| Metric | sol.u_fwd_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 68.0% | 100.0% |
| Cumulative Return | 151.73% | -13.39% |
| Max Drawdown | -22.66% | -61.75% |
| Sharpe | 2.24 | 0.28 |
| Sortino | 4.02 | 0.41 |
| Payoff Ratio | 2.18 | 1.27 |
| Profit Factor | 1.98 | 1.04 |
| Common Sense Ratio | 5.19 | 1.05 |
| CPC Index | 2.04 | 0.62 |
| Tail Ratio | 2.62 | 1.01 |
| Outlier Win Ratio | 13.12 | 3.03 |
| Outlier Loss Ratio | 9.69 | 2.38 |
| Volatility (ann.) | 42.56% | 87.11% |
| R^2 | 0.37 | 0.37 |
| Calmar | 6.06 | -0.2 |
| Skew | 1.41 | 0.26 |
| Kurtosis | 25.2 | 3.16 |
| Expected Daily % | 0.24% | -0.04% |
| Expected Monthly % | 7.36% | -1.1% |
| Expected Yearly % | 58.66% | -6.93% |
| Kelly Criterion | 22.88% | 5.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.4% | -7.43% |
| Expected Shortfall (cVaR) | -3.4% | -7.43% |
| Year | SOLUSD | sol.u_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 40.31 | 3.15 | + |
| 2025 | -23.20 | 79.42 | -3.42 | + |
| Metric | sol.u_fwd_daily_ | SOLUSD |
|---|---|---|
| MTD | -0.1% | -6.31% |
| 3M | 30.85% | 3.53% |
| 6M | 79.01% | -24.53% |
| YTD | 79.42% | -23.2% |
| 1Y | 157.77% | 6.58% |
| 3Y (ann.) | 137.27% | -12.58% |
| 5Y (ann.) | 137.27% | -12.58% |
| Metric | sol.u_fwd_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -22.66% | -61.75% |
| Longest DD Days | 82.0 | 157.0 |
| Avg. Drawdown | -5.05% | -16.47% |
| Avg. Drawdown Days | 21.0 | 34.0 |
| Recovery Factor | 6.7 | -0.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-30 | 2024-10-20 | -22.66 | 82 |
| 2025-04-06 | 2025-04-12 | -13.43 | 6 |
| 2024-12-01 | 2025-01-17 | -6.29 | 47 |
| 2024-06-06 | 2024-07-20 | -6.20 | 44 |
| 2025-05-15 | 2025-06-26 | -6.04 | 42 |
| 2025-04-15 | 2025-04-19 | -5.39 | 4 |
| 2025-02-06 | 2025-03-24 | -5.03 | 46 |
| 2025-05-12 | 2025-05-14 | -3.55 | 2 |
| 2025-05-02 | 2025-05-08 | -3.24 | 6 |
| 2024-11-13 | 2024-11-28 | -3.14 | 15 |
| Metric | sol.u_fwd_daily_ | SOLUSD |
|---|---|---|
| Best Day | 15.83% | 20.8% |
| Worst Day | -15.55% | -18.74% |
| Best Week | 23.18% | 25.06% |
| Worst Week | -7.65% | -26.95% |
| Best Month | 34.71% | 39.21% |
| Worst Month | -8.22% | -46.12% |
| Best Year | 79.42% | 12.78% |
| Worst Year | 40.31% | -23.2% |
| Avg. Up Day | 1.8% | 3.88% |
| Avg. Down Day | -0.83% | -3.06% |
| Avg. Up Week | 5.7% | 9.54% |
| Avg. Down Week | -1.22% | -7.48% |
| Avg. Up Month | 17.03% | 20.69% |
| Avg. Down Month | -4.15% | -23.42% |
| Win Days % | 47.15% | 47.18% |
| Win Month % | 61.54% | 53.85% |
| Win Week % | 48.15% | 49.12% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |