| Metric | sol_fwd_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 87.0% | 100.0% |
| Cumulative Return | 63.86% | 22.61% |
| Max Drawdown | -22.26% | -61.75% |
| Sharpe | 1.41 | 0.62 |
| Sortino | 2.42 | 0.93 |
| Payoff Ratio | 1.65 | 1.2 |
| Profit Factor | 1.5 | 1.09 |
| Common Sense Ratio | 2.66 | 1.15 |
| CPC Index | 1.17 | 0.64 |
| Tail Ratio | 1.77 | 1.05 |
| Outlier Win Ratio | 14.72 | 2.79 |
| Outlier Loss Ratio | 12.72 | 2.21 |
| Volatility (ann.) | 31.48% | 86.39% |
| R^2 | 0.35 | 0.35 |
| Calmar | 2.18 | 0.29 |
| Skew | 1.39 | 0.26 |
| Kurtosis | 27.18 | 2.84 |
| Expected Daily % | 0.11% | 0.04% |
| Expected Monthly % | 3.35% | 1.37% |
| Expected Yearly % | 28.01% | 10.73% |
| Kelly Criterion | 15.21% | 5.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.59% | -7.29% |
| Expected Shortfall (cVaR) | -2.59% | -7.29% |
| Year | SOLUSD | sol_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 20.62 | 1.61 | + |
| 2025 | 8.72 | 35.84 | 4.11 | + |
| Metric | sol_fwd_daily_ | SOLUSD |
|---|---|---|
| MTD | -4.17% | 13.21% |
| 3M | -4.3% | 23.8% |
| 6M | 27.17% | 59.92% |
| YTD | 35.84% | 8.72% |
| 1Y | 77.74% | 48.23% |
| 3Y (ann.) | 48.48% | 17.72% |
| 5Y (ann.) | 48.48% | 17.72% |
| Metric | sol_fwd_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -22.26% | -61.75% |
| Longest DD Days | 153.0 | 223.0 |
| Avg. Drawdown | -7.27% | -16.47% |
| Avg. Drawdown Days | 47.0 | 40.0 |
| Recovery Factor | 2.87 | 0.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-11-06 | -22.26 | 153 |
| 2025-05-15 | 2025-08-31 | -13.73 | 108 |
| 2025-01-31 | 2025-04-12 | -13.41 | 71 |
| 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 | 35.84% | 12.78% |
| Worst Year | 20.62% | 8.72% |
| Avg. Up Day | 0.94% | 3.69% |
| Avg. Down Day | -0.57% | -3.07% |
| Avg. Up Week | 3.36% | 9.66% |
| Avg. Down Week | -1.4% | -8.46% |
| Avg. Up Month | 10.37% | 20.53% |
| Avg. Down Month | -4.72% | -22.54% |
| Win Days % | 47.22% | 48.46% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 50.0% | 50.75% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |