| Metric | sol.u_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 63.0% | 100.0% |
| Cumulative Return | 779.5% | 131.72% |
| Max Drawdown | -31.86% | -93.26% |
| Sharpe | 1.76 | 0.74 |
| Sortino | 3.25 | 1.13 |
| Payoff Ratio | 1.57 | 1.28 |
| Profit Factor | 1.65 | 1.12 |
| Common Sense Ratio | 2.4 | 1.32 |
| CPC Index | 1.29 | 0.7 |
| Tail Ratio | 1.46 | 1.18 |
| Outlier Win Ratio | 18.19 | 3.04 |
| Outlier Loss Ratio | 9.34 | 2.4 |
| Volatility (ann.) | 37.81% | 103.25% |
| R^2 | 0.24 | 0.24 |
| Calmar | 2.56 | 0.28 |
| Skew | 1.96 | 0.45 |
| Kurtosis | 22.39 | 6.84 |
| Expected Daily % | 0.16% | 0.06% |
| Expected Monthly % | 4.95% | 1.89% |
| Expected Yearly % | 72.21% | 23.38% |
| Kelly Criterion | 17.77% | 9.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.07% | -8.68% |
| Expected Shortfall (cVaR) | -3.07% | -8.68% |
| Year | SOLUSD | sol.u_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.68 | 30.86 | -0.34 | + |
| 2023 | 940.49 | 111.35 | 0.12 | - |
| 2024 | 85.92 | 80.49 | 0.94 | - |
| 2025 | 28.50 | 76.20 | 2.67 | + |
| Metric | sol.u_daily_ | SOLUSD |
|---|---|---|
| MTD | 2.79% | 18.19% |
| 3M | -2.07% | 51.6% |
| 6M | 36.57% | 95.85% |
| YTD | 76.2% | 28.5% |
| 1Y | 150.34% | 79.24% |
| 3Y (ann.) | 76.35% | 90.75% |
| 5Y (ann.) | 81.61% | 25.94% |
| Metric | sol.u_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -31.86% | -93.26% |
| Longest DD Days | 172.0 | 704.0 |
| Avg. Drawdown | -4.96% | -19.52% |
| Avg. Drawdown Days | 25.0 | 82.0 |
| Recovery Factor | 24.47 | 1.41 |
| Ulcer Index | 1.28 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-16 | 2023-04-13 | -31.86 | 118 |
| 2024-07-30 | 2024-10-20 | -22.66 | 82 |
| 2022-03-26 | 2022-06-21 | -15.42 | 87 |
| 2025-05-15 | 2025-09-13 | -13.86 | 121 |
| 2025-04-06 | 2025-04-12 | -13.43 | 6 |
| 2022-07-10 | 2022-07-17 | -11.65 | 7 |
| 2024-03-31 | 2024-06-05 | -10.93 | 66 |
| 2023-05-01 | 2023-10-20 | -9.67 | 172 |
| 2024-01-10 | 2024-02-29 | -8.26 | 50 |
| 2024-01-05 | 2024-01-09 | -7.53 | 4 |
| Metric | sol.u_daily_ | SOLUSD |
|---|---|---|
| Best Day | 15.83% | 41.46% |
| Worst Day | -15.55% | -36.82% |
| Best Week | 29.03% | 42.44% |
| Worst Week | -20.0% | -46.51% |
| Best Month | 34.71% | 147.89% |
| Worst Month | -27.7% | -59.31% |
| Best Year | 111.35% | 940.49% |
| Worst Year | 30.86% | -90.68% |
| Avg. Up Day | 1.59% | 4.32% |
| Avg. Down Day | -1.02% | -3.39% |
| Avg. Up Week | 4.22% | 10.92% |
| Avg. Down Week | -1.84% | -8.83% |
| Avg. Up Month | 14.95% | 37.06% |
| Avg. Down Month | -4.9% | -20.15% |
| Win Days % | 49.82% | 49.17% |
| Win Month % | 62.22% | 48.89% |
| Win Week % | 54.86% | 53.89% |
| Win Quarter % | 73.33% | 66.67% |
| Win Year % | 100.0% | 75.0% |