| Metric | sol.res_fwd_ | SOLUSD |
|---|---|---|
| Time in Market | 58.0% | 100.0% |
| Cumulative Return | 140.37% | -8.78% |
| Max Drawdown | -23.86% | -64.93% |
| Sharpe | 1.14 | 0.17 |
| Sortino | 1.96 | 0.25 |
| Payoff Ratio | 1.53 | 1.2 |
| Profit Factor | 1.42 | 1.03 |
| Common Sense Ratio | 1.99 | 1.04 |
| CPC Index | 1.01 | 0.6 |
| Tail Ratio | 1.4 | 1.01 |
| Outlier Win Ratio | 16.19 | 2.91 |
| Outlier Loss Ratio | 9.14 | 2.8 |
| Volatility (ann.) | 19.08% | 43.37% |
| R^2 | 0.36 | 0.36 |
| Calmar | 5.1 | -0.12 |
| Skew | 2.41 | 0.65 |
| Kurtosis | 50.13 | 8.65 |
| Expected Daily % | 0.05% | -0.01% |
| Expected Monthly % | 6.46% | -0.65% |
| Expected Yearly % | 55.04% | -4.49% |
| Kelly Criterion | 11.88% | 6.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.58% | -3.71% |
| Expected Shortfall (cVaR) | -1.58% | -3.71% |
| Year | SOLUSD | sol.res_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 30.78 | 2.34 | + |
| 2025 | -19.37 | 83.80 | -4.33 | + |
| Metric | sol.res_fwd_ | SOLUSD |
|---|---|---|
| MTD | -0.91% | -1.7% |
| 3M | 38.19% | 42.36% |
| 6M | 83.28% | -30.27% |
| YTD | 83.8% | -19.37% |
| 1Y | 143.48% | 15.68% |
| 3Y (ann.) | 121.73% | -8.01% |
| 5Y (ann.) | 121.73% | -8.01% |
| Metric | sol.res_fwd_ | SOLUSD |
|---|---|---|
| Max Drawdown | -23.86% | -64.93% |
| Longest DD Days | 96.0 | 170.0 |
| Avg. Drawdown | -3.62% | -11.98% |
| Avg. Drawdown Days | 12.0 | 23.0 |
| Recovery Factor | 5.88 | -0.14 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-01 | 2024-11-06 | -23.86 | 96 |
| 2025-04-04 | 2025-04-12 | -16.77 | 7 |
| 2024-11-29 | 2025-01-16 | -8.16 | 47 |
| 2025-01-19 | 2025-03-24 | -6.80 | 63 |
| 2025-04-14 | 2025-05-08 | -5.57 | 23 |
| 2024-06-05 | 2024-07-16 | -5.50 | 40 |
| 2025-05-14 | 2025-07-08 | -5.39 | 55 |
| 2025-05-11 | 2025-05-13 | -4.44 | 2 |
| 2024-11-12 | 2024-11-27 | -3.67 | 15 |
| 2024-07-16 | 2024-07-19 | -2.89 | 2 |
| Metric | sol.res_fwd_ | SOLUSD |
|---|---|---|
| Best Day | 12.54% | 19.54% |
| Worst Day | -11.5% | -14.23% |
| Best Week | 21.2% | 21.25% |
| Worst Week | -6.83% | -17.1% |
| Best Month | 38.22% | 41.15% |
| Worst Month | -11.75% | -36.08% |
| Best Year | 83.8% | 13.13% |
| Worst Year | 30.78% | -19.37% |
| Avg. Up Day | 0.75% | 1.73% |
| Avg. Down Day | -0.49% | -1.44% |
| Avg. Up Week | 6.29% | 10.55% |
| Avg. Down Week | -1.17% | -8.09% |
| Avg. Up Month | 19.22% | 19.34% |
| Avg. Down Month | -4.46% | -18.37% |
| Win Days % | 46.69% | 49.16% |
| Win Month % | 57.14% | 50.0% |
| Win Week % | 46.3% | 50.85% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |