| Metric | all.o_fwd_ | SOLUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | -63.58% | -9.97% |
| Max Drawdown | -80.84% | -64.93% |
| Sharpe | -0.16 | 0.16 |
| Sortino | -0.17 | 0.24 |
| Payoff Ratio | 0.9 | 1.04 |
| Profit Factor | 0.9 | 1.02 |
| Common Sense Ratio | 0.92 | 1.04 |
| CPC Index | 0.41 | 0.52 |
| Tail Ratio | 1.03 | 1.01 |
| Outlier Win Ratio | 15.67 | 2.88 |
| Outlier Loss Ratio | 12.06 | 2.65 |
| Volatility (ann.) | 39.21% | 43.54% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.75 | -0.14 |
| Skew | -32.95 | 0.65 |
| Kurtosis | 1239.56 | 8.59 |
| Expected Daily % | -0.06% | -0.01% |
| Expected Monthly % | -6.96% | -0.75% |
| Expected Yearly % | -39.65% | -5.12% |
| Kelly Criterion | -5.26% | -0.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.39% | -3.73% |
| Expected Shortfall (cVaR) | -3.39% | -3.73% |
| Year | SOLUSD | all.o_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 73.13 | 5.57 | + |
| 2025 | -20.42 | -78.97 | 3.87 | - |
| Metric | all.o_fwd_ | SOLUSD |
|---|---|---|
| MTD | -76.84% | -2.98% |
| 3M | -77.3% | 28.3% |
| 6M | -79.01% | -22.48% |
| YTD | -78.97% | -20.42% |
| 1Y | -62.73% | 6.8% |
| 3Y (ann.) | -60.4% | -9.18% |
| 5Y (ann.) | -60.4% | -9.18% |
| Metric | all.o_fwd_ | SOLUSD |
|---|---|---|
| Max Drawdown | -80.84% | -64.93% |
| Longest DD Days | 207.0 | 165.0 |
| Avg. Drawdown | -2.98% | -11.98% |
| Avg. Drawdown Days | 9.0 | 23.0 |
| Recovery Factor | -0.79 | -0.15 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-07-04 | -80.84 | 207 |
| 2024-07-22 | 2024-11-06 | -10.30 | 107 |
| 2024-11-12 | 2024-11-16 | -5.66 | 4 |
| 2024-06-05 | 2024-07-13 | -5.10 | 37 |
| 2024-11-24 | 2024-11-27 | -3.18 | 2 |
| 2024-11-16 | 2024-11-18 | -3.06 | 1 |
| 2024-11-18 | 2024-11-21 | -2.85 | 2 |
| 2024-07-16 | 2024-07-19 | -1.81 | 2 |
| 2024-12-05 | 2024-12-06 | -1.68 | 1 |
| 2024-11-22 | 2024-11-23 | -0.18 | 0 |
| Metric | all.o_fwd_ | SOLUSD |
|---|---|---|
| Best Day | 6.82% | 19.54% |
| Worst Day | -76.92% | -14.23% |
| Best Week | 14.94% | 21.25% |
| Worst Week | -76.69% | -17.1% |
| Best Month | 58.45% | 41.15% |
| Worst Month | -76.84% | -36.08% |
| Best Year | 73.13% | 13.13% |
| Worst Year | -78.97% | -20.42% |
| Avg. Up Day | 0.28% | 1.73% |
| Avg. Down Day | -0.31% | -1.67% |
| Avg. Up Week | 3.03% | 9.24% |
| Avg. Down Week | -1.74% | -8.18% |
| Avg. Up Month | 14.11% | 22.49% |
| Avg. Down Month | -14.75% | -14.92% |
| Win Days % | 50.0% | 49.06% |
| Win Month % | 42.86% | 50.0% |
| Win Week % | 44.83% | 50.0% |
| Win Quarter % | 33.33% | 50.0% |
| Win Year % | 50.0% | 50.0% |