| Metric | sol_fwd_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 87.0% | 100.0% |
| Cumulative Return | 70.06% | -13.39% |
| Max Drawdown | -22.26% | -61.75% |
| Sharpe | 1.65 | 0.28 |
| Sortino | 2.88 | 0.41 |
| Payoff Ratio | 1.83 | 1.18 |
| Profit Factor | 1.6 | 1.04 |
| Common Sense Ratio | 3.33 | 1.05 |
| CPC Index | 1.36 | 0.58 |
| Tail Ratio | 2.08 | 1.01 |
| Outlier Win Ratio | 13.82 | 2.91 |
| Outlier Loss Ratio | 12.63 | 2.26 |
| Volatility (ann.) | 33.47% | 87.11% |
| R^2 | 0.38 | 0.38 |
| Calmar | 2.89 | -0.2 |
| Skew | 1.34 | 0.26 |
| Kurtosis | 24.49 | 3.16 |
| Expected Daily % | 0.14% | -0.04% |
| Expected Monthly % | 4.17% | -1.1% |
| Expected Yearly % | 30.41% | -6.93% |
| Kelly Criterion | 17.35% | 2.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.73% | -7.43% |
| Expected Shortfall (cVaR) | -2.73% | -7.43% |
| Year | SOLUSD | sol_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 20.62 | 1.61 | + |
| 2025 | -23.20 | 40.98 | -1.77 | + |
| Metric | sol_fwd_daily_ | SOLUSD |
|---|---|---|
| MTD | -0.34% | -6.31% |
| 3M | 29.99% | 3.53% |
| 6M | 40.76% | -24.53% |
| YTD | 40.98% | -23.2% |
| 1Y | 79.41% | 6.58% |
| 3Y (ann.) | 64.37% | -12.58% |
| 5Y (ann.) | 64.37% | -12.58% |
| Metric | sol_fwd_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -22.26% | -61.75% |
| Longest DD Days | 153.0 | 157.0 |
| Avg. Drawdown | -6.51% | -16.47% |
| Avg. Drawdown Days | 40.0 | 34.0 |
| Recovery Factor | 3.15 | -0.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-11-06 | -22.26 | 153 |
| 2025-01-31 | 2025-04-12 | -13.41 | 71 |
| 2025-05-15 | 2025-06-26 | -6.97 | 42 |
| 2024-12-01 | 2025-01-19 | -5.94 | 49 |
| 2025-04-15 | 2025-05-08 | -4.59 | 23 |
| 2025-05-12 | 2025-05-14 | -3.28 | 2 |
| 2024-06-02 | 2024-06-05 | -1.12 | 3 |
| 2024-11-13 | 2024-11-28 | -0.89 | 15 |
| 2024-11-11 | 2024-11-12 | -0.17 | 1 |
| Metric | sol_fwd_daily_ | SOLUSD |
|---|---|---|
| Best Day | 13.21% | 20.8% |
| Worst Day | -12.76% | -18.74% |
| Best Week | 16.47% | 25.06% |
| Worst Week | -7.42% | -26.95% |
| Best Month | 27.15% | 39.21% |
| Worst Month | -6.49% | -46.12% |
| Best Year | 40.98% | 12.78% |
| Worst Year | 20.62% | -23.2% |
| Avg. Up Day | 1.05% | 3.62% |
| Avg. Down Day | -0.58% | -3.07% |
| Avg. Up Week | 3.75% | 9.15% |
| Avg. Down Week | -1.42% | -9.33% |
| Avg. Up Month | 11.78% | 20.69% |
| Avg. Down Month | -4.72% | -23.42% |
| Win Days % | 46.59% | 47.18% |
| Win Month % | 61.54% | 53.85% |
| Win Week % | 53.57% | 49.12% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |