| Metric | all.o_fwd_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 59.24% | -6.69% |
| Max Drawdown | -20.32% | -61.75% |
| Sharpe | 1.74 | 0.36 |
| Sortino | 3.08 | 0.53 |
| Payoff Ratio | 1.33 | 1.14 |
| Profit Factor | 1.33 | 1.05 |
| Common Sense Ratio | 2.27 | 1.06 |
| CPC Index | 0.9 | 0.57 |
| Tail Ratio | 1.7 | 1.01 |
| Outlier Win Ratio | 9.27 | 2.62 |
| Outlier Loss Ratio | 8.54 | 2.18 |
| Volatility (ann.) | 26.62% | 86.61% |
| R^2 | 0.05 | 0.05 |
| Calmar | 2.63 | -0.1 |
| Skew | 1.15 | 0.25 |
| Kurtosis | 5.18 | 3.19 |
| Expected Daily % | 0.12% | -0.02% |
| Expected Monthly % | 3.38% | -0.49% |
| Expected Yearly % | 26.19% | -3.4% |
| Kelly Criterion | 14.01% | 1.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.17% | -7.37% |
| Expected Shortfall (cVaR) | -2.17% | -7.37% |
| Year | SOLUSD | all.o_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 73.08 | 5.72 | + |
| 2025 | -17.26 | -8.00 | 0.46 | + |
| Metric | all.o_fwd_daily_ | SOLUSD |
|---|---|---|
| MTD | 1.37% | 2.89% |
| 3M | -0.73% | 23.6% |
| 6M | -8.0% | -17.26% |
| YTD | -8.0% | -17.26% |
| 1Y | 59.83% | 4.59% |
| 3Y (ann.) | 53.38% | -6.16% |
| 5Y (ann.) | 53.38% | -6.16% |
| Metric | all.o_fwd_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -20.32% | -61.75% |
| Longest DD Days | 206.0 | 164.0 |
| Avg. Drawdown | -5.07% | -16.47% |
| Avg. Drawdown Days | 36.0 | 35.0 |
| Recovery Factor | 2.91 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-07-03 | -20.32 | 206 |
| 2024-07-22 | 2024-11-06 | -9.71 | 107 |
| 2024-06-06 | 2024-07-13 | -4.79 | 37 |
| 2024-11-12 | 2024-11-16 | -4.18 | 4 |
| 2024-11-25 | 2024-11-27 | -3.16 | 2 |
| 2024-11-17 | 2024-11-18 | -2.98 | 1 |
| 2024-11-19 | 2024-11-21 | -2.85 | 2 |
| 2024-12-05 | 2024-12-06 | -1.39 | 1 |
| 2024-07-17 | 2024-07-19 | -1.26 | 2 |
| 2024-06-02 | 2024-06-04 | -0.05 | 2 |
| Metric | all.o_fwd_daily_ | SOLUSD |
|---|---|---|
| Best Day | 6.94% | 20.8% |
| Worst Day | -5.86% | -18.74% |
| Best Week | 14.83% | 25.06% |
| Worst Week | -6.77% | -26.95% |
| Best Month | 58.4% | 39.21% |
| Worst Month | -5.64% | -46.12% |
| Best Year | 73.08% | 12.78% |
| Worst Year | -8.0% | -17.26% |
| Avg. Up Day | 0.99% | 3.73% |
| Avg. Down Day | -0.75% | -3.28% |
| Avg. Up Week | 3.24% | 10.24% |
| Avg. Down Week | -1.63% | -9.24% |
| Avg. Up Month | 12.06% | 21.87% |
| Avg. Down Month | -2.41% | -18.29% |
| Win Days % | 50.88% | 47.61% |
| Win Month % | 50.0% | 57.14% |
| Win Week % | 46.55% | 50.0% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |