| Metric | dailies_hft_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 95.0% | 100.0% |
| Cumulative Return | 102.93% | 28.01% |
| Max Drawdown | -10.32% | -59.65% |
| Sharpe | 3.62 | 0.84 |
| Sortino | 4.87 | 1.29 |
| Payoff Ratio | 0.45 | 1.03 |
| Profit Factor | 2.15 | 1.13 |
| Common Sense Ratio | 2.85 | 1.47 |
| CPC Index | 0.82 | 0.59 |
| Tail Ratio | 1.32 | 1.3 |
| Outlier Win Ratio | 12.72 | 2.27 |
| Outlier Loss Ratio | 4.58 | 2.46 |
| Volatility (ann.) | 29.14% | 89.83% |
| R^2 | 0.11 | 0.11 |
| Calmar | 16.99 | 0.71 |
| Skew | -2.33 | 0.5 |
| Kurtosis | 16.75 | 4.87 |
| Expected Daily % | 0.28% | 0.1% |
| Expected Monthly % | 8.18% | 2.78% |
| Expected Yearly % | 102.93% | 28.01% |
| Kelly Criterion | 50.61% | 2.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.22% | -7.53% |
| Expected Shortfall (cVaR) | -2.22% | -7.53% |
| Year | SOLUSD | dailies_hft_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 28.01 | 102.93 | 3.67 | + |
| Metric | dailies_hft_daily_ | SOLUSD |
|---|---|---|
| MTD | 1.26% | 19.38% |
| 3M | 12.84% | 50.63% |
| 6M | 58.36% | 91.5% |
| YTD | 102.93% | 28.01% |
| 1Y | 102.93% | 28.01% |
| 3Y (ann.) | 175.37% | 42.4% |
| 5Y (ann.) | 175.37% | 42.4% |
| Metric | dailies_hft_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -10.32% | -59.65% |
| Longest DD Days | 16.0 | 236.0 |
| Avg. Drawdown | -2.29% | -25.97% |
| Avg. Drawdown Days | 4.0 | 83.0 |
| Recovery Factor | 9.97 | 0.47 |
| Ulcer Index | 0.99 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-30 | 2025-04-13 | -10.32 | 14 |
| 2025-02-06 | 2025-02-15 | -9.29 | 9 |
| 2025-02-26 | 2025-03-07 | -8.11 | 9 |
| 2025-08-30 | 2025-09-13 | -5.22 | 14 |
| 2025-06-03 | 2025-06-10 | -4.64 | 7 |
| 2025-08-02 | 2025-08-11 | -3.55 | 9 |
| 2025-01-09 | 2025-01-18 | -3.36 | 9 |
| 2025-03-10 | 2025-03-11 | -2.82 | 1 |
| 2025-06-15 | 2025-07-01 | -2.46 | 16 |
| 2025-01-29 | 2025-01-30 | -2.03 | 1 |
| Metric | dailies_hft_daily_ | SOLUSD |
|---|---|---|
| Best Day | 5.59% | 24.86% |
| Worst Day | -10.32% | -20.92% |
| Best Week | 7.87% | 19.93% |
| Worst Week | -7.51% | -21.88% |
| Best Month | 19.18% | 26.05% |
| Worst Month | -0.33% | -42.27% |
| Best Year | 102.93% | 28.01% |
| Worst Year | 102.93% | 28.01% |
| Avg. Up Day | 0.85% | 3.73% |
| Avg. Down Day | -1.9% | -3.61% |
| Avg. Up Week | 3.58% | 9.27% |
| Avg. Down Week | -3.24% | -9.99% |
| Avg. Up Month | 13.55% | 17.09% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 84.71% | 50.59% |
| Win Month % | 88.89% | 66.67% |
| Win Week % | 78.95% | 57.89% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |