week | 23.31% | 21.25% |
| Worst Week | -5.63% | -17.1% |
| Best Month | 34.65% | 41.15% |
| Worst Month | -5.84% | -36.08% |
| Best Year | 66.97% | 13.13% |
| Worst Year | 54.74% | -22.89% |
| Avg. Up Day | 1.0% | 1.75% |
| Avg. Down Day | -0.69% | -1.43% |
| Avg. Up Week | 7.08% | 10.05% |
| Avg. Down Week | -2.12% | -8.32% |
| Avg. Up Month | 16.92% | 18.41% |
| Avg. Down Month | -3.96% | -22.53% |
| Win Days % | 49.62% | 49.05% |
| Win Month % | 66.67% | 53.85% |
| Win Week % | 62.86% | 48.21% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |