| Metric | sol.u_fwd_ | SOLUSD |
|---|---|---|
| Time in Market | 63.0% | 100.0% |
| Cumulative Return | 143.65% | 44.4% |
| Max Drawdown | -24.15% | -64.93% |
| Sharpe | 0.99 | 0.38 |
| Sortino | 1.68 | 0.56 |
| Payoff Ratio | 1.4 | 1.16 |
| Profit Factor | 1.35 | 1.06 |
| Common Sense Ratio | 1.8 | 1.11 |
| CPC Index | 0.9 | 0.61 |
| Tail Ratio | 1.34 | 1.04 |
| Outlier Win Ratio | 15.36 | 2.89 |
| Outlier Loss Ratio | 9.36 | 2.81 |
| Volatility (ann.) | 19.11% | 42.24% |
| R^2 | 0.34 | 0.34 |
| Calmar | 4.07 | 0.5 |
| Skew | 2.65 | 0.62 |
| Kurtosis | 62.03 | 8.33 |
| Expected Daily % | 0.05% | 0.02% |
| Expected Monthly % | 5.72% | 2.32% |
| Expected Yearly % | 56.09% | 20.17% |
| Kelly Criterion | 10.45% | 6.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.59% | -3.59% |
| Expected Shortfall (cVaR) | -1.59% | -3.59% |
| Year | SOLUSD | sol.u_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 40.31 | 3.07 | + |
| 2025 | 27.63 | 73.65 | 2.67 | + |
| Metric | sol.u_fwd_ | SOLUSD |
|---|---|---|
| MTD | 3.06% | 20.12% |
| 3M | -3.24% | 63.9% |
| 6M | 34.68% | 78.0% |
| YTD | 73.65% | 27.63% |
| 1Y | 147.7% | 79.39% |
| 3Y (ann.) | 98.24% | 32.62% |
| 5Y (ann.) | 98.24% | 32.62% |
| Metric | sol.u_fwd_ | SOLUSD |
|---|---|---|
| Max Drawdown | -24.15% | -64.93% |
| Longest DD Days | 128.0 | 242.0 |
| Avg. Drawdown | -3.65% | -11.98% |
| Avg. Drawdown Days | 12.0 | 27.0 |
| Recovery Factor | 5.95 | 0.68 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2024-10-14 | -24.15 | 77 |
| 2025-04-04 | 2025-04-11 | -15.76 | 6 |
| 2025-05-14 | 2025-09-19 | -15.26 | 128 |
| 2024-11-29 | 2025-01-16 | -8.94 | 47 |
| 2025-02-04 | 2025-03-24 | -8.81 | 48 |
| 2024-06-05 | 2024-07-19 | -7.16 | 43 |
| 2025-04-14 | 2025-05-08 | -5.95 | 23 |
| 2025-05-11 | 2025-05-13 | -4.45 | 2 |
| 2024-11-12 | 2024-11-27 | -4.22 | 15 |
| 2025-01-19 | 2025-02-03 | -3.51 | 15 |
| Metric | sol.u_fwd_ | SOLUSD |
|---|---|---|
| Best Day | 14.13% | 19.54% |
| Worst Day | -12.67% | -14.23% |
| Best Week | 22.04% | 21.25% |
| Worst Week | -8.43% | -17.1% |
| Best Month | 34.3% | 41.15% |
| Worst Month | -8.26% | -36.08% |
| Best Year | 73.65% | 27.63% |
| Worst Year | 40.31% | 13.13% |
| Avg. Up Day | 0.66% | 1.64% |
| Avg. Down Day | -0.47% | -1.42% |
| Avg. Up Week | 4.47% | 9.46% |
| Avg. Down Week | -1.57% | -8.14% |
| Avg. Up Month | 14.9% | 18.62% |
| Avg. Down Month | -4.61% | -22.53% |
| Win Days % | 47.7% | 49.95% |
| Win Month % | 62.5% | 62.5% |
| Win Week % | 57.14% | 53.62% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |