| Metric | sol.u_fwd_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 70.0% | 100.0% |
| Cumulative Return | 142.16% | 25.73% |
| Max Drawdown | -22.66% | -61.75% |
| Sharpe | 1.89 | 0.63 |
| Sortino | 3.31 | 0.94 |
| Payoff Ratio | 1.82 | 1.25 |
| Profit Factor | 1.74 | 1.09 |
| Common Sense Ratio | 3.33 | 1.19 |
| CPC Index | 1.52 | 0.67 |
| Tail Ratio | 1.91 | 1.08 |
| Outlier Win Ratio | 13.9 | 3.0 |
| Outlier Loss Ratio | 9.22 | 2.33 |
| Volatility (ann.) | 39.68% | 85.16% |
| R^2 | 0.35 | 0.35 |
| Calmar | 4.23 | 0.31 |
| Skew | 1.44 | 0.26 |
| Kurtosis | 27.6 | 2.91 |
| Expected Daily % | 0.18% | 0.05% |
| Expected Monthly % | 5.68% | 1.44% |
| Expected Yearly % | 55.62% | 12.13% |
| Kelly Criterion | 19.28% | 7.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.21% | -7.19% |
| Expected Shortfall (cVaR) | -3.21% | -7.19% |
| Year | SOLUSD | sol.u_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 40.31 | 3.15 | + |
| 2025 | 11.48 | 72.60 | 6.32 | + |
| Metric | sol.u_fwd_daily_ | SOLUSD |
|---|---|---|
| MTD | 0.69% | 2.54% |
| 3M | -3.83% | 56.07% |
| 6M | 27.23% | 51.84% |
| YTD | 72.6% | 11.48% |
| 1Y | 142.72% | 43.04% |
| 3Y (ann.) | 95.92% | 19.02% |
| 5Y (ann.) | 95.92% | 19.02% |
| Metric | sol.u_fwd_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -22.66% | -61.75% |
| Longest DD Days | 132.0 | 247.0 |
| Avg. Drawdown | -5.54% | -16.47% |
| Avg. Drawdown Days | 26.0 | 42.0 |
| Recovery Factor | 6.28 | 0.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-30 | 2024-10-20 | -22.66 | 82 |
| 2025-05-15 | 2025-09-24 | -13.86 | 132 |
| 2025-04-06 | 2025-04-12 | -13.43 | 6 |
| 2024-12-01 | 2025-01-17 | -6.29 | 47 |
| 2024-06-06 | 2024-07-20 | -6.20 | 44 |
| 2025-04-15 | 2025-04-19 | -5.39 | 4 |
| 2025-02-06 | 2025-03-24 | -5.03 | 46 |
| 2025-05-12 | 2025-05-14 | -3.55 | 2 |
| 2025-05-02 | 2025-05-08 | -3.24 | 6 |
| 2024-11-13 | 2024-11-28 | -3.14 | 15 |
| Metric | sol.u_fwd_daily_ | SOLUSD |
|---|---|---|
| Best Day | 15.83% | 20.8% |
| Worst Day | -15.55% | -18.74% |
| Best Week | 23.18% | 25.06% |
| Worst Week | -7.65% | -26.95% |
| Best Month | 34.71% | 39.21% |
| Worst Month | -8.22% | -46.12% |
| Best Year | 72.6% | 12.78% |
| Worst Year | 40.31% | 11.48% |
| Avg. Up Day | 1.56% | 3.79% |
| Avg. Down Day | -0.85% | -3.02% |
| Avg. Up Week | 5.08% | 10.26% |
| Avg. Down Week | -1.5% | -7.5% |
| Avg. Up Month | 13.49% | 18.53% |
| Avg. Down Month | -4.13% | -22.54% |
| Win Days % | 47.89% | 48.75% |
| Win Month % | 62.5% | 62.5% |
| Win Week % | 46.97% | 51.43% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |